INTC Options History — September 2024

In September 2024, INTC traded between $18.91 and $23.95. ATM implied volatility averaged 52.9%, placing in the 79.0% IV rank vs the trailing year. The 30-day expected move averaged 14.6%. IV traded below realized volatility by 5.5% (HV 20d: 58.4%). Max pain ranged from $21.00 to $22.00. Net GEX was positive for 17 of 20 trading days. Term structure was in contango for 18 of 20 days. Put/call ratio averaged 0.67.

Notable Days

2024-09-17: Highest Volume — 932,318 contracts
2024-09-20: Largest IV spike — 23.4% change
2024-09-20: Highest IV Rank — 100.0%
2024-09-20: Largest Expected Move — 16.8%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$21.04	$18.91	$23.95	$20.05	$23.19
Max Pain	$21.60	$21.00	$22.00	$21.00	$22.00
ATM IV	52.9%	47.6%	60.9%	48.9%	60.9%
Expected Move	14.6%	13.6%	16.8%	14.4%	13.6%
HV 20d	58.4%	52.1%	63.9%	62.4%	52.1%
HV 60d	80.4%	78.7%	82.1%	78.7%	82.0%
IV Rank	79.0%	63.4%	100.0%	67.4%	100.0%
IV Percentile	97.1%	88.5%	100.0%	95.6%	100.0%
Term Structure	2.6%	-1.4%	6.1%	0.3%	-1.4%
VWIV	51.6%	48.2%	62.1%	50.9%	48.9%
Skew 25d	0.3%	-5.4%	3.3%	1.3%	-1.6%
Skew 10d	-0.8%	-14.7%	8.1%	2.5%	-3.9%
Call IV 25d	53.6%	47.3%	64.5%	49.1%	64.5%
Put IV 25d	53.9%	49.1%	62.9%	50.4%	62.9%
Bid-Ask Spread %	3.40	1.73	18.86	2.83	5.01
Gamma HHI	0.08	0.05	0.16	0.05	0.07
Net GEX	19.4M	-8.7M	49.7M	4.6M	22.3M
Net DEX	205.6M	-871.8M	970.6M	735.8M	-339.9M
Net VEX	-16.5M	-19.7M	-14.0M	-14.6M	-19.2M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.67	0.21	2.54	0.73	0.40
Total Volume	478,460.1	225,601	932,318	493,571	226,654
Total OI	4,591,879.2	4,330,876	4,922,561	4,330,876	4,543,613

Daily Data (20 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
2024-09-03	$20.05	$21.00	48.9%	14.4%	62.4%	67.4%	50.9%	1.3%	0.3%	4.6M	735.8M	-14.6M	0.73	2.83	285,438	208,133	2,791,440	1,539,436
2024-09-04	$19.30	$21.00	50.0%	14.5%	63.9%	70.6%	51.3%	2.6%	0.1%	-1.9M	922.4M	-14.0M	0.50	2.80	222,677	111,185	2,868,296	1,583,996
2024-09-05	$19.34	$22.00	50.4%	14.7%	62.5%	72.1%	49.7%	2.1%	-0.2%	602.5K	864.8M	-14.5M	1.82	1.81	128,023	233,108	2,965,128	1,613,223
2024-09-06	$18.96	$22.00	52.1%	15.2%	59.1%	77.1%	53.1%	3.0%	0.4%	-8.7M	970.6M	-14.0M	0.78	2.40	226,883	176,778	2,989,577	1,615,658
2024-09-09	$19.07	$22.00	51.3%	14.9%	58.2%	74.6%	50.4%	2.5%	0.6%	270.3K	873.5M	-14.1M	0.98	1.73	125,553	122,621	2,815,179	1,584,010
2024-09-10	$18.91	$22.00	51.0%	14.7%	57.9%	74.0%	51.6%	3.3%	0.1%	-1.2M	944.3M	-14.0M	0.70	1.96	133,039	92,562	2,846,710	1,607,322
2024-09-11	$19.57	$22.00	48.7%	14.3%	56.3%	66.8%	51.1%	2.5%	1.3%	6.5M	712.5M	-14.8M	0.43	2.07	162,974	69,915	2,902,261	1,627,892
2024-09-12	$19.30	$22.00	48.8%	14.2%	56.1%	67.1%	49.4%	1.8%	1.2%	4.1M	784.3M	-14.6M	2.54	2.28	131,645	334,069	2,927,661	1,636,821
2024-09-13	$19.64	$21.00	47.6%	13.9%	54.8%	63.4%	49.2%	1.8%	1.2%	6.6M	652.6M	-14.9M	0.72	1.99	148,936	106,871	2,973,525	1,660,921
2024-09-16	$20.98	$21.00	52.3%	15.0%	59.9%	77.8%	52.8%	1.3%	4.2%	19.4M	217.0M	-16.4M	0.21	2.31	634,622	134,087	2,871,362	1,619,411
2024-09-17	$21.38	$21.00	51.4%	14.7%	59.4%	75.2%	52.2%	0.7%	5.3%	39.5M	-90.2M	-17.2M	0.35	2.19	692,135	240,183	3,027,500	1,652,983
2024-09-18	$20.86	$21.00	51.4%	14.7%	59.9%	74.9%	52.4%	1.2%	4.5%	32.8M	269.1M	-16.6M	0.41	2.78	320,706	132,460	3,114,756	1,714,668
2024-09-19	$21.30	$21.00	48.8%	13.7%	60.2%	66.9%	48.2%	1.1%	5.6%	49.7M	42.4M	-17.0M	0.76	2.25	375,582	287,093	3,163,448	1,753,202
2024-09-20	$22.23	$22.00	60.2%	16.8%	57.7%	100.0%	62.1%	-5.4%	3.0%	43.0M	-319.1M	-17.9M	0.26	18.86	700,130	179,228	3,140,064	1,782,497
2024-09-23	$22.52	$21.00	57.6%	15.4%	57.6%	92.4%	55.4%	-3.6%	5.0%	25.9M	-280.4M	-18.1M	0.38	4.14	474,931	182,318	2,715,457	1,639,050
2024-09-24	$22.85	$22.00	56.6%	14.5%	57.5%	89.4%	51.3%	-1.4%	5.0%	31.4M	-436.6M	-18.5M	0.46	3.56	310,431	142,052	2,798,389	1,691,105
2024-09-25	$23.56	$22.00	56.9%	14.7%	58.0%	90.1%	53.0%	-2.8%	4.9%	35.3M	-748.0M	-19.3M	0.39	2.47	430,902	169,921	2,869,963	1,750,788
2024-09-26	$23.95	$22.00	56.4%	13.9%	57.2%	88.8%	50.3%	-1.7%	5.6%	38.7M	-871.8M	-19.7M	0.33	2.27	315,593	102,936	2,892,789	1,797,393
2024-09-27	$23.80	$22.00	57.5%	13.6%	57.3%	91.9%	48.5%	-2.3%	6.1%	39.3M	-791.6M	-19.7M	0.36	2.30	366,072	130,756	2,927,564	1,822,526
2024-09-30	$23.19	$22.00	60.9%	13.6%	52.1%	100.0%	48.9%	-1.6%	-1.4%	22.3M	-339.9M	-19.2M	0.40	5.01	161,775	64,879	2,791,585	1,752,028