INTC Options History — October 2023

In October 2023, INTC traded between $32.59 and $36.89. ATM implied volatility averaged 42.9%, placing in the 45.6% IV rank vs the trailing year. The 30-day expected move averaged 12.0%. IV traded above realized volatility by 12.9% (HV 20d: 30.0%). Max pain ranged from $34.00 to $35.50. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 2 of 22 days. Put/call ratio averaged 0.79.

Notable Days

2023-10-27: Highest Volume — 511,819 contracts
2023-10-27: Largest IV drop — 17.3% change
2023-10-25: Highest IV Rank — 58.7%
2023-10-25: Largest Expected Move — 14.3%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$35.52	$32.59	$36.89	$35.30	$36.47
Max Pain	$34.84	$34.00	$35.50	$35.00	$35.00
ATM IV	42.9%	33.0%	46.6%	43.7%	33.0%
Expected Move	12.0%	9.6%	14.3%	10.1%	9.6%
HV 20d	30.0%	21.6%	44.9%	30.5%	44.9%
HV 60d	34.2%	31.6%	37.2%	35.4%	37.2%
IV Rank	45.6%	14.6%	58.7%	47.2%	18.4%
IV Percentile	75.3%	19.8%	96.4%	78.2%	19.8%
Term Structure	-1.5%	-2.6%	0.3%	-1.2%	0.3%
VWIV	42.0%	33.2%	50.1%	35.4%	33.2%
Skew 25d	4.2%	3.4%	5.3%	3.9%	3.9%
Skew 10d	8.3%	6.6%	10.3%	7.8%	7.4%
Call IV 25d	41.0%	30.7%	44.8%	41.4%	30.7%
Put IV 25d	45.2%	34.6%	49.9%	45.3%	34.6%
Bid-Ask Spread %	1.99	1.72	2.42	1.89	2.06
Gamma HHI	0.06	0.05	0.13	0.05	0.07
Net GEX	34.8M	1.0M	54.6M	30.7M	34.6M
Net DEX	-1.15B	-1.91B	191.4M	-1.18B	-1.15B
Net VEX	-15.2M	-16.1M	-14.0M	-15.8M	-14.6M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.79	0.43	1.15	0.74	0.69
Total Volume	141,260.045	57,050	511,819	85,135	107,800
Total OI	2,923,663.182	2,642,822	3,056,498	2,894,702	2,776,933

