INTC Options History — April 2024

In April 2024, INTC traded between $30.68 and $44.33. ATM implied volatility averaged 43.6%, placing in the 78.4% IV rank vs the trailing year. The 30-day expected move averaged 11.9%. IV traded above realized volatility by 2.0% (HV 20d: 41.6%). Max pain ranged from $38.00 to $43.00. Net GEX was positive for 2 of 22 trading days. Term structure was in contango for 1 of 22 days. Put/call ratio averaged 0.68.

Notable Days

2024-04-26: Highest Volume — 953,500 contracts
2024-04-26: Largest IV drop — 29.7% change
2024-04-02: Highest IV Rank — 98.8%
2024-04-25: Largest Expected Move — 14.1%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$36.53	$30.68	$44.33	$44.33	$30.68
Max Pain	$40.00	$38.00	$43.00	$43.00	$38.00
ATM IV	43.6%	32.3%	47.9%	47.5%	33.8%
Expected Move	11.9%	9.0%	14.1%	10.4%	9.8%
HV 20d	41.6%	37.7%	47.6%	44.7%	46.7%
HV 60d	43.2%	37.2%	45.8%	41.4%	41.9%
IV Rank	78.4%	25.3%	98.8%	96.6%	32.3%
IV Percentile	83.9%	26.6%	99.6%	99.6%	38.1%
Term Structure	-1.7%	-4.1%	0.3%	-2.0%	0.3%
VWIV	41.7%	32.0%	49.3%	36.5%	34.4%
Skew 25d	0.6%	-0.6%	1.5%	-0.6%	0.2%
Skew 10d	0.5%	-1.3%	2.0%	-1.3%	-0.5%
Call IV 25d	43.5%	32.6%	48.2%	47.8%	33.9%
Put IV 25d	44.1%	32.8%	48.3%	47.2%	34.2%
Bid-Ask Spread %	4.16	1.90	9.26	3.61	2.69
Gamma HHI	0.09	0.05	0.17	0.07	0.08
Net GEX	-12.3M	-34.4M	43.0M	43.0M	-14.5M
Net DEX	954.6M	-1.68B	2.25B	-1.68B	2.07B
Net VEX	-17.3M	-19.8M	-13.9M	-19.8M	-14.3M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.68	0.34	1.02	0.66	0.70
Total Volume	294,935.182	109,113	953,500	175,120	247,476
Total OI	2,987,980.955	2,693,791	3,220,391	2,693,791	3,220,391

