INTC Options History — May 2024

In May 2024, INTC traded between $29.95 and $32.08. ATM implied volatility averaged 30.7%, placing in the 17.6% IV rank vs the trailing year. The 30-day expected move averaged 8.8%. IV traded below realized volatility by 6.2% (HV 20d: 36.9%). Max pain ranged from $32.00 to $40.00. Net GEX was positive for 10 of 22 trading days. Term structure was in contango for 9 of 22 days. Put/call ratio averaged 1.05.

Notable Days

2024-05-08: Highest Volume — 581,595 contracts
2024-05-14: Largest IV spike — 6.3% change
2024-05-30: Highest IV Rank — 28.6%
2024-05-30: Largest Expected Move — 9.7%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$30.81	$29.95	$32.08	$30.56	$30.61
Max Pain	$34.18	$32.00	$40.00	$38.00	$32.00
ATM IV	30.7%	28.6%	33.0%	32.0%	32.0%
Expected Move	8.8%	8.3%	9.7%	9.1%	9.4%
HV 20d	36.9%	25.9%	41.7%	39.6%	26.8%
HV 60d	41.3%	38.0%	42.1%	41.8%	38.0%
IV Rank	17.6%	7.7%	28.6%	23.9%	23.8%
IV Percentile	14.8%	6.0%	34.9%	25.0%	27.4%
Term Structure	0.0%	-1.1%	4.5%	0.4%	-1.0%
VWIV	31.1%	29.2%	33.5%	32.2%	32.9%
Skew 25d	-0.5%	-1.6%	0.4%	-0.1%	0.4%
Skew 10d	-1.2%	-3.3%	0.7%	-0.9%	0.7%
Call IV 25d	31.5%	29.8%	33.5%	32.3%	32.5%
Put IV 25d	31.0%	29.2%	33.6%	32.2%	32.9%
Bid-Ask Spread %	3.14	1.87	6.37	3.15	3.60
Gamma HHI	0.09	0.07	0.23	0.08	0.07
Net GEX	1.6M	-20.1M	50.8M	-16.5M	1.7M
Net DEX	954.6M	146.7M	2.14B	2.10B	726.7M
Net VEX	-16.5M	-17.8M	-14.7M	-14.7M	-17.8M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.05	0.31	4.08	0.67	0.78
Total Volume	255,182.227	131,906	581,595	253,064	204,316
Total OI	3,277,043.545	3,014,305	3,481,374	3,328,331	3,364,159

