INTC Options History — July 2024 In July 2024, INTC traded between $30.14 and $34.97. ATM implied volatility averaged 47.8%, placing in the 92.9% IV rank vs the trailing year. The 30-day expected move averaged 13.5%. IV traded above realized volatility by 16.7% (HV 20d: 31.1%). Max pain ranged from $32.00 to $34.00. Net GEX was positive for 16 of 22 trading days. Term structure was in contango for 0 of 22 days. Put/call ratio averaged 0.49.
Notable Days 2024-07-17 : Highest Volume — 674,897 contracts2024-07-05 : Largest IV spike — 7.3% change2024-07-08 : Highest IV Rank — 100.0%2024-07-31 : Largest Expected Move — 17.5%Monthly Statistics Metric Avg Min Max Open Close Price $32.79 $30.14 $34.97 $30.76 $30.77 Max Pain $32.95 $32.00 $34.00 $32.00 $33.00 ATM IV 47.8% 43.8% 50.5% 44.1% 50.5% Expected Move 13.5% 8.6% 17.5% 9.1% 17.5% HV 20d 31.1% 15.7% 41.7% 16.3% 41.7% HV 60d 31.5% 28.8% 34.5% 30.6% 29.5% IV Rank 92.9% 79.1% 100.0% 80.9% 100.0% IV Percentile 95.8% 79.8% 100.0% 86.9% 100.0% Term Structure -2.3% -3.6% -0.9% -0.9% -3.5% VWIV 47.7% 30.6% 61.3% 32.1% 61.3% Skew 25d -0.8% -2.5% 0.7% -1.0% -0.3% Skew 10d -2.4% -5.5% 0.7% -2.4% -0.7% Call IV 25d 48.5% 44.8% 51.1% 44.8% 50.7% Put IV 25d 47.7% 43.8% 50.4% 43.8% 50.4% Bid-Ask Spread % 5.25 2.25 9.16 2.57 9.16 Gamma HHI 0.07 0.05 0.28 0.08 0.06 Net GEX 18.6M -9.0M 51.4M -4.9M -4.6M Net DEX -181.0M -1.27B 929.5M 650.4M 701.4M Net VEX -20.3M -22.0M -18.7M -18.7M -19.5M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.49 0.22 0.95 0.91 0.68 Total Volume 312,469.045 138,010 674,897 138,010 202,740 Total OI 3,399,848.864 3,108,512 3,689,346 3,108,512 3,466,847
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 2024-07-01 $30.76 $32.00 44.1% 9.1% 16.3% 80.9% 32.1% -1.0% -0.9% -4.9M 650.4M -18.7M 0.91 2.57 72,127 65,883 1,663,574 1,444,938 2024-07-02 $31.06 $32.00 43.9% 8.8% 15.9% 79.9% 31.0% -1.1% -1.6% 2.4M 541.3M -18.9M 0.61 2.25 118,078 72,211 1,686,417 1,480,708 2024-07-03 $31.18 $32.00 43.8% 8.6% 15.7% 79.1% 30.6% -1.2% -1.2% 9.5M 488.9M -19.0M 0.95 3.69 75,404 71,445 1,715,143 1,495,897 2024-07-05 $32.06 $32.00 46.9% 12.5% 17.2% 94.1% 43.8% -1.5% -1.9% 48.9M 8.5M -19.5M 0.26 2.84 331,778 87,224 1,728,579 1,503,879 2024-07-08 $33.94 $32.00 49.1% 13.2% 25.7% 100.0% 46.6% -1.6% -2.1% 24.6M -750.5M -20.8M 0.25 3.04 464,597 116,908 1,734,192 