INTC Options History — June 2024

In June 2024, INTC traded between $30.02 and $31.26. ATM implied volatility averaged 35.5%, placing in the 40.3% IV rank vs the trailing year. The 30-day expected move averaged 9.5%. IV traded above realized volatility by 12.5% (HV 20d: 23.1%). Max pain ranged from $32.00 to $34.00. Net GEX was positive for 2 of 19 trading days. Term structure was in contango for 14 of 19 days. Put/call ratio averaged 0.90.

Notable Days

2024-06-20: Highest Volume — 303,780 contracts
2024-06-24: Largest IV spike — 12.0% change
2024-06-27: Highest IV Rank — 82.7%
2024-06-03: Largest Expected Move — 9.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$30.61	$30.02	$31.26	$30.23	$30.95
Max Pain	$32.68	$32.00	$34.00	$32.00	$32.00
ATM IV	35.5%	31.2%	44.5%	32.7%	44.0%
Expected Move	9.5%	9.0%	9.9%	9.9%	9.0%
HV 20d	23.1%	16.5%	27.4%	26.4%	16.9%
HV 60d	35.2%	30.6%	36.9%	36.9%	30.6%
IV Rank	40.3%	19.9%	82.7%	27.2%	80.2%
IV Percentile	46.1%	20.6%	90.1%	32.1%	84.5%
Term Structure	2.1%	-1.5%	10.3%	0.5%	-1.0%
VWIV	33.0%	29.5%	34.6%	34.6%	31.8%
Skew 25d	-0.6%	-1.5%	0.1%	0.1%	-1.5%
Skew 10d	-1.2%	-3.7%	0.5%	0.1%	-3.7%
Call IV 25d	36.0%	31.6%	45.7%	32.7%	45.7%
Put IV 25d	35.4%	31.2%	44.5%	32.8%	44.1%
Bid-Ask Spread %	3.37	1.89	8.73	2.36	3.32
Gamma HHI	0.10	0.07	0.24	0.08	0.24
Net GEX	-3.8M	-15.1M	37.7M	-8.7M	37.7M
Net DEX	744.8M	435.3M	972.9M	879.2M	544.0M
Net VEX	-18.3M	-18.9M	-17.5M	-17.5M	-18.9M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.90	0.40	2.42	0.60	0.45
Total Volume	189,417.789	104,410	303,780	140,211	211,559
Total OI	3,375,653.211	2,989,856	3,610,432	3,261,352	3,241,222

Daily Data (19 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
2024-06-03	$30.23	$32.00	32.7%	9.9%	26.4%	27.2%	34.6%	0.1%	0.5%	-8.7M	879.2M	-17.5M	0.60	2.36	87,629	52,582	1,876,226	1,385,126
2024-06-04	$30.02	$32.00	32.3%	9.8%	26.5%	25.3%	34.5%	0.1%	0.2%	-12.1M	972.9M	-17.5M	0.52	2.49	128,958	66,741	1,911,286	1,419,414
2024-06-05	$30.59	$32.00	31.6%	9.3%	27.4%	21.8%	32.8%	-0.7%	0.3%	-200.8K	747.9M	-18.5M	0.40	2.62	135,055	53,980	1,950,497	1,468,230
2024-06-06	$30.48	$34.00	31.8%	9.5%	26.1%	22.9%	29.5%	-0.5%	0.3%	-4.1M	809.7M	-18.3M	2.42	2.00	82,788	200,241	1,972,007	1,483,947
2024-06-07	$30.63	$33.00	31.2%	9.3%	26.1%	19.9%	32.3%	-0.4%	0.4%	-6.4M	727.1M	-18.4M	0.58	2.63	98,620	57,476	1,996,070	1,493,275
2024-06-10	$30.77	$33.00	32.1%	9.6%	26.0%	24.5%	33.8%	-0.3%	1.1%	-5.3M	704.3M	-18.4M	0.80	2.98	82,950	66,480	1,934,660	1,467,099
2024-06-11	$30.84	$33.00	32.3%	9.6%	25.3%	25.0%	33.4%	-0.2%	1.0%	-772.1K	661.5M	-18.5M	0.61	2.14	64,784	39,626	1,966,704	1,481,470
2024-06-12	$30.48	$33.00	31.9%	9.5%	25.1%	23.1%	33.3%	-0.3%	1.0%	-8.3M	845.1M	-18.1M	0.60	5.69	97,927	58,763	1,979,896	1,494,939
2024-06-13	$30.46	$33.00	32.2%	9.6%	25.0%	24.6%	32.9%	-0.5%	1.5%	-11.3M	859.1M	-18.1M	1.80	5.71	90,841	163,211	1,996,577	1,511,539
2024-06-14	$30.38	$33.00	32.2%	9.6%	22.1%	24.7%	33.6%	-0.7%	1.8%	-10.6M	880.7M	-18.0M	0.73	2.21	91,324	67,022	2,019,897	1,512,198
2024-06-17	$30.86	$33.00	33.2%	9.6%	22.9%	29.5%	33.1%	-0.0%	8.5%	-1.7M	661.3M	-18.4M	1.27	2.16	98,258	124,456	1,976,165	1,493,200
2024-06-18	$30.54	$33.00	33.4%	9.6%	23.0%	30.4%	33.9%	-0.6%	8.6%	-8.6M	789.7M	-18.1M	0.83	2.13	95,215	79,226	2,004,601	1,517,845
2024-06-20	$30.66	$33.00	35.8%	9.7%	22.9%	41.6%	34.1%	-1.2%	9.4%	-8.0M	736.4M	-18.3M	1.63	2.19	115,597	188,183	2,025,442	1,541,086
2024-06-21	$31.26	$33.00	36.5%	9.4%	23.7%	44.9%	33.3%	-0.5%	10.3%	15.9M	435.3M	-18.7M	0.44	1.89	156,194	68,045	2,051,243	1,559,189
2024-06-24	$30.77	$33.00	40.9%	9.3%	19.5%	65.6%	32.8%	-1.2%	-0.7%	-6.6M	667.1M	-18.3M	0.64	3.01	112,260	71,987	1,604,450	1,385,406
2024-06-25	$30.63	$32.00	42.3%	9.0%	18.5%	72.2%	32.2%	-1.0%	-0.9%	-8.9M	724.8M	-18.3M	0.76	3.93	86,728	65,680	1,649,613	1,423,217
2024-06-26	$30.43	$32.00	44.0%	9.2%	18.3%	80.1%	32.7%	-1.3%	-0.7%	-15.1M	810.0M	-18.2M	0.44	8.73	91,780	40,288	1,688,659	1,456,223
2024-06-27	$30.63	$32.00	44.5%	9.2%	16.5%	82.7%	32.5%	-1.1%	-1.5%	-10.0M	694.4M	-18.7M	1.64	5.77	78,308	128,176	1,724,733	1,474,060
2024-06-28	$30.95	$32.00	44.0%	9.0%	16.9%	80.2%	31.8%	-1.5%	-1.0%	37.7M	544.0M	-18.9M	0.45	3.32	145,961	65,598	1,747,887	1,493,335