INTC Options History — August 2024

In August 2024, INTC traded between $19.23 and $29.07. ATM implied volatility averaged 44.6%, placing in the 55.2% IV rank vs the trailing year. The 30-day expected move averaged 13.0%. IV traded below realized volatility by 67.6% (HV 20d: 112.2%). Max pain ranged from $21.00 to $33.00. Net GEX was positive for 17 of 22 trading days. Term structure was in contango for 7 of 22 days. Put/call ratio averaged 0.80.

Notable Days

2024-08-02: Highest Volume — 1,405,291 contracts
2024-08-06: Largest IV drop — 19.1% change
2024-08-01: Highest IV Rank — 100.0%
2024-08-01: Largest Expected Move — 18.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$20.76	$19.23	$29.07	$29.07	$21.82
Max Pain	$24.70	$21.00	$33.00	$33.00	$21.00
ATM IV	44.6%	38.4%	59.5%	53.7%	44.0%
Expected Move	13.0%	11.0%	18.9%	18.9%	12.5%
HV 20d	112.2%	46.2%	121.5%	46.2%	58.7%
HV 60d	72.0%	31.7%	77.0%	31.7%	77.0%
IV Rank	55.2%	35.1%	100.0%	100.0%	52.3%
IV Percentile	74.7%	56.7%	100.0%	100.0%	77.0%
Term Structure	-0.5%	-3.9%	1.3%	-3.9%	0.3%
VWIV	45.4%	38.5%	65.9%	65.9%	44.4%
Skew 25d	2.1%	-0.8%	6.3%	0.6%	-0.8%
Skew 10d	3.9%	-1.6%	11.6%	1.2%	-1.6%
Call IV 25d	44.2%	38.9%	57.0%	53.8%	44.8%
Put IV 25d	46.3%	39.7%	62.4%	54.5%	44.0%
Bid-Ask Spread %	3.29	1.69	16.48	16.48	2.55
Gamma HHI	0.07	0.05	0.14	0.07	0.14
Net GEX	7.9M	-14.8M	33.3M	-14.8M	33.3M
Net DEX	964.0M	-108.9M	2.45B	1.24B	-108.9M
Net VEX	-13.3M	-18.2M	-10.6M	-18.2M	-16.4M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.80	0.40	2.07	0.79	0.40
Total Volume	506,368.227	176,066	1,405,291	503,115	1,141,749
Total OI	4,067,500.409	3,558,189	4,399,580	3,558,189	4,374,809

