INTCIntel Corp
Options Analysis Report•SEMICONDUCTORS & RELATED DEVICES
Market Cap $413.0B|NASDAQ
● 2026-07-30$81.88
NEUTRAL
Analysis: 2026-07-29 EOD data
1Y +302.6%YTD +107.9%7D -18.3%
Options Vol
905,240
30D
Implied Move
±59.5%
IV Rank
100%
INTC Options Overview
IV is elevated with unusual activity. Conditions favor premium sellers.
REWARDS
RISK ANALYSIS
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INTC Gamma Walls
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Value
Is IV priced right?
0.6
ExpensiveCheap
Measures whether options are cheap, fair, or rich relative to historical and peer
IV
levels.Risk Checks1/9 checks passed
IV Rank
≤35%IV Rank 99.4% — elevated vs history
IV/HV Ratio
<1.05xIV/HV 2.82x — IV premium over HV
Sector Relative≤50%
Sector percentile 97% — above sector median
Term Structure
<1.1xFront/Back 3.32x — backwardation
Skew Normal
<1.25xPut/Call IV 1.16x — elevated
Absolute IV
<80%ATM IV 212.7% — crisis-level IV
Spread-Adjusted Value
<80%Effective IV 222.2% (ATM 212.7% + spread 4.8% + bias) — expensive
Execution Efficiency
<3.0%Total drag 7.64% (spread 4.77% + slippage 2.87%) — high friction
Vega Efficiency
≥5.0Vega efficiency 0.00 (vega 0.000 / spread 4.77%) — spread drag
Sentiment
Bullish or bearish?
5.6
BearishBullish
Analyzes
put/call ratios
, open interest skew
, and flow direction to determine market bias.Risk ChecksBearish - Moderate signal (Conviction: -16%, Raw: -12%)
Flow Direction
|net sentiment| ≥25%Conviction-weighted: -16% (bearish) — Raw: -12%
OI Skew Magnitude
≥15%|OI skew| 2.1% — balanced
Volume-OI Alignment
Same sign, |vol skew| ≥10%Vol skew +35.3%, OI skew +2.1% — aligned
Conviction Quality
≥2/3 conditions0-DTE 39%, far-OTM 15%, avg DTE 30
OI Momentum
|change| ≥3%OI change +0.0% (5d) — stable
Smart Money Flow
|weighted flow| ≥20%ITM: -17%, ATM: +1%, OTM: -6% — neutral (ITM/ATM divergent)
Sector Relative≤40% or ≥60%
Sector P/C percentile 29% — very bullish vs sector
Activity
Unusual activity?
5.7
QuietActive
Detects volume surges,
block trades
, and unusual options activity that may signal moves.Risk Checks4/9 checks passed
Volume Surge
≥1.5xVolume 1.2x avg — normal
Turnover Rate
≥15%Vol/OI 16.7% — high turnover
Strike Concentration
≥60%Top 3 strikes = 50% — dispersed
Multi-Day Persistence
≥2 days1 day(s) elevated — may be one-day event
OI Build
≥5%OI change +6.5% (5d) — building
Sector Relative≥60%
Sector activity percentile 85% — very active vs sector
Trade Quality
≥30%Large trade volume 46% — institutional presence
Execution Urgency
≥60%Aggressive execution 36% — patient
Flow Conviction
≥30Conviction -16 (bearish) — mixed
Liquidity
Can I trade efficiently?
6.9
IlliquidLiquid
Evaluates
bid-ask spreads
, volume depth, and open interest for trade execution quality.Risk Checks5/8 checks passed
Tradeable Spread
≤5.0%Spread 4.8% — acceptable
Adequate OI
≥10,000OI 5,418,639 — deep
Active Volume
≥500Volume 905,240/day — active
Reasonable Cost
≤$0.50$0.24 to cross — cheap
Strike Coverage
≥5 strikes1 liquid strikes — limited options
Sector Relative≤40%
Sector spread percentile 97% — much wider than sector
Order Book Depth
≥100 contractsDepth 501.3 contracts (bid:240.5 ask:260.8) — deep
Execution Quality
<1.0%Avg slippage 2.87% — poor
Timing
Is now a good time?
7.9
RiskyFavorable
Considers earnings proximity,
time decay
, and event calendar for optimal entry timing.Risk Checks7/9 checks passed
Term Structure Clarity
|slope| ≥5%Slope +231.7% — backwardation
IV Percentile Clarity
<30 or >70IV percentile 99% — seller opportunity
Event Detection
≥10pts kinkIV kink 136.1pts — event priced
Theta/Vega Clarity
<0.5 or >2.0θ/ν ratio 1.00 — favors mixed
Expiration Distribution
≥3 expirations5 liquid expirations — flexible
Event Risk
≥60% (safe)safe window: No events detected
Spread Momentum
<1.2 ratioSpread ratio 1.00x — stable
Flow Momentum
≥25% strength + ≥50% consistencyFlow -16% @ 58% consistency — unclear
Smart Money Timing
≥40 composite scoreScore 76 (ITM 20% + inst 46%) — HIGH institutional
Directional Strategy Fit
Option Buyers
Long Calls4.4
bullishIV expensive, mixed flow
Long Puts3.9
bearishIV expensive, mixed flow
Premium Sellers
Cash-Secured Put7.4
bullishIV rich premium, mixed flow
Covered Call6.9
bearishIV rich premium, mixed flow
For educational purposes only. Not investment advice.