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INTC

Intel CorporationClose $128.32EOD only

Max Pain

$120.00

Next expiry Jul 2, 2026

Expected Move

±$11.00

8.6% from close

Price Gap

-8.32

Distance to max pain

IV Rank

Low premium

P/C OI

1.01

Balanced positioning

Consensus

7.0/10

Bullish tilt

Published snapshot: Jun 26, 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 26, 2026 close

INTC Theta Report

Analysis based on market close May 13, 2026

Directional Theta Gang Flow Earnings Consensus

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

You are viewing an older report from May 13, 2026. A newer theta report is available for June 26, 2026.

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Theta Verdict

Confidence:

8 / 10

base 5; +2 GEX/flow strongly aligned; +1 GEX positive (pinning); -1 spot 26.6% from MP; +1 VIX 18

IV Environment

IV Regime

High

IV vs VIX

IV avg ~108% vs VIX 17.9 – extreme premium, ~90 points above VIX

Favorable?

Yes

Term structure: Front-week skew extreme (calls/puts ~219% IV); slight contango to 9d then flat; all expiries highly elevated

📊IV vs VIX spread ~90 points – rich for sellers, but front-week tail risk elevated

⚠️Front-week OTM options priced at ~219% IV – extreme skew signals tail risk

Pin Risk Assessment

Spot vs MP: Above

GEX regime: Pinning ($+51.5M)

Gamma flip: ~$110.00 — Approx — based on put OI concentration of 45,956 (8.6% below spot)

OI concentrations: Put heavy at $110 (45,956 OI, gamma flip); put/call OI ratio 1.2; max pain: 2d $95, 9d $109, 16d $100

Verdict: Spot $120.4 well above 2d max pain ($95) and gamma flip ($110). Positive GEX ($+51.5M) supports spot. Pin risk moderate near-term; likely to hold $110-120.

Premium Opportunities

Iron condor

Sell 2026-06-18 $115.00/$110.00 put wing and $125.00/$130.00 call wing

Selling out-of-the-money put and call wings to profit from time decay and IV contraction within $110-125 range.

Credit: $3.69-$4.51

Max loss: $0.49

BE: 110.49 / 129.51

Mgmt: Monitor delta and gamma; adjust if spot approaches wings; exit at 50% max gain or before earnings.

Short strangle

Sell 2026-06-18 $115.00 put + sell $125.00 call

Selling naked put and call to collect rich premium from elevated IV.

Credit: $19.19-$23.46

Max loss: Unlimited

BE: 91.54 / 148.46

Mgmt: Close or roll if spot nears strike; hedge with futures if needed.

Risk Alerts

!Front-week IV skew extreme (puts ~219%) – tail risk events could trigger violent moves.

!Spot 21% above 2d max pain – potential pin to lower levels if dealers hedge.

!Vol regime High – realized vol could spike, challenging short premium positions.

How to Use These Reports

This theta reflects the market close on May 13, 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.