INTCIntel Corp
INTC Options Overview
IV is elevated with unusual activity. Conditions favor premium sellers.
REWARDS
RISK ANALYSIS
INTC Gamma Walls
Value
Is IV priced right?
Measures whether options are cheap, fair, or rich relative to historical and peer
IV Rank 95.1% — elevated vs history
IV/HV 0.92x — IV ≤ HV
Sector percentile 82% — above sector median
Front/Back 0.86x — contango
Put/Call IV 1.16x — elevated
ATM IV 53.3% — normal range
Effective IV 58.6% (ATM 53.3% + spread 2.6% + bias) — good value
Total drag 5.26% (spread 2.64% + slippage 2.62%) — high friction
Vega efficiency 20.70 (vega 5.464 / spread 2.64%) — efficient
Sentiment
Bullish or bearish?
Analyzes
Conviction-weighted: -2% (neutral) — Raw: -3%
|OI skew| 2.6% — balanced
Vol skew +27.7%, OI skew +2.6% — aligned
0-DTE 16%, far-OTM 15%, avg DTE 30
OI change +0.0% (5d) — stable
ITM: +27%, ATM: +0%, OTM: -8% — bullish (ITM/ATM aligned)
Sector P/C percentile 51% — neutral vs sector
Activity
Unusual activity?
Detects volume surges,
Volume 1.1x avg — normal
Vol/OI 12.7% — normal turnover
1 day(s) elevated — may be one-day event
OI change +1.8% (5d) — stable
Sector activity percentile 73% — active vs sector
Large trade volume 28% — mixed
Aggressive execution 48% — patient
Conviction -2 (bearish) — mixed
Liquidity
Can I trade efficiently?
Evaluates
Spread 2.6% — acceptable
OI 6,373,696 — deep
Volume 807,549/day — active
$0.13 to cross — cheap
21 liquid strikes — good coverage
Sector spread percentile 83% — much wider than sector
Depth 396.70000000000005 contracts (bid:188.3 ask:208.4) — adequate
Avg slippage 2.62% — poor
Timing
Is now a good time?
Considers earnings proximity,
Slope -14.5% — contango
IV percentile 95% — seller opportunity
IV kink -8.1pts — no clear event
θ/ν ratio 23.57 — favors income trades
5 liquid expirations — flexible
HIGH RISK: FOMC in 2d (HIGH)
Spread ratio 1.00x — stable
Flow -2% @ 51% consistency — unclear
Score 58 (ITM 20% + inst 28%) — moderate institutional
Directional Strategy Fit
For educational purposes only. Not investment advice.
The Options Desk tracks the move options price into every US earnings report the week of Sep 14, next to how much each stock has actually moved on its past prints — plus the SPY, QQQ and IWM expected ranges and the gamma walls that box them in.