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
2024-05-01	$30.56	$38.00	32.0%	9.1%	39.6%	23.9%	32.2%	-0.1%	0.4%	-16.5M	2.10B	-14.7M	0.67	3.15	151,403	101,661	1,834,206	1,494,125
2024-05-02	$30.34	$37.00	32.0%	8.9%	39.7%	23.9%	31.6%	-0.2%	0.2%	-20.1M	2.14B	-14.9M	0.44	3.89	122,387	53,906	1,881,302	1,530,770
2024-05-03	$30.87	$37.00	30.4%	8.3%	40.5%	16.1%	29.4%	0.0%	1.1%	-13.9M	1.98B	-15.6M	0.47	2.46	131,265	61,969	1,924,482	1,556,892
2024-05-06	$30.79	$40.00	31.0%	8.9%	40.6%	18.9%	31.5%	0.1%	0.2%	-12.5M	1.93B	-15.7M	0.31	5.49	105,983	33,201	1,794,580	1,529,412
2024-05-07	$30.73	$36.00	31.1%	8.9%	40.4%	19.6%	32.9%	-0.8%	0.6%	-9.0M	1.16B	-15.4M	0.38	5.90	190,589	72,417	1,839,104	1,283,332
2024-05-08	$30.04	$35.00	30.8%	8.8%	40.2%	17.9%	30.8%	-0.2%	0.2%	-18.4M	1.26B	-15.0M	2.39	2.29	171,693	409,902	1,942,348	1,269,579
2024-05-09	$30.14	$34.00	29.8%	8.4%	39.8%	13.4%	29.3%	-0.4%	-0.2%	-11.2M	1.01B	-15.4M	1.59	1.87	104,151	165,646	2,014,259	1,237,942
2024-05-10	$29.95	$34.00	29.1%	8.3%	37.8%	10.1%	29.2%	-0.5%	0.6%	-12.5M	1.09B	-15.4M	1.40	2.43	96,004	134,862	2,049,818	1,253,880
2024-05-13	$30.48	$34.00	28.6%	8.6%	38.4%	7.7%	30.9%	-0.5%	4.5%	-1.8M	838.6M	-16.0M	1.06	3.97	156,605	165,389	1,986,181	1,247,173
2024-05-14	$30.93	$34.00	30.4%	8.6%	39.1%	16.2%	29.9%	-0.5%	-0.2%	6.4M	681.8M	-16.6M	1.20	2.23	87,980	105,971	2,024,859	1,279,046
2024-05-15	$31.12	$34.00	30.0%	8.5%	39.3%	14.4%	30.8%	-0.8%	-0.7%	14.1M	598.6M	-16.8M	4.08	2.61	102,655	418,339	2,053,594	1,291,091
2024-05-16	$32.08	$33.00	30.5%	8.6%	41.2%	16.8%	30.8%	-1.6%	-0.8%	37.5M	146.7M	-17.6M	0.49	6.37	238,984	116,989	2,093,140	1,302,029
2024-05-17	$31.87	$33.00	30.1%	8.5%	40.5%	14.6%	30.5%	-0.9%	-0.3%	50.8M	247.9M	-17.6M	0.65	2.91	125,268	81,372	2,145,587	1,314,734
2024-05-20	$32.05	$33.00	29.9%	8.5%	40.6%	13.9%	30.2%	-1.0%	0.1%	25.1M	190.4M	-17.6M	0.49	2.35	149,912	73,488	1,782,825	1,231,480
2024-05-21	$31.73	$33.00	29.7%	8.5%	40.6%	12.7%	29.8%	-1.2%	-0.1%	23.9M	325.6M	-17.5M	0.48	2.23	89,385	42,521	1,849,190	1,254,009
2024-05-22	$31.34	$33.00	30.5%	8.7%	40.5%	16.5%	30.1%	-0.9%	-0.1%	14.4M	491.5M	-17.4M	1.93	2.68	108,163	208,264	1,872,961	1,272,521
2024-05-23	$30.11	$33.00	30.7%	8.8%	41.7%	17.5%	31.3%	-0.5%	-0.3%	-11.2M	986.2M	-16.2M	0.74	3.69	196,999	144,893	1,898,149	1,291,933
2024-05-24	$30.66	$33.00	29.9%	8.6%	26.5%	13.9%	30.8%	-0.5%	-0.5%	1.9M	742.9M	-17.4M	0.39	2.12	136,728	52,858	1,979,991	1,335,261
2024-05-28	$30.93	$32.00	31.4%	9.2%	25.9%	20.9%	32.1%	-0.3%	-1.1%	2.8M	620.9M	-17.6M	0.44	2.23	107,674	47,609	1,893,555	1,306,895
2024-05-29	$30.24	$32.00	32.6%	9.5%	26.4%	26.7%	33.4%	-0.5%	-1.0%	-7.9M	859.9M	-17.0M	0.95	2.08	79,444	75,712	1,928,622	1,333,547
2024-05-30	$30.18	$32.00	33.0%	9.7%	26.4%	28.6%	33.5%	0.1%	-1.0%	-7.8M	878.5M	-17.4M	1.82	2.46	67,124	122,328	1,958,039	1,368,356
2024-05-31	$30.61	$32.00	32.0%	9.4%	26.8%	23.8%	32.9%	0.4%	-1.0%	1.7M	726.7M	-17.8M	0.78	3.60	114,508	89,808	1,981,489	1,382,670