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INTC

Intel CorporationClose $107.93EOD only
Max Pain
$112.00
Next expiry Jun 5, 2026
Expected Move
±$7.78
7.2% from close
Price Gap
+4.07
Distance to max pain
IV Rank
60
Middle-high premium
P/C OI
1.07
Balanced positioning
Consensus
7.0/10
Bullish tilt
Published snapshot: Jun 2, 2026 close
End-of-day snapshot

This page reflects INTC options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.

Published Snapshot
Jun 2, 2026 close
INTC Theta Report
Analysis based on market close April 17, 2026
DirectionalTheta GangFlowEarningsConsensus

Historical consensus-supported lens with full content, report chain context, and metric rail.

You are viewing an older report from April 17, 2026. A newer theta report is available for May 26, 2026.

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Theta Verdict

Attractiveness7 / 10
Sizing: Moderate
Primary: N/A
Invalidation: Sustained move below $56 with VIX >25 or rapid large put OI build
Confidence:
8 / 10
base 5; +2 GEX/flow strongly aligned; +1 GEX positive (pinning); -1 spot 30.5% from MP; +1 VIX 17

IV Environment

IV Regime
High
IV vs VIX
ATM IV elevated vs VIX; front‑week expiry shows extreme dislocation (front‑week ATM IV ~137% vs avg mid‑date IV ~84.7%)
Favorable?
No

Term structure: Steep front‑week skew then generally downward slope into summer; mid‑dated IVs rich vs long dated

📌Max‑pain cluster $52/$56/$55 aligning with dealer GEX +$192.7M
⚠️Front‑week ATM IV extremely dislocated vs mid‑dates, increasing expiry noise—avoid naked premium selling

Pin Risk Assessment

Spot vs MP: Above

GEX regime: Pinning ($+192.7M)

OI concentrations: Max‑pain pins at $52/$56/$55; notable OI concentration around $52–$56

Verdict: High pin risk for near expiries; significant roll and gamma bleed risk into subsequent weeks

Premium Opportunities

#1
Put diagonal
Sell 2026-05-22 $63.00 put / buy 2026-06-18 $62.50 put
Capture term-structure normalization while retaining limited defined risk; favorable entry 0.94–1.15.
Debit: $0.94-$1.15
Max loss: $1.15
BE: Path-dependent
Mgmt: Close or roll if spot < invalidation 59.4 or VIX>25; trim on >30% realized profit or heavy put OI builds.
#2
Call diagonal
Sell 2026-05-22 $80.00 call / buy 2026-06-18 $75.00 call
Express short front-month call vega and long later call to profit from IV collapse while keeping upside participation.
Debit: $2.52-$3.07
Max loss: $3.07
BE: Path-dependent
Mgmt: Take profits on front-week IV collapse; buy back if spot rallies toward short strike or sustained move < invalidation.
#3
Call diagonal
Sell 2026-05-22 $75.00 call / buy 2026-07-17 $70.00 call
Longer-dated protection with front-month short call to monetize rich May IV.
Debit: $4.34-$5.31
Max loss: $5.31
BE: Path-dependent
Mgmt: Manage like s1; roll or close if spot approaches short strike or volatility regime shifts.

Risk Alerts

!Spot performance diverges >5% from nearest max pain
!VIX spikes above 25
!Large directional put sweeps or sudden dealer GEX reversal
How to Use These Reports
This theta reflects the market close on April 17, 2026.
What the reports do

Each report translates the same market-close options snapshot into a specific lens such as directional bias, premium-selling posture, flow quality, or earnings setup.

How traders use them

Reports are most useful for narrowing the playbook, surfacing entry and risk context, and deciding which raw data page to inspect next.

What to remember

These are interpretation layers, not execution guarantees. Validate the setup against chain liquidity, expected move, and exposure before sizing risk.

If the report conviction and the raw data disagree, slow down and resolve the mismatch before sizing risk.