INTC Options History — February 2025 In February 2025, INTC traded between $19.09 and $27.21. ATM implied volatility averaged 55.3%, placing in the 54.7% IV rank vs the trailing year. The 30-day expected move averaged 16.0%. IV traded below realized volatility by 3.3% (HV 20d: 58.6%). Max pain ranged from $21.00 to $23.00. Net GEX was positive for 18 of 19 trading days. Term structure was in contango for 7 of 19 days. Put/call ratio averaged 0.37.
Notable Days 2025-02-18 : Highest Volume — 1,897,412 contracts2025-02-18 : Largest IV spike — 20.9% change2025-02-18 : Highest IV Rank — 81.8%2025-02-18 : Largest Expected Move — 19.6%Monthly Statistics Metric Avg Min Max Open Close Price $22.59 $19.09 $27.21 $19.44 $23.63 Max Pain $22.32 $21.00 $23.00 $21.00 $23.00 ATM IV 55.3% 48.1% 68.6% 51.3% 57.8% Expected Move 16.0% 13.6% 19.6% 14.9% 16.9% HV 20d 58.6% 41.0% 75.0% 42.5% 74.3% HV 60d 50.5% 42.5% 57.5% 46.7% 56.7% IV Rank 54.7% 39.9% 81.8% 46.4% 59.7% IV Percentile 75.8% 60.3% 98.0% 73.0% 79.4% Term Structure -0.5% -3.5% 1.3% -0.1% -0.3% VWIV 58.0% 49.6% 70.6% 53.8% 62.8% Skew 25d -5.7% -11.6% -2.3% -2.8% -6.1% Skew 10d -14.5% -29.0% -6.5% -7.3% -14.0% Call IV 25d 59.4% 49.9% 76.3% 53.5% 62.7% Put IV 25d 53.8% 46.8% 64.8% 50.8% 56.6% Bid-Ask Spread % 6.14 2.40 10.57 2.60 4.42 Gamma HHI 0.07 0.05 0.27 0.06 0.06 Net GEX 31.9M -11.4M 97.6M 3.3M 33.2M Net DEX -990.7M -3.75B 673.1M 578.4M -1.14B Net VEX -21.3M -25.6M -16.5M -16.6M -24.1M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.37 0.19 0.59 0.35 0.45 Total Volume 672,242.368 188,511 1,897,412 385,555 524,482 Total OI 5,417,950.737 4,649,623 6,320,493 4,649,623 5,953,436
Daily Data (19 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 2025-02-03 $19.44 $21.00 51.3% 14.9% 42.5% 46.4% 53.8% -2.8% -0.1% 3.3M 578.4M -16.6M 0.35 2.60 285,256 100,299 2,690,158 1,959,465 2025-02-04 $19.34 $21.00 48.6% 13.8% 42.1% 41.0% 50.2% -2.3% 0.6% 4.1M 616.0M -16.5M 0.37 7.49 137,449 51,062 2,797,480 2,006,231 2025-02-05 $19.59 $21.00 48.9% 13.6% 41.0% 41.5% 49.6% -3.0% 0.3% 8.8M 475.5M -17.0M 0.19 9.99 286,071 53,442 2,830,506 2,022,984 2025-02-06 $19.32 $22.00 48.1% 14.0% 41.2% 39.9% 50.1% -3.1% -0.5% 4.3M 590.3M -16.6M 0.54 2.42 147,693 79,827 2,918,057 2,035,445 2025-02-07 $19.09 $22.00 48.2% 14.1% 41.3% 40.1% 51.2% -4.0% 0.4% -11.4M 673.1M -16.5M 0.40 2.96 199,417 80,288 2,954,596 2,064,399 2025-02-10 $19.73 $22.00 49.9% 14.7% 41.3% 43.6% 52.1% -3.7% 1.3% 8.5M 357.6M -17.2M 0.26 2.40 291,805 76,136 2,841,754 2,002,985 2025-02-11 $21.06 $22.00 52.8% 15.4% 46.9% 49.5% 56.2% -4.5% 0.7% 27.2M -375.8M -18.9M 0.23 2.87 807,668 183,552 2,944,529 2,007,758 2025-02-12 $22.41 $22.00 53.3% 15.2% 51.0% 50.5% 55.1% -5.6% -0.3% 39.3M -1.13B -20.4M 0.30 3.30 632,896 186,855 3,080,238 2,052,533 2025-02-13 $24.01 $22.00 60.5% 16.9% 54.7% 65.3% 62.2% -8.8% -1.2% 44.8M -2.03B -22.1M 0.32 5.99 1,268,698 410,709 3,115,418 2,094,531 2025-02-14 $23.59 $22.00 56.7% 16.2% 55.5% 57.5% 59.5% -5.7% 0.1% 37.2M -1.65B -22.1M 0.27 5.61 1,103,120 294,654 3,275,947 2,228,898 2025-02-18 $27.21 $23.00 68.6% 19.6% 68.8% 81.8% 70.6% -11.6% -3.5% 61.0M -3.75B -24.7M 0.30 10.01 1,462,891 434,521 3,343,814 2,148,577 2025-02-19 $25.89 $23.00 62.7% 18.0% 72.1% 69.7% 65.5% -8.6% -2.2% 56.5M -2.82B -25.0M 0.45 9.63 640,322 287,735 3,568,020 2,280,545 2025-02-20 $25.70 $23.00 61.9% 17.9% 72.2% 68.3% 65.7% -8.9% -2.3% 61.0M -2.78B -25.6M 0.33 10.57 525,815 173,187 3,774,629 2,366,802 2025-02-21 $25.05 $23.00 59.9% 17.4% 72.5% 64.1% 62.7% -7.6% -2.7% 97.6M -2.28B -25.6M 0.40 8.01 411,227 163,682 3,900,125 2,420,368 2025-02-24 $24.34 $23.00 55.0% 16.1% 72.4% 54.1% 59.5% -5.8% -0.6% 39.5M -1.46B -24.4M 0.46 7.36 331,076 150,732 3,503,314 2,190,328 2025-02-25 $23.09 $23.00 55.6% 16.2% 75.0% 55.3% 58.2% -5.7% -0.7% 26.8M -790.8M -23.5M 0.59 6.66 248,543 146,727 3,558,598 2,224,899 2025-02-26 $23.54 $23.00 56.1% 16.4% 74.0% 56.4% 58.7% -4.4% 1.0% 33.5M -1.03B -23.9M 0.34 7.36 172,651 59,420 3,619,974 2,251,219 2025-02-27 $23.27 $23.00 55.0% 16.2% 74.3% 54.2% 59.0% -5.8% -0.3% 30.1M -890.4M -23.5M 0.45 7.02 250,577 112,120 3,648,552 2,263,952 2025-02-28 $23.63 $23.00 57.8% 16.9% 74.3% 59.7% 62.8% -6.1% -0.3% 33.2M -1.14B -24.1M 0.45 4.42 362,519 161,963 3,676,764 2,276,672
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