1,495,806 2024-07-09 $34.77 $32.00 49.5% 13.4% 26.6% 100.0% 47.2% -2.5% -2.3% 41.4M -1.21B -21.3M 0.23 3.39 515,259 120,646 1,836,386 1,528,799 2024-07-10 $34.80 $32.00 48.1% 12.9% 26.7% 93.8% 45.8% -1.5% -2.9% 51.4M -1.27B -21.3M 0.39 2.37 252,533 97,398 1,922,723 1,559,376 2024-07-11 $33.66 $33.00 47.9% 13.0% 30.1% 92.9% 46.0% -0.6% -2.8% 27.6M -604.3M -20.6M 0.51 4.96 259,717 133,277 1,939,070 1,562,511 2024-07-12 $34.66 $33.00 48.3% 13.2% 30.7% 94.7% 46.7% -1.8% -3.2% 46.4M -1.18B -21.1M 0.32 2.92 396,592 125,536 1,958,531 1,566,621 2024-07-15 $34.52 $33.00 47.5% 13.3% 30.8% 91.5% 47.1% -2.5% -2.2% 29.4M -899.8M -21.3M 0.28 4.42 167,493 46,313 1,908,699 1,538,968 2024-07-16 $34.25 $34.00 47.2% 13.1% 31.1% 90.0% 46.3% -1.5% -2.6% 28.4M -760.1M -21.0M 0.40 6.46 112,219 44,752 1,937,470 1,546,400 2024-07-17 $34.80 $33.00 49.6% 14.2% 31.1% 100.0% 50.6% -1.6% -2.7% 38.1M -1.09B -21.6M 0.22 6.43 551,838 123,059 1,967,551 1,552,798 2024-07-18 $34.97 $34.00 49.4% 14.3% 30.5% 99.3% 50.6% -0.8% -2.7% 41.9M -1.17B -22.0M 0.38 6.45 392,514 150,499 2,045,637 1,577,619 2024-07-19 $33.03 $34.00 49.0% 14.3% 38.0% 97.4% 50.7% -0.1% -2.5% 8.0M -163.9M -20.9M 0.40 5.40 307,447 124,272 2,088,295 1,601,051 2024-07-22 $33.31 $34.00 47.0% 14.3% 37.6% 88.6% 49.8% -0.6% -2.3% 20.4M -243.1M -21.0M 0.41 7.10 151,071 61,973 1,877,779 1,428,137 2024-07-23 $33.05 $34.00 46.2% 14.1% 37.2% 84.9% 49.5% -0.3% -2.6% 18.0M -110.4M -20.8M 0.53 8.66 93,590 49,547 1,910,188 1,449,371 2024-07-24 $31.98 $34.00 47.5% 14.6% 39.3% 90.6% 51.2% 0.7% -1.9% 2.8M 342.0M -20.1M 0.58 6.90 142,711 83,138 1,933,120 1,474,167 2024-07-25 $31.38 $33.00 48.1% 15.0% 39.9% 93.5% 53.0% 0.6% -1.8% -3.4M 565.4M -19.7M 0.58 8.35 126,317 72,823 1,956,291 1,495,040 2024-07-26 $31.30 $33.00 48.4% 15.3% 39.9% 94.6% 53.4% 0.5% -1.7% -4.7M 600.6M -19.7M 0.60 6.58 93,294 55,932 1,986,077 1,510,759 2024-07-29 $31.02 $33.00 49.0% 16.2% 39.9% 97.2% 56.4% 0.7% -2.3% -4.3M 650.1M -19.4M 0.53 5.89 100,224 52,624 1,856,855 1,469,143 2024-07-30 $30.14 $33.00 50.4% 17.2% 41.1% 100.0% 59.9% 0.3% -3.6% -9.0M 929.5M -18.7M 0.85 5.64 103,321 87,995 1,898,113 1,497,150 2024-07-31 $30.77 $33.00 50.5% 17.5% 41.7% 100.0% 61.3% -0.3% -3.5% -4.6M 701.4M -19.5M 0.68 9.16 120,465 82,275 1,926,048 1,540,799
« Jun 2024 | All History | Aug 2024 » Home INTC History July 2024