Intel Corporation (INTC) IV/HV History
Comparing implied volatility to historical (realized) volatility reveals whether options are priced rich or cheap relative to actual price movement. Persistent gaps can signal trading opportunities.
Intel Corporation (INTC) operates in the Technology sector, specifically the Semiconductors industry, with a market capitalization near $612.02B, listed on NASDAQ, employing roughly 85,100 people, carrying a beta of 2.19 to the broader market. Intel Corporation engages in the design, manufacture, and sale of computer products and technologies worldwide. Led by Lip-Bu Tan, public since 1980-03-17.
Snapshot as of May 29, 2026.
- Spot Price
- $119.42
- ATM IV
- 80.0%
- HV 20-Day
- 82.6%
- HV 60-Day
- 83.0%
- IV Rank
- 73.5%
- IV Percentile
- 93.7%
As of May 29, 2026, Intel Corporation (INTC) ATM implied volatility is 80.0%. 20-day realized volatility is 82.6%, producing an IV-HV spread of -2.6 vol points. Realized volatility currently exceeds implied, an inversion that can signal a pending IV expansion. IV rank is 73.5%.
How INTC iv/hv history Data Feeds Strategy Selection
Strategy selection on Intel Corporation options does not derive from any single metric in isolation. The iv/hv history view above sits inside a broader read: ATM IV currently sits at 80.0% and dealer gamma exposure is positive, so dealer hedging is mechanically mean-reverting. Combine the iv/hv history data here with the volatility-skew surface, dealer-gamma exposure, max-pain level, and upcoming-events calendar to build a positioning thesis. Risk-defined structures (credit spreads, debit spreads, iron condors) are usually safer than naked positions while the regime is uncertain; the data on this page anchors the inputs but does not by itself constitute a trade thesis.
How to read the INTC IV vs HV chart
The dual-line chart above tracks ATM implied volatility (forward-looking, what the chain is pricing) against 20-day realized historical volatility (backward-looking, what actually happened). ATM IV currently prints at 80.0%, 73.5% IV rank, against 82.6% realized over the trailing 20 trading days. Implied is currently below realized by 2.6 vol points, an inverted regime where premium buyers are underpaying for the move - rare and often a setup for IV expansion. Persistent IV-above-HV is the variance-risk-premium-positive state typical of equity markets; persistent IV-below-HV is rare and usually marks underpriced vol that often expands.
INTC IV/HV regimes and trade selection
INTC sits in the top quartile of its 1-year IV range. High-IV-rank regimes statistically favor premium-selling - the elevated implied is more likely to mean-revert than to expand further. Iron condors, covered calls, and cash-secured puts collect more premium per unit of notional risk; size wings to the implied move and exit on first sign of HV catching up.
Using INTC vol history alongside the term structure
The IV/HV gap on this page captures the level of premium; the term-structure slope on the volatility page captures its shape across expirations. Term structure is roughly flat at 0.009, no strong near vs far premium being priced. Pair the rank read with the slope read with the event calendar to choose the right tenor for the structure.
INTC IV/HV signal in volatility-cycle context
Equity-vol cycles tend to compress and expand on multi-month timeframes: a typical sequence runs low-IV-rank consolidation (months of flat tape, decaying premium) into a vol-expansion catalyst (earnings miss, macro shock, regime change) into elevated-IV-rank stress (premiums fat, dispersion high) back to mean-reverting compression. INTC's current 73.5% IV rank places the ticker in the expansion or stress phase of that cycle. Premium-selling carries the typical structural tailwind here, but the mean-reverting compression that completes the cycle has historically arrived sharply rather than gradually. The ratio of HV-20 (82.6%) to HV-60 (83.0%) gives a second cycle indicator: when 20-day exceeds 60-day, recent realization is running hotter than the trailing-quarter average - typically a sign that recent days have already started expanding vol regardless of where IV rank prints. Use the time series above to spot inflection points: meaningful IV/HV gap closures and openings tend to precede regime shifts by a few sessions.
Learn how implied vs realized volatility is reported and how to read the data →
Daily ATM implied volatility and 20-day realized (historical) volatility for INTC over the last ~40 trading days. The IV-HV gap measures the variance risk premium - when IV trades persistently above realized HV, premium-sellers earn the spread; when IV dips below HV, vol is structurally underpriced.
Most recent 15 trading days (descending). Older history appears in the chart above.
| Date | ATM IV | HV 20d | HV 60d | IV Rank |
|---|---|---|---|---|
| May 29, 2026 | 80.0% | 82.6% | 83.0% | 73.5% |
| May 28, 2026 | 81.1% | 89.9% | 83.9% | 75.5% |
| May 26, 2026 | 85.4% | 89.5% | 83.7% | 83.0% |
| May 22, 2026 | 78.8% | 89.7% | 83.7% | 71.3% |
| May 21, 2026 | 81.2% | 112.3% | 84.2% | 75.6% |
| May 20, 2026 | 86.9% | 111.7% | 84.1% | 85.5% |
| May 19, 2026 | 83.1% | 111.5% | 84.1% | 78.9% |
| May 18, 2026 | 81.5% | 111.7% | 84.3% | 76.1% |
| May 15, 2026 | 80.2% | 113.3% | 84.2% | 73.7% |
| May 14, 2026 | 85.0% | 109.1% | 83.0% | 82.2% |
| May 13, 2026 | 87.8% | 106.6% | 82.5% | 87.2% |
| May 12, 2026 | 88.9% | 106.4% | 82.7% | 89.2% |
| May 11, 2026 | 95.1% | 101.7% | 80.8% | 100.0% |
| May 8, 2026 | 95.0% | 101.7% | 81.6% | 100.0% |
| May 7, 2026 | 82.5% | 96.2% | 78.5% | 95.1% |
INTC highest implied-volatility contracts
| Type | Strike | Expiration | Volume | OI | IV | Bid | Ask |
|---|---|---|---|---|---|---|---|
| PUT | $70.00 | Jun 5, 2026 | 30.5K | 3.5K | 126.0% | $0.03 | $0.05 |
| CALL | $150.00 | Aug 21, 2026 | 17.0K | 11.7K | 86.2% | $10.15 | $10.35 |
| CALL | $150.00 | Jun 5, 2026 | 15.4K | 4.9K | 103.5% | $0.42 | $0.44 |
| CALL | $70.00 | Dec 18, 2026 | 94 | 55.5K | 79.8% | $55.15 | $56.40 |
Top 4 contracts from the institutional-grade nightly options scan; ranked by iv within the broader S&P 500/400/600 + ETF universe.
Frequently asked INTC iv/hv history questions
- Is INTC options pricing rich or cheap right now?
- As of May 29, 2026, Intel Corporation (INTC) ATM IV is 80.0% against 20-day realized volatility of 82.6%. IV rank is 73.5%. Realized volatility currently exceeds implied: an inversion of the typical equity volatility risk premium that often precedes IV expansion.
- What is the INTC variance risk premium?
- The variance risk premium is the persistent gap between implied and subsequently realized volatility. In equity markets it averages positive because option sellers demand compensation for bearing variance shocks. INTC is currently pricing inverted to the historical pattern, which is one input to whether short-vol or long-vol structures carry their typical edge.
- What does INTC IV rank mean for strategy selection?
- IV rank normalizes the current ATM IV to its 1-year range: 0% is the low, 100% is the high. INTC's current rank of 73.5% signals where current pricing sits in its own 1-year history. High-rank regimes typically favor premium-selling structures (credit spreads, condors, covered calls); low-rank regimes typically favor premium-buying or long-volatility structures.