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INTC

Intel CorporationClose $111.78EOD only
Max Pain
$111.00
Next expiry Jun 5, 2026
Expected Move
±$3.87
3.5% from close
Price Gap
-0.78
Distance to max pain
IV Rank
59
Middle-high premium
P/C OI
1.04
Balanced positioning
Consensus
8.0/10
Bullish tilt
Published snapshot: Jun 4, 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 4, 2026 close
INTC Theta Report
Analysis based on market close June 5, 2026
DirectionalTheta GangFlowEarningsConsensus

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

Theta Verdict

Attractiveness6 / 10
Sizing: Conservative
Primary: Credit Spreads
Invalidation: Break below $86.5 support or above $112 resistance
Confidence:
6.5 / 10
base 5; +2 GEX/flow strongly aligned; -1 spot 9.8% from MP; +0.5 VIX 22

IV Environment

IV Regime
High
IV vs VIX
Avg IV 103% vs VIX 21.5, massive premium
Favorable?
Yes

Term structure: Steep near-term, elevated across expiries; 0 DTE spike

📈IV at 103% vs VIX 21.5 — strong seller opportunity
⚠️Negative dealer gamma (-$45M) amplifies downside risk

Pin Risk Assessment

Spot vs MP: Below

GEX regime: Trending ($-45.1M)

Gamma flip: ~$70.00 — Approx — based on put OI concentration of 34,357 (29.4% below spot)

OI concentrations: Max pain $110 (0 DTE), $109 (7 DTE), $50 (monthly); put OI 29.4% below spot

Verdict: High pin risk near $110 and gamma flip at $70

Premium Opportunities

#1
Put credit spread
Sell 2026-07-17 $90.00/$85.00 put spread
Sell premium with high IV crush potential, defined risk.
Credit: $1.64-$2.01
Max loss: $2.99
BE: $87.99
Mgmt: Close at 50% profit or before earnings to avoid binary risk.

Risk Alerts

!Negative dealer gamma may accelerate moves
!Spot below max pain, potential pin to $110
!High IV with steep term structure — binary event risk
How to Use These Reports
This theta reflects the market close on June 5, 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.