INTC Options History — November 2024 In November 2024, INTC traded between $22.57 and $26.20. ATM implied volatility averaged 45.5%, placing in the 36.3% IV rank vs the trailing year. The 30-day expected move averaged 13.2%. IV traded below realized volatility by 8.6% (HV 20d: 54.0%). Max pain ranged from $23.00 to $24.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 13 of 20 days. Put/call ratio averaged 0.49.
Notable Days 2024-11-01 : Highest Volume — 748,550 contracts2024-11-06 : Largest IV drop — 9.6% change2024-11-04 : Highest IV Rank — 52.1%2024-11-01 : Largest Expected Move — 15.9%Monthly Statistics Metric Avg Min Max Open Close Price $24.43 $22.57 $26.20 $23.27 $23.91 Max Pain $23.50 $23.00 $24.00 $23.00 $24.00 ATM IV 45.5% 40.8% 53.3% 52.2% 40.8% Expected Move 13.2% 11.9% 15.9% 15.9% 12.4% HV 20d 54.0% 44.3% 60.3% 45.0% 57.7% HV 60d 48.9% 45.0% 50.9% 48.2% 45.1% IV Rank 36.3% 26.0% 52.1% 50.0% 26.0% IV Percentile 64.9% 42.9% 86.9% 86.5% 42.9% Term Structure -0.2% -5.2% 2.2% 2.2% 0.2% VWIV 46.9% 41.9% 56.2% 56.2% 44.1% Skew 25d -0.1% -1.8% 1.7% 1.3% -1.4% Skew 10d 0.7% -4.4% 21.2% 1.6% -4.4% Call IV 25d 45.9% 41.1% 52.1% 51.4% 41.8% Put IV 25d 45.9% 40.4% 53.7% 52.8% 40.4% Bid-Ask Spread % 2.80 2.19 3.59 2.83 3.59 Gamma HHI 0.07 0.05 0.12 0.08 0.07 Net GEX 24.8M 6.9M 41.6M 28.6M 21.9M Net DEX -515.9M -1.55B 215.1M -247.6M -138.7M Net VEX -18.8M -19.9M -17.6M -18.6M -18.0M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.49 0.31 0.84 0.54 0.44 Total Volume 282,964.65 137,726 748,550 748,550 146,452 Total OI 4,731,055.45 4,428,931 5,075,104 4,942,991 4,752,448
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 2024-11-01 $23.27 $23.00 52.2% 15.9% 45.0% 50.0% 56.2% 1.3% 2.2% 28.6M -247.6M -18.6M 0.54 2.83 486,186 262,364 2,900,091 2,042,900 2024-11-04 $22.57 $23.00 53.3% 14.9% 46.2% 52.1% 52.4% 1.7% -0.2% 9.5M 215.1M -17.6M 0.59 3.13 169,778 100,926 2,735,639 1,882,742 2024-11-05 $23.29 $23.00 51.3% 14.6% 44.3% 48.2% 51.0% 1.7% 1.5% 18.4M -102.3M -18.4M 0.52 2.33 184,302 95,498 2,767,911 1,915,450 2024-11-06 $24.91 $23.00 46.4% 13.4% 50.3% 38.5% 47.4% 1.5% 0.2% 34.4M -879.5M -19.2M 0.44 2.79 304,557 132,963 2,810,871 1,937,452 2024-11-07 $26.20 $23.00 44.4% 12.8% 52.7% 34.6% 45.4% 0.9% -0.8% 39.1M -1.55B -19.9M 0.43 2.69 357,318 152,539 2,850,569 1,959,230 2024-11-08 $26.09 $23.00 41.0% 11.9% 52.3% 27.3% 41.9% 0.4% 0.5% 39.9M -1.45B -19.7M 0.38 2.55 211,472 80,652 2,926,035 1,996,331 2024-11-11 $25.06 $23.00 43.5% 12.5% 54.6% 32.4% 44.6% -1.8% 0.2% 33.9M -798.6M -19.2M 0.48 2.63 187,803 89,466 2,880,581 1,894,063 2024-11-12 $24.21 $23.00 44.3% 12.8% 53.8% 33.8% 45.1% -0.1% 0.4% 26.0M -355.6M -18.5M 0.59 2.38 128,292 75,284 2,927,116 1,916,381 2024-11-13 $25.12 $23.00 44.3% 12.7% 54.7% 33.9% 45.8% 0.2% 0.3% 38.3M -819.9M -19.5M 0.31 2.90 228,862 71,416 2,943,568 1,930,842 2024-11-14 $24.95 $23.00 42.9% 12.3% 54.8% 31.2% 45.7% -1.1% 0.0% 41.6M -787.1M -19.4M 0.57 2.19 204,302 116,746 3,040,322 1,943,563 2024-11-15 $24.45 $24.00 44.6% 12.9% 55.6% 34.4% 46.0% 0.1% 0.8% 15.6M -502.5M -19.1M 0.41 2.57 147,307 60,542 3,123,182 1,951,922 2024-11-18 $24.95 $24.00 45.1% 13.0% 55.9% 35.5% 46.1% 0.4% -1.7% 22.7M -591.6M -19.2M 0.45 2.53 145,281 65,557 2,737,232 1,691,699 2024-11-19 $24.16 $24.00 45.0% 12.9% 56.8% 35.4% 45.6% -0.4% -1.3% 17.4M -288.3M -18.5M 0.42 2.91 96,668 41,058 2,794,844 1,724,658 2024-11-20 $23.89 $24.00 48.2% 13.8% 56.3% 41.7% 48.8% -0.1% -1.9% 15.1M -192.8M -18.5M 0.32 3.12 148,354 48,001 2,812,497 1,736,192 2024-11-21 $24.51 $24.00 45.8% 13.1% 56.8% 36.8% 46.3% -0.2% 1.6% 25.5M -497.8M -19.0M 0.84 2.57 102,809 86,154 2,855,567 1,754,530 2024-11-22 $24.41 $24.00 44.5% 12.9% 56.1% 34.2% 46.0% -1.1% -5.2% 15.1M -433.6M -18.9M 0.37 3.54 101,764 37,617 2,873,271 1,773,408 2024-11-25 $25.14 $24.00 44.2% 13.2% 56.9% 33.7% 46.8% -0.7% 0.2% 31.4M -756.1M -19.4M 0.44 2.99 184,472 80,604 2,810,797 1,733,392 2024-11-26 $23.86 $24.00 44.2% 13.3% 60.3% 33.6% 47.1% -1.0% -0.1% 14.4M -150.6M -18.1M 0.49 2.46 176,292 86,148 2,845,137 1,761,896 2024-11-27 $23.55 $24.00 43.2% 13.1% 59.6% 31.7% 46.0% -1.4% 0.0% 6.9M 8.5M -17.7M 0.80 3.32 146,424 117,063 2,892,219 1,794,561 2024-11-29 $23.91 $24.00 40.8% 12.4% 57.7% 26.0% 44.1% -1.4% 0.2% 21.9M -138.7M -18.0M 0.44 3.59 101,425 45,027 2,918,980 1,833,468
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