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
2024-08-01	$29.07	$33.00	53.7%	18.9%	46.2%	100.0%	65.9%	0.6%	-3.9%	-14.8M	1.24B	-18.2M	0.79	16.48	281,532	221,583	1,976,357	1,581,832
2024-08-02	$21.30	$32.00	56.8%	18.2%	117.4%	100.0%	64.8%	1.5%	-1.0%	-11.3M	2.45B	-10.6M	0.63	3.11	864,119	541,172	2,097,444	1,656,225
2024-08-05	$20.02	$32.00	59.5%	16.1%	114.6%	100.0%	56.0%	6.3%	-2.7%	-6.5M	2.11B	-11.4M	0.56	3.23	347,347	193,518	2,276,067	1,706,371
2024-08-06	$19.95	$31.00	48.2%	13.4%	113.3%	65.1%	46.8%	5.9%	1.3%	-5.8M	2.17B	-11.2M	0.40	3.02	267,598	105,757	2,409,131	1,771,833
2024-08-07	$19.23	$31.00	48.4%	13.7%	112.9%	65.7%	46.7%	5.8%	-0.2%	-5.1M	2.21B	-10.9M	0.60	2.42	248,136	148,758	2,559,521	1,840,059
2024-08-08	$20.36	$26.00	46.3%	13.0%	117.0%	59.4%	42.7%	4.3%	-0.9%	7.7M	1.03B	-11.8M	1.45	2.18	311,477	451,646	2,649,660	1,361,921
2024-08-09	$19.73	$25.00	44.0%	12.6%	115.2%	52.2%	44.1%	4.3%	0.0%	587.2K	1.06B	-11.1M	0.86	3.43	288,623	247,805	2,718,395	1,352,132
2024-08-12	$19.32	$24.00	44.6%	12.7%	114.9%	54.2%	43.7%	4.0%	-0.3%	53.1K	1.04B	-11.3M	0.95	1.82	183,892	174,419	2,600,332	1,312,555
2024-08-13	$20.30	$23.00	41.9%	12.1%	118.0%	45.8%	41.7%	3.3%	-0.1%	12.8M	756.8M	-12.6M	0.58	1.69	221,969	129,335	2,691,348	1,331,619
2024-08-14	$19.91	$23.00	40.3%	11.7%	117.0%	41.0%	41.4%	2.4%	0.4%	6.6M	855.0M	-12.4M	0.40	1.73	205,276	81,836	2,737,877	1,361,296
2024-08-15	$20.66	$23.00	38.4%	11.0%	118.8%	35.1%	38.5%	1.1%	-0.2%	23.4M	593.3M	-13.4M	2.07	1.98	299,126	617,921	2,813,948	1,382,555
2024-08-16	$20.73	$23.00	38.7%	11.1%	118.6%	35.9%	39.0%	0.3%	0.2%	22.9M	543.1M	-13.7M	0.77	5.20	226,294	173,861	2,869,626	1,409,692
2024-08-19	$21.34	$22.00	39.3%	11.3%	119.6%	37.8%	39.8%	0.2%	-0.1%	20.8M	353.2M	-14.5M	0.66	2.34	240,407	158,450	2,491,962	1,298,036
2024-08-20	$21.04	$22.00	39.4%	11.3%	119.5%	38.3%	40.0%	0.6%	-0.1%	16.1M	463.3M	-14.3M	0.58	2.45	183,698	107,298	2,539,248	1,346,955
2024-08-21	$21.30	$22.00	39.3%	11.3%	120.1%	37.9%	39.9%	1.0%	0.5%	24.5M	351.5M	-14.8M	0.41	2.33	125,185	50,881	2,604,499	1,377,011
2024-08-22	$20.07	$22.00	42.8%	12.3%	120.9%	48.6%	43.2%	0.4%	-0.6%	6.6M	724.0M	-13.6M	1.21	2.09	298,548	360,746	2,627,283	1,397,757
2024-08-23	$20.34	$22.00	41.4%	11.8%	121.3%	44.3%	42.1%	0.4%	0.3%	11.0M	626.8M	-14.3M	0.46	2.43	233,991	108,378	2,750,353	1,448,554
2024-08-26	$20.16	$22.00	43.3%	12.6%	121.3%	50.3%	44.5%	0.9%	-0.3%	8.5M	669.2M	-14.1M	0.90	3.12	142,596	127,799	2,638,464	1,424,459
2024-08-27	$20.12	$21.50	42.9%	12.5%	121.5%	48.8%	43.9%	1.3%	-0.6%	7.2M	691.5M	-14.2M	0.59	2.54	134,139	79,407	2,699,352	1,470,636
2024-08-28	$19.74	$21.50	44.9%	13.2%	120.5%	54.9%	46.4%	1.3%	-0.3%	4.8M	774.2M	-13.8M	0.81	3.22	150,648	122,402	2,733,281	1,477,185
2024-08-29	$20.18	$21.50	42.3%	12.4%	120.8%	47.0%	43.0%	1.4%	-2.0%	10.6M	605.9M	-14.4M	1.65	2.98	203,882	336,897	2,797,776	1,519,593
2024-08-30	$21.82	$21.00	44.0%	12.5%	58.7%	52.3%	44.4%	-0.8%	0.3%	33.3M	-108.9M	-16.4M	0.40	2.55	817,300	324,449	2,823,081	1,551,728