Daily Data (22 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	P/C	Spread %	Call Vol	Put Vol	Call OI	Put OI
2023-10-02	$35.30	$35.00	43.7%	10.1%	30.5%	47.2%	35.4%	3.9%	-1.2%	30.7M	-1.18B	-15.8M	0.74	1.89	48,953	36,182	1,691,344	1,203,358
2023-10-03	$35.53	$35.00	44.6%	10.7%	30.5%	50.2%	37.2%	3.8%	-0.9%	31.5M	-1.27B	-16.0M	0.43	2.00	119,750	51,981	1,700,566	1,219,627
2023-10-04	$35.91	$35.50	43.9%	10.2%	30.8%	48.1%	35.6%	3.8%	-1.4%	45.1M	-1.46B	-16.0M	0.60	1.94	68,635	41,130	1,749,306	1,237,422
2023-10-05	$35.95	$34.00	43.4%	11.8%	27.9%	46.2%	41.2%	3.6%	-1.0%	44.5M	-1.46B	-16.1M	0.56	2.02	36,471	20,579	1,755,737	1,251,965
2023-10-06	$36.34	$34.00	42.7%	11.6%	28.3%	43.8%	40.6%	3.4%	-1.2%	50.3M	-1.67B	-15.8M	0.64	1.81	100,776	64,204	1,759,556	1,256,717
2023-10-09	$36.02	$34.00	43.3%	11.9%	27.3%	45.8%	41.6%	3.8%	-1.4%	39.2M	-1.46B	-15.8M	0.79	1.99	38,399	30,364	1,719,580	1,235,346
2023-10-10	$36.44	$34.00	43.0%	11.8%	27.5%	45.0%	40.6%	4.2%	-1.7%	46.7M	-1.68B	-15.7M	1.06	1.81	42,300	44,739	1,729,424	1,244,938
2023-10-11	$36.80	$35.00	42.4%	11.7%	27.8%	42.9%	41.7%	3.9%	-1.9%	50.3M	-1.84B	-15.5M	0.73	1.83	49,872	36,205	1,730,914	1,261,602
2023-10-12	$36.89	$35.00	42.5%	11.7%	27.9%	43.3%	41.4%	3.8%	-2.0%	54.6M	-1.91B	-15.7M	0.85	1.83	55,138	47,141	1,745,083	1,270,529
2023-10-13	$35.95	$35.00	44.7%	12.4%	28.5%	50.5%	43.5%	4.3%	-1.9%	53.2M	-1.37B	-15.6M	1.15	2.09	48,198	55,450	1,755,409	1,281,089
2023-10-16	$36.70	$35.00	43.9%	12.5%	29.7%	49.6%	44.0%	4.4%	-2.6%	48.5M	-1.74B	-15.6M	0.64	1.97	56,966	36,198	1,725,001	1,263,239
2023-10-17	$36.00	$35.00	44.3%	12.6%	25.9%	50.9%	44.5%	4.7%	-2.1%	36.9M	-1.37B	-15.2M	1.04	1.72	46,237	48,148	1,742,550	1,279,365
2023-10-18	$35.52	$35.00	46.1%	13.2%	21.6%	57.3%	46.5%	4.3%	-2.6%	29.5M	-1.11B	-15.3M	0.66	1.97	38,358	25,465	1,744,696	1,289,332
2023-10-19	$35.55	$35.00	45.9%	13.3%	21.6%	56.3%	46.4%	5.1%	-2.6%	29.3M	-1.14B	-15.2M	0.97	2.42	41,752	40,586	1,756,768	1,288,230
2023-10-20	$34.95	$35.00	46.1%	13.5%	22.2%	57.0%	46.9%	5.3%	-2.6%	41.9M	-768.8M	-14.9M	0.69	1.89	70,845	48,729	1,755,544	1,300,954
2023-10-23	$33.67	$35.00	46.1%	14.0%	26.0%	57.1%	48.1%	4.7%	-1.4%	14.7M	-418.2M	-14.2M	1.10	2.23	98,294	107,964	1,557,496	1,085,326
2023-10-24	$34.67	$35.00	44.0%	13.5%	27.7%	49.9%	46.7%	4.6%	-1.6%	20.0M	-738.6M	-14.9M	0.43	2.03	108,543	46,300	1,615,215	1,155,925
2023-10-25	$32.89	$35.00	46.6%	14.3%	32.6%	58.7%	50.1%	4.8%	-1.7%	4.4M	30.6M	-14.2M	0.98	1.93	84,102	82,446	1,577,101	1,170,797
2023-10-26	$32.59	$35.00	43.4%	13.5%	31.2%	48.0%	46.1%	4.7%	-1.1%	1.0M	191.4M	-14.0M	0.63	2.15	217,010	137,159	1,604,041	1,204,023
2023-10-27	$35.48	$35.00	35.9%	10.7%	44.4%	22.1%	37.5%	3.8%	0.0%	35.4M	-899.7M	-14.6M	1.13	2.15	239,795	272,024	1,607,342	1,265,470
2023-10-30	$35.81	$35.00	33.8%	10.1%	44.5%	14.6%	36.2%	4.1%	-0.0%	22.8M	-848.1M	-14.6M	0.85	2.02	63,120	53,413	1,529,247	1,226,483
2023-10-31	$36.47	$35.00	33.0%	9.6%	44.9%	18.4%	33.2%	3.9%	0.3%	34.6M	-1.15B	-14.6M	0.69	2.06	63,810	43,990	1,551,650	1,225,283