INTC Options History — December 2024

In December 2024, INTC traded between $19.11 and $23.88. ATM implied volatility averaged 50.9%, placing in the 45.6% IV rank vs the trailing year. The 30-day expected move averaged 14.3%. IV traded above realized volatility by 2.5% (HV 20d: 48.4%). Max pain ranged from $21.00 to $25.00. Net GEX was positive for 15 of 21 trading days. Term structure was in contango for 15 of 21 days. Put/call ratio averaged 0.46.

Notable Days

2024-12-05: Highest Volume — 713,057 contracts
2024-12-30: Largest IV spike — 11.7% change
2024-12-31: Highest IV Rank — 65.2%
2024-12-19: Largest Expected Move — 16.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$20.60	$19.11	$23.88	$23.88	$20.05
Max Pain	$23.62	$21.00	$25.00	$24.00	$21.00
ATM IV	50.9%	45.4%	60.4%	45.4%	60.4%
Expected Move	14.3%	12.8%	16.4%	14.4%	13.6%
HV 20d	48.4%	44.8%	54.8%	51.3%	47.7%
HV 60d	47.2%	44.8%	48.2%	44.8%	47.8%
IV Rank	45.6%	35.2%	65.2%	35.2%	65.2%
IV Percentile	79.5%	66.7%	90.5%	66.7%	90.5%
Term Structure	2.6%	-3.4%	11.6%	-0.1%	-0.8%
VWIV	52.3%	46.1%	59.1%	53.2%	48.1%
Skew 25d	-2.1%	-5.5%	0.9%	-4.5%	-0.3%
Skew 10d	-5.6%	-12.0%	0.2%	-12.0%	-0.3%
Call IV 25d	52.9%	45.9%	63.3%	45.9%	63.1%
Put IV 25d	50.8%	41.4%	62.8%	41.4%	62.8%
Bid-Ask Spread %	3.53	2.08	13.37	4.39	8.68
Gamma HHI	0.06	0.05	0.07	0.05	0.06
Net GEX	4.9M	-6.2M	17.4M	13.9M	3.5M
Net DEX	653.6M	-157.4M	1.15B	-157.4M	524.6M
Net VEX	-17.0M	-18.4M	-16.2M	-18.0M	-16.9M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.46	0.25	1.21	0.25	0.33
Total Volume	357,988.619	97,031	713,057	661,496	186,390
Total OI	5,344,753.857	4,559,699	5,862,313	4,559,699	5,165,777

Daily Data (21 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
2024-12-02	$23.88	$24.00	45.4%	14.4%	51.3%	35.2%	53.2%	-4.5%	-0.1%	13.9M	-157.4M	-18.0M	0.25	4.39	528,835	132,661	2,770,442	1,789,257
2024-12-03	$22.48	$24.00	47.0%	14.7%	54.8%	38.1%	53.7%	-3.0%	0.0%	3.5M	355.2M	-17.0M	0.36	3.34	432,284	153,696	2,908,889	1,828,538
2024-12-04	$22.13	$24.00	48.0%	14.6%	53.7%	39.7%	52.6%	-3.8%	-0.1%	4.1M	417.5M	-17.2M	0.38	4.83	353,424	133,261	3,057,165	1,880,825
2024-12-05	$20.82	$25.00	49.5%	14.4%	50.8%	42.7%	53.4%	-2.5%	1.7%	-2.6M	879.2M	-16.2M	0.57	2.27	453,372	259,685	3,172,040	1,914,600
2024-12-06	$20.86	$25.00	47.0%	13.6%	46.0%	37.7%	51.4%	-4.2%	1.2%	5.9M	816.5M	-16.8M	0.46	2.66	258,272	118,310	3,344,608	1,990,672
2024-12-09	$20.80	$25.00	48.1%	14.1%	46.0%	39.9%	51.3%	-2.6%	1.3%	1.8M	746.8M	-16.8M	0.36	2.43	215,692	76,938	3,257,209	1,968,837
2024-12-10	$20.05	$25.00	48.7%	14.2%	45.7%	41.2%	51.4%	-2.2%	0.8%	-3.9M	1.02B	-16.2M	0.41	2.08	319,392	130,555	3,331,593	2,006,483
2024-12-11	$20.18	$24.00	46.9%	13.7%	45.2%	37.4%	50.9%	-3.0%	1.3%	1.9M	914.2M	-16.6M	0.40	2.21	230,324	91,971	3,447,932	2,044,581
2024-12-12	$20.87	$24.00	50.0%	14.6%	44.8%	43.8%	54.7%	0.4%	3.9%	15.4M	484.4M	-18.0M	0.38	2.46	341,862	129,833	3,542,057	2,073,849
2024-12-13	$20.27	$24.00	49.7%	14.4%	45.3%	43.2%	57.7%	-3.4%	0.5%	4.9M	791.2M	-17.5M	0.29	2.44	260,530	76,734	3,644,301	2,124,469
2024-12-16	$20.93	$24.00	54.3%	15.6%	47.6%	52.7%	57.2%	-5.3%	-3.4%	13.9M	418.5M	-18.4M	0.28	2.39	254,679	71,322	3,599,814	2,077,014
2024-12-17	$20.41	$24.00	51.7%	14.8%	46.8%	47.3%	55.6%	-5.5%	2.6%	7.7M	679.4M	-17.6M	0.40	2.47	132,588	52,389	3,659,464	2,092,493
2024-12-18	$19.27	$24.00	52.8%	15.1%	49.1%	49.5%	57.3%	-3.7%	4.9%	-4.5M	1.14B	-16.2M	0.33	2.89	226,414	74,332	3,687,388	2,102,522
2024-12-19	$19.11	$24.00	57.2%	16.4%	49.2%	58.5%	59.1%	0.3%	-0.0%	-6.2M	1.15B	-16.2M	0.57	2.42	236,066	135,120	3,731,367	2,098,916
2024-12-20	$19.38	$22.50	51.8%	14.6%	48.2%	47.5%	52.4%	-0.2%	3.4%	-2.1M	1.04B	-16.3M	0.67	2.14	208,065	139,871	3,767,381	2,094,932
2024-12-23	$20.16	$22.50	49.3%	13.5%	51.5%	42.4%	48.8%	-0.4%	10.9%	8.9M	539.6M	-17.2M	0.44	2.57	199,466	87,917	3,224,816	1,934,000
2024-12-24	$20.27	$22.50	47.3%	12.8%	49.7%	38.3%	46.1%	0.9%	11.6%	12.7M	454.7M	-17.3M	0.33	13.37	72,795	24,236	3,286,528	1,953,955
2024-12-26	$20.53	$22.50	50.2%	13.1%	47.8%	44.3%	46.3%	-1.2%	6.8%	17.4M	352.4M	-17.4M	1.21	3.13	110,156	133,736	3,304,737	1,955,008
2024-12-27	$20.22	$22.50	53.2%	13.4%	47.9%	50.5%	48.1%	0.8%	8.9%	6.4M	480.4M	-17.1M	0.69	2.72	146,201	100,436	3,320,411	1,961,622
2024-12-30	$19.85	$22.50	59.5%	13.7%	47.2%	63.2%	48.9%	-0.9%	-1.3%	-362.7K	677.1M	-16.6M	0.52	2.28	149,551	78,400	3,160,419	1,962,920
2024-12-31	$20.05	$21.00	60.4%	13.6%	47.7%	65.2%	48.1%	-0.3%	-0.8%	3.5M	524.6M	-16.9M	0.33	8.68	140,066	46,324	3,209,265	1,956,512