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INTC

Intel CorporationClose $107.08EOD only
Max Pain
$114.00
Next expiry Oct 9, 2026
Expected Move
±$2.98
2.8% from close
Price Gap
+6.92
Distance to max pain
IV Rank
5
Low premium
P/C OI
0.93
Balanced positioning
Consensus
7.0/10
Bullish tilt
Published snapshot: Oct 8, 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
Oct 8, 2026 close
INTC Theta Report
Analysis based on market close May 26, 2026
DirectionalTheta GangFlowEarningsConsensus

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

You are viewing an older report from May 26, 2026. A newer theta report is available for June 29, 2026.

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Theta Verdict

Attractiveness8 / 10
Sizing: Aggressive
Primary: Sell puts
Invalidation: Close below $104.34 support
Confidence:
8 / 10
base 5; +2 GEX/flow strongly aligned; +1 GEX positive (pinning); -1 spot 12.3% from MP; +1 VIX 17

IV Environment

IV Regime
High
IV vs VIX
IV 102.85% vs VIX 17, extremely rich
Favorable?
Yes

Term structure: Backwardated, front-end IV elevated, rapid theta decay

📈IV vs VIX: 6x multiple, premium bloated
⏳Term structure backwardated, early decay favors sellers
🛡️Dealer long gamma $81.6M supports pinning near $110

Pin Risk Assessment

Spot vs MP: Above

GEX regime: Pinning ($+81.6M)

OI concentrations: Max pain $110 across near terms; call wall $130-$150; put floor $77-$80

Verdict: Spot above max pain, dealer long gamma may pin, but 12.3% gap poses reversal risk

Premium Opportunities

#1
Put credit spread
Sell 2026-06-12 $116.00/$98.00 put spread
Sell 2026-06-12 $116/$98 put spread; premium up to $5.04.
Credit: $4.12-$5.04
Max loss: $12.96
BE: $110.96
Mgmt: Close at 50% profit or if spot breaches $104.34 invalidation.
#2
Iron condor
Sell 2026-06-12 $116.00/$98.00 put wing and $140.00/$165.00 call wing
Sell 2026-06-12 $116/$98 put wing and $140/$165 call wing; premium up to $8.44.
Credit: $6.90-$8.44
Max loss: $16.56
BE: 107.56 / 148.44
Mgmt: Manage if spot approaches wings; close at 50% profit or adjust.

Risk Alerts

!Spot 12.3% above max pain $110 – reversion risk
!Call OI wall $130-$150 may cap upside
!High IV implies tail risk, size conservatively
How to Use These Reports
This theta reflects the market close on May 26, 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.