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
2024-04-01	$44.33	$43.00	47.5%	10.4%	44.7%	96.6%	36.5%	-0.6%	-2.0%	43.0M	-1.68B	-19.8M	0.66	3.61	105,450	69,670	1,454,979	1,238,812
2024-04-02	$43.97	$43.00	47.9%	10.6%	41.4%	98.8%	37.2%	-0.2%	-2.3%	36.2M	-1.47B	-19.8M	0.45	4.42	92,177	41,526	1,472,315	1,262,403
2024-04-03	$40.39	$43.00	47.7%	10.3%	45.7%	97.8%	36.2%	-0.4%	-1.9%	-20.9M	246.6M	-18.4M	0.92	3.27	263,640	243,359	1,477,933	1,274,648
2024-04-04	$39.88	$40.00	47.3%	12.4%	43.9%	95.6%	43.2%	0.6%	-2.8%	-21.4M	404.3M	-18.8M	0.61	9.26	165,357	101,319	1,566,177	1,336,701
2024-04-05	$38.66	$40.00	46.7%	12.4%	41.8%	93.1%	43.5%	0.6%	-2.5%	-21.7M	878.0M	-18.5M	0.86	4.94	182,713	156,459	1,616,760	1,358,439
2024-04-08	$38.03	$40.00	45.3%	12.2%	40.0%	86.3%	42.6%	0.5%	-2.2%	-14.5M	830.2M	-17.9M	0.68	4.78	125,253	85,242	1,546,034	1,313,715
2024-04-09	$38.16	$40.00	44.8%	12.1%	39.2%	83.8%	42.3%	0.2%	-2.3%	-13.0M	758.4M	-18.3M	0.34	5.53	361,181	122,825	1,573,992	1,346,980
2024-04-10	$37.14	$40.00	44.0%	12.1%	39.3%	80.4%	42.5%	0.2%	-1.9%	-20.9M	1.15B	-17.8M	1.02	4.87	197,188	201,992	1,668,082	1,386,104
2024-04-11	$37.50	$40.00	42.6%	11.8%	37.7%	73.9%	40.9%	0.6%	-1.7%	-12.9M	790.1M	-18.2M	0.70	5.78	122,131	85,726	1,732,786	1,366,339
2024-04-12	$35.86	$40.00	44.2%	12.3%	39.9%	81.3%	43.3%	0.7%	-2.1%	-21.4M	1.42B	-17.3M	0.87	4.09	223,005	194,140	1,765,606	1,383,575
2024-04-15	$36.22	$40.00	44.7%	12.6%	40.3%	83.5%	44.2%	1.5%	-0.7%	-14.2M	1.05B	-17.9M	0.53	3.67	151,124	79,423	1,681,322	1,356,485
2024-04-16	$36.33	$40.00	44.2%	12.6%	40.4%	81.4%	43.8%	1.2%	-0.5%	-12.3M	1.01B	-18.0M	0.93	3.95	63,079	58,370	1,728,457	1,366,988
2024-04-17	$35.73	$40.00	44.1%	12.6%	40.3%	80.8%	44.0%	1.3%	-0.6%	-17.2M	1.22B	-17.6M	0.83	4.58	96,280	80,342	1,759,448	1,384,402
2024-04-18	$35.11	$40.00	44.0%	12.6%	40.2%	80.2%	44.1%	1.5%	-0.6%	-25.0M	1.38B	-17.1M	0.99	3.64	105,546	104,464	1,788,846	1,383,654
2024-04-19	$34.27	$40.00	46.0%	13.3%	39.9%	89.7%	46.1%	1.2%	-1.2%	-26.3M	1.61B	-16.6M	0.68	3.03	120,262	81,706	1,816,762	1,397,742
2024-04-22	$34.39	$39.00	43.9%	12.9%	40.1%	80.0%	45.9%	1.3%	-4.1%	-13.7M	1.36B	-16.4M	0.65	3.25	88,504	57,393	1,486,102	1,300,468
2024-04-23	$34.31	$39.00	43.8%	12.8%	40.2%	79.5%	45.7%	0.9%	-1.9%	-13.0M	1.36B	-16.5M	0.55	3.77	70,446	38,667	1,522,080	1,325,463
2024-04-24	$34.59	$39.00	44.9%	13.4%	40.4%	84.5%	46.9%	0.9%	-2.4%	-10.2M	1.26B	-16.9M	0.51	3.43	97,291	49,307	1,552,791	1,343,409
2024-04-25	$35.05	$39.00	46.0%	14.1%	37.9%	89.7%	49.3%	0.7%	-2.7%	-5.3M	1.09B	-17.5M	0.54	4.36	270,287	145,659	1,593,982	1,359,964
2024-04-26	$31.84	$39.00	32.3%	9.0%	47.6%	25.3%	32.0%	0.3%	-0.4%	-34.4M	2.25B	-13.9M	0.55	1.90	616,289	337,211	1,716,086	1,439,316
2024-04-29	$31.23	$38.00	33.5%	9.4%	46.8%	30.7%	33.4%	0.4%	-1.0%	-17.6M	2.01B	-14.2M	0.37	2.60	283,393	105,702	1,663,931	1,405,112
2024-04-30	$30.68	$38.00	33.8%	9.8%	46.7%	32.3%	34.4%	0.2%	0.3%	-14.5M	2.07B	-14.3M	0.70	2.69	145,379	102,097	1,773,556	1,446,835