INTC Options History — January 2024 In January 2024, INTC traded between $42.91 and $49.53. ATM implied volatility averaged 40.9%, placing in the 68.0% IV rank vs the trailing year. The 30-day expected move averaged 11.3%. IV traded above realized volatility by 1.9% (HV 20d: 39.1%). Max pain ranged from $35.00 to $46.00. Net GEX was positive for 19 of 21 trading days. Term structure was in contango for 1 of 21 days. Put/call ratio averaged 0.61.
Notable Days 2024-01-26 : Highest Volume — 966,115 contracts2024-01-26 : Largest IV drop — 27.5% change2024-01-25 : Highest IV Rank — 100.0%2024-01-25 : Largest Expected Move — 14.9%Monthly Statistics Metric Avg Min Max Open Close Price $46.86 $42.91 $49.53 $47.59 $43.14 Max Pain $44.71 $35.00 $46.00 $35.00 $46.00 ATM IV 40.9% 33.8% 48.2% 41.8% 33.8% Expected Move 11.3% 9.1% 14.9% 9.2% 9.1% HV 20d 39.1% 29.5% 53.9% 39.4% 51.1% HV 60d 39.5% 32.8% 42.6% 39.7% 42.5% IV Rank 68.0% 32.2% 100.0% 69.7% 32.2% IV Percentile 70.3% 36.9% 100.0% 69.4% 36.9% Term Structure -1.5% -3.2% 0.4% 0.4% -0.5% VWIV 39.9% 32.3% 52.3% 32.8% 32.3% Skew 25d 0.7% -1.6% 1.7% 1.2% 0.4% Skew 10d 1.4% -2.5% 3.7% 2.0% 0.2% Call IV 25d 41.0% 33.9% 49.6% 41.8% 33.9% Put IV 25d 41.7% 34.3% 48.0% 43.0% 34.3% Bid-Ask Spread % 2.02 1.59 2.62 1.96 2.42 Gamma HHI 0.10 0.05 0.18 0.12 0.05 Net GEX 32.4M -30.1M 59.5M 51.5M 7.1M Net DEX -2.81B -4.32B -59.1M -3.91B -375.2M Net VEX -14.7M -15.7M -14.3M -14.7M -15.7M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.61 0.39 0.86 0.77 0.59 Total Volume 228,808.524 97,588 966,115 178,827 252,013 Total OI 2,872,152.429 2,036,277 3,316,765 3,091,158 2,597,021
Daily Data (21 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 2024-01-02 $47.59 $35.00 41.8% 9.2% 39.4% 69.7% 32.8% 1.2% 0.4% 51.5M -3.91B -14.7M 0.77 1.96 101,198 77,629 1,628,338 1,462,820 2024-01-03 $47.05 $35.00 41.7% 9.2% 37.5% 69.5% 32.6% 1.0% -1.3% 46.9M -3.66B -14.6M 0.48 1.81 102,051 49,122 1,639,283 1,481,781 2024-01-04 $46.97 $45.00 41.5% 11.1% 37.3% 68.5% 39.2% 0.8% -1.5% 55.2M -3.68B -14.5M 0.86 1.61 105,030 90,626 1,675,701 1,494,226 2024-01-05 $46.84 $45.00 40.9% 11.0% 36.5% 65.4% 39.5% 0.9% -1.5% 54.2M -3.58B -14.8M 0.82 1.63 102,205 84,268 1,689,131 1,524,875 2024-01-08 $48.28 $45.00 41.6% 11.3% 37.1% 69.0% 40.0% 0.6% -1.5% 59.5M -4.25B -14.3M 0.58 1.86 97,914 56,684 1,625,586 1,498,359 2024-01-09 $47.91 $45.00 41.1% 11.2% 37.4% 66.7% 39.3% 1.0% -1.6% 55.3M -4.06B -14.4M 0.61 1.74 60,510 37,078 1,641,253 1,524,842 2024-01-10 $47.39 $45.00 41.1% 11.2% 35.2% 66.8% 39.4% 1.0% -2.0% 48.4M -3.82B -14.4M 0.69 2.01 70,764 48,523 1,651,676 1,538,668 2024-01-11 $47.56 $46.00 40.3% 11.0% 34.7% 63.4% 38.7% 0.7% -2.1% 50.8M -3.87B -14.5M 0.79 1.90 58,289 46,316 1,659,275 1,557,737 2024-01-12 $47.17 $46.00 40.3% 11.2% 34.9% 65.6% 39.3% 0.9% -2.0% 31.7M -3.65B -14.6M 0.84 1.59 66,510 56,142 1,667,708 1,583,426 2024-01-16 $47.00 $46.00 42.1% 12.0% 34.7% 77.3% 42.1% 1.5% -2.3% 30.6M -3.57B -14.3M 0.71 2.38 79,304 56,034 1,633,521 1,567,447 2024-01-17 $46.03 $46.00 42.7% 12.2% 34.8% 80.1% 42.8% 1.7% -2.1% 21.2M -3.12B -14.6M 0.59 1.69 82,226 48,477 1,647,086 1,585,338 2024-01-18 $46.80 $46.00 42.5% 12.3% 35.1% 79.5% 42.8% 1.3% -1.8% 23.8M -3.51B -14.7M 0.45 1.79 121,180 55,027 1,669,711 1,599,421 2024-01-19 $48.47 $46.00 44.3% 12.9% 36.8% 88.6% 45.2% 1.3% -1.9% 53.2M -4.32B -14.6M 0.39 1.89 157,357 61,827 1,704,521 1,612,244 2024-01-22 $48.33 $46.00 43.9% 13.0% 36.4% 86.2% 45.7% 1.0% -1.7% 23.4M -1.95B -14.6M 0.51 2.25 128,265 65,441 960,878 1,075,399 2024-01-23 $48.75 $46.00 43.4% 13.0% 35.4% 83.7% 45.7% 1.3% -1.9% 27.0M -2.09B -14.6M 0.45 2.32 82,609 37,448 1,008,311 1,109,459 2024-01-24 $49.16 $46.00 44.2% 13.3% 35.0% 88.1% 46.9% 0.4% -2.2% 31.4M -2.28B -14.5M 0.51 2.02 163,940 83,061 1,044,187 1,129,111 2024-01-25 $49.53 $46.00 48.2% 14.9% 29.5% 100.0% 52.3% -1.6% -3.2% 33.4M -2.39B -15.1M 0.46 2.61 411,291 189,511 1,092,992 1,156,098 2024-01-26 $43.59 $46.00 34.9% 9.3% 53.7% 37.6% 33.1% 0.0% -0.7% -30.1M -59.1M -14.7M 0.86 2.12 518,210 447,905 1,288,823 1,261,774 2024-01-29 $43.67 $46.00 34.4% 9.3% 53.8% 35.2% 33.1% 0.5% -0.3% 5.8M -526.5M -15.3M 0.48 2.62 190,895 91,275 1,246,172 1,235,042 2024-01-30 $42.91 $46.00 34.5% 9.4% 53.9% 35.5% 34.0% 0.0% -0.5% -550.6K -266.8M -15.5M 0.41 2.29 121,362 49,462 1,289,317 1,256,643 2024-01-31 $43.14 $46.00 33.8% 9.1% 51.1% 32.2% 32.3% 0.4% -0.5% 7.1M -375.2M -15.7M 0.59 2.42 158,118 93,895 1,331,872 1,265,149
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