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INTC

Intel CorporationClose $92.32EOD only
Max Pain
$100.00
Next expiry Jul 27, 2026
Expected Move
±$4.67
5.0% from close
Price Gap
+7.68
Distance to max pain
IV Rank
15
Low premium
P/C OI
0.96
Balanced positioning
Consensus
7.0/10
Bullish tilt
Published snapshot: Jul 24, 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
Jul 24, 2026 close
INTC Theta Report
Analysis based on market close June 9, 2026
DirectionalTheta GangFlowEarningsConsensus

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

