INTC Options History — October 2024 In October 2024, INTC traded between $21.57 and $23.68. ATM implied volatility averaged 66.8%, placing in the 96.0% IV rank vs the trailing year. The 30-day expected move averaged 19.5%. IV traded above realized volatility by 30.0% (HV 20d: 36.8%). Max pain ranged from $22.00 to $23.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 1 of 23 days. Put/call ratio averaged 0.58.
Notable Days 2024-10-31 : Highest Volume — 631,146 contracts2024-10-31 : Largest IV spike — 9.2% change2024-10-01 : Highest IV Rank — 100.0%2024-10-31 : Largest Expected Move — 28.1%Monthly Statistics Metric Avg Min Max Open Close Price $22.66 $21.57 $23.68 $22.59 $21.57 Max Pain $22.91 $22.00 $23.00 $22.00 $23.00 ATM IV 66.8% 63.3% 77.4% 63.3% 77.4% Expected Move 19.5% 13.8% 28.1% 13.8% 28.1% HV 20d 36.8% 31.9% 42.3% 42.3% 35.9% HV 60d 75.0% 46.6% 81.3% 81.0% 47.1% IV Rank 96.0% 87.4% 100.0% 100.0% 100.0% IV Percentile 97.9% 94.0% 100.0% 100.0% 100.0% Term Structure -3.0% -8.6% 3.2% -0.7% -5.0% VWIV 68.4% 49.1% 97.7% 49.6% 97.7% Skew 25d 1.5% -0.4% 4.7% -0.2% 2.6% Skew 10d 2.6% -3.3% 6.6% -1.6% 4.6% Call IV 25d 66.4% 61.5% 77.0% 65.1% 77.0% Put IV 25d 67.9% 63.7% 79.6% 64.8% 79.6% Bid-Ask Spread % 2.79 2.04 3.80 2.21 3.42 Gamma HHI 0.06 0.05 0.08 0.06 0.05 Net GEX 17.0M 3.5M 32.8M 17.2M 4.5M Net DEX -57.4M -591.8M 372.1M -69.4M 372.1M Net VEX -18.6M -19.6M -17.7M -18.7M -17.7M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.58 0.32 1.30 0.51 0.79 Total Volume 237,290.565 123,451 631,146 266,868 631,146 Total OI 4,632,683.913 4,354,217 4,885,578 4,616,849 4,662,693
Daily Data (23 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 2024-10-01 $22.59 $22.00 63.3% 13.8% 42.3% 100.0% 49.6% -0.2% -0.7% 17.2M -69.4M -18.7M 0.51 2.21 176,193 90,675 2,837,696 1,779,153 2024-10-02 $22.49 $22.00 64.2% 13.8% 39.2% 100.0% 49.1% 0.0% -8.6% 17.1M -38.6M -18.5M 0.41 2.36 131,995 53,997 2,863,693 1,796,277 2024-10-03 $22.20 $23.00 65.8% 18.1% 39.9% 100.0% 63.6% -0.3% -2.6% 14.9M 64.4M -18.4M 0.55 3.80 142,291 78,700 2,904,236 1,803,511 2024-10-04 $22.54 $23.00 65.5% 18.0% 38.7% 99.2% 63.0% -0.4% -0.8% 28.3M -90.1M -18.6M 0.43 3.63 165,322 70,631 2,930,671 1,821,374 2024-10-07 $22.27 $23.00 68.1% 18.5% 39.3% 100.0% 64.7% 1.0% -2.9% 16.0M 20.0M -18.4M 0.40 3.40 155,709 62,817 2,824,221 1,767,623 2024-10-08 $23.36 $23.00 68.0% 18.6% 