INTC Options History — January 2025

In January 2025, INTC traded between $19.04 and $21.91. ATM implied volatility averaged 64.0%, placing in the 72.6% IV rank vs the trailing year. The 30-day expected move averaged 17.6%. IV traded above realized volatility by 22.6% (HV 20d: 41.4%). Max pain ranged from $21.00 to $22.00. Net GEX was positive for 16 of 20 trading days. Term structure was in contango for 1 of 20 days. Put/call ratio averaged 0.55.

Notable Days

2025-01-17: Highest Volume — 934,712 contracts
2025-01-31: Largest IV drop — 29.6% change
2025-01-30: Highest IV Rank — 86.1%
2025-01-30: Largest Expected Move — 21.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$20.20	$19.04	$21.91	$20.26	$19.43
Max Pain	$21.20	$21.00	$22.00	$21.00	$21.00
ATM IV	64.0%	49.7%	70.6%	61.8%	49.7%
Expected Move	17.6%	12.4%	21.6%	13.3%	14.2%
HV 20d	41.4%	37.0%	46.5%	44.0%	42.7%
HV 60d	48.4%	46.6%	50.4%	47.9%	47.0%
IV Rank	72.6%	43.3%	86.1%	67.9%	43.3%
IV Percentile	91.1%	70.2%	99.2%	90.9%	70.2%
Term Structure	-2.7%	-4.5%	0.3%	-0.5%	0.3%
VWIV	62.1%	43.9%	76.5%	46.9%	52.2%
Skew 25d	-1.0%	-4.3%	1.1%	0.4%	-2.1%
Skew 10d	-1.4%	-10.3%	15.0%	15.0%	-6.6%
Call IV 25d	65.2%	51.1%	72.9%	62.8%	51.1%
Put IV 25d	64.1%	49.0%	70.0%	63.3%	49.0%
Bid-Ask Spread %	3.22	2.06	6.48	2.60	6.48
Gamma HHI	0.07	0.05	0.22	0.06	0.06
Net GEX	5.4M	-9.6M	31.4M	9.9M	-262.3K
Net DEX	406.2M	-360.7M	925.6M	446.4M	709.5M
Net VEX	-17.0M	-18.5M	-15.7M	-17.0M	-16.6M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.55	0.36	1.18	0.98	0.36
Total Volume	349,136.1	155,739	934,712	218,064	807,725
Total OI	4,989,654.25	4,212,531	5,579,473	5,224,893	5,083,790

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
2025-01-02	$20.26	$21.00	61.8%	13.3%	44.0%	67.9%	46.9%	0.4%	-0.5%	9.9M	446.4M	-17.0M	0.98	2.60	110,268	107,796	3,252,306	1,972,587
2025-01-03	$20.55	$21.00	60.5%	12.4%	44.3%	65.3%	43.9%	-0.1%	-1.3%	31.4M	324.1M	-17.3M	0.43	2.06	167,228	71,646	3,276,418	1,982,872
2025-01-06	$19.91	$22.00	63.7%	16.9%	40.3%	71.9%	59.8%	-0.8%	-2.9%	1.5M	584.2M	-16.5M	0.36	2.93	247,682	89,051	3,220,943	1,944,662
2025-01-07	$19.99	$22.00	64.9%	17.3%	40.3%	74.4%	60.9%	-0.9%	-1.8%	3.4M	499.4M	-16.9M	0.53	3.22	161,949	86,438	3,298,617	1,976,583
2025-01-08	$19.84	$22.00	64.8%	17.2%	40.4%	74.2%	60.8%	-1.0%	-3.2%	256.5K	604.5M	-16.7M	0.77	2.34	88,197	67,542	3,337,329	2,010,554
2025-01-10	$19.18	$22.00	66.6%	17.8%	40.1%	77.8%	62.2%	0.1%	-3.7%	-9.6M	897.2M	-15.9M	0.67	2.19	207,712	140,194	3,354,647	2,032,580
2025-01-13	$19.05	$21.00	66.9%	18.0%	40.0%	78.4%	63.3%	1.1%	-3.1%	-8.4M	900.0M	-15.7M	0.63	2.55	146,652	93,020	3,290,697	2,041,046
2025-01-14	$19.04	$21.00	65.5%	17.8%	37.6%	75.5%	62.6%	1.1%	-3.1%	-7.4M	925.6M	-15.8M	0.56	3.05	101,370	56,811	3,346,532	2,081,369
2025-01-15	$19.73	$21.00	62.9%	17.2%	39.0%	70.2%	60.5%	0.4%	-2.9%	636.4K	642.0M	-16.5M	0.41	2.87	155,831	63,288	3,389,182	2,098,890
2025-01-16	$19.76	$21.00	62.7%	17.1%	37.0%	69.8%	60.0%	0.7%	-3.7%	1.2M	626.1M	-16.5M	1.18	2.22	109,221	129,316	3,444,416	2,103,530
2025-01-17	$21.43	$21.00	65.6%	18.1%	46.5%	75.8%	63.5%	-0.7%	-3.7%	22.5M	-360.7M	-17.9M	0.36	2.82	686,082	248,630	3,486,060	2,093,413
2025-01-21	$21.91	$21.00	62.7%	17.8%	41.2%	69.8%	63.0%	-1.3%	-2.5%	15.5M	-244.5M	-18.2M	0.40	2.77	308,497	121,996	2,342,755	1,869,776
2025-01-22	$21.86	$21.00	65.6%	18.8%	40.9%	75.8%	66.4%	-2.5%	-3.1%	17.6M	-250.4M	-18.5M	0.37	4.21	203,762	74,615	2,427,555	1,916,930
2025-01-23	$21.45	$21.00	62.1%	17.9%	41.8%	68.7%	63.5%	-2.5%	-2.3%	15.0M	-63.5M	-18.0M	0.62	3.10	146,024	91,212	2,492,772	1,944,736
2025-01-24	$20.81	$21.00	63.5%	18.5%	41.5%	71.4%	64.3%	-4.3%	-2.8%	4.6M	201.0M	-17.7M	0.53	3.06	199,111	104,844	2,538,860	1,976,398
2025-01-27	$20.39	$21.00	64.1%	19.0%	42.2%	72.7%	67.4%	-1.1%	-2.1%	1.9M	363.5M	-17.3M	0.42	3.06	171,613	71,789	2,439,039	1,939,397
2025-01-28	$19.84	$21.00	66.6%	19.9%	43.1%	77.8%	70.6%	-2.6%	-2.9%	895.8K	496.0M	-16.9M	0.43	5.78	211,161	90,075	2,501,575	1,961,693
2025-01-29	$19.80	$21.00	69.9%	21.2%	42.8%	84.5%	74.8%	-1.4%	-3.5%	3.1M	440.4M	-17.2M	0.54	3.27	155,524	83,991	2,599,339	2,007,809
2025-01-30	$19.84	$21.00	70.6%	21.6%	42.3%	86.1%	76.5%	-2.9%	-4.5%	4.5M	382.6M	-17.5M	0.42	3.83	567,133	237,726	2,664,403	2,051,025
2025-01-31	$19.43	$21.00	49.7%	14.2%	42.7%	43.3%	52.2%	-2.1%	0.3%	-262.3K	709.5M	-16.6M	0.36	6.48	592,457	215,268	2,946,468	2,137,322