41.3% 99.8% 64.8% 1.9% -2.9% 29.4M -462.8M -19.6M 0.32 3.47 214,789 69,449 2,875,457 1,801,554 2024-10-09 $23.37 $23.00 67.7% 18.5% 40.5% 99.2% 65.0% 0.8% -2.8% 32.8M -464.6M -19.4M 0.37 2.90 137,852 51,084 2,904,885 1,817,095 2024-10-10 $23.09 $23.00 67.6% 18.5% 40.3% 98.8% 65.0% 0.8% -3.5% 29.7M -311.2M -19.2M 0.86 2.75 108,887 93,358 2,923,387 1,838,715 2024-10-11 $23.68 $23.00 66.3% 18.3% 40.6% 95.6% 65.1% 0.3% -3.5% 32.6M -591.8M -19.6M 0.45 2.04 172,944 78,228 2,944,539 1,839,209 2024-10-14 $23.49 $23.00 65.9% 18.6% 35.1% 94.7% 65.1% 1.4% -3.0% 29.0M -400.0M -19.1M 0.75 2.04 95,910 71,965 2,831,793 1,807,010 2024-10-15 $22.52 $23.00 67.8% 19.3% 38.5% 99.3% 67.7% 1.3% -2.6% 17.2M 23.2M -18.3M 0.62 2.84 132,707 81,799 2,849,087 1,840,993 2024-10-16 $22.27 $23.00 69.2% 19.8% 37.6% 100.0% 69.0% 1.9% -4.1% 13.7M 138.3M -18.1M 0.67 2.59 188,256 125,269 2,875,520 1,865,137 2024-10-17 $22.54 $23.00 66.9% 19.3% 37.1% 94.6% 67.4% 1.8% -3.1% 17.8M 34.5M -18.6M 1.30 3.01 105,041 136,893 2,935,617 1,932,283 2024-10-18 $22.64 $23.00 64.8% 18.9% 34.0% 89.7% 65.8% 2.0% -2.8% 5.3M 23.4M -18.6M 0.45 2.59 154,585 69,744 2,941,598 1,943,980 2024-10-21 $22.80 $23.00 63.8% 19.3% 33.8% 87.4% 67.3% 1.8% -2.6% 10.9M 5.6M -18.6M 0.59 2.39 117,920 70,033 2,603,493 1,750,724 2024-10-22 $22.38 $23.00 65.3% 20.1% 34.1% 90.9% 69.7% 4.7% -3.7% 9.2M 142.9M -18.3M 0.50 2.39 82,199 41,252 2,645,897 1,772,168 2024-10-23 $21.91 $23.00 66.4% 20.4% 32.6% 93.5% 71.1% 2.6% -3.5% 3.5M 322.3M -17.8M 0.35 2.89 109,868 38,757 2,665,481 1,793,341 2024-10-24 $22.21 $23.00 65.8% 20.5% 32.4% 92.0% 71.1% 2.3% -3.3% 8.9M 163.8M -18.1M 0.68 2.92 96,040 65,635 2,705,484 1,808,405 2024-10-25 $22.87 $23.00 65.4% 20.4% 34.4% 91.1% 70.8% 2.4% -3.9% 18.2M -109.5M -18.7M 0.39 2.62 230,868 89,929 2,733,283 1,822,241 2024-10-28 $22.94 $23.00 65.2% 21.4% 33.3% 90.6% 75.1% 1.5% -2.4% 12.7M -86.1M -18.6M 0.53 2.33 110,895 58,370 2,659,286 1,782,709 2024-10-29 $23.05 $23.00 65.3% 22.5% 31.9% 90.8% 78.9% 2.6% 3.2% 13.2M -115.5M -18.8M 0.78 3.04 96,708 75,693 2,689,973 1,808,660 2024-10-30 $22.43 $23.00 70.9% 24.8% 33.4% 100.0% 86.0% 1.8% -4.0% 9.7M 108.9M -18.3M 0.72 2.63 188,768 136,512 2,706,313 1,845,265 2024-10-31 $21.57 $23.00 77.4% 28.1% 35.9% 100.0% 97.7% 2.6% -5.0% 4.5M 372.1M -17.7M 0.79 3.42 353,096 278,050 2,766,395 1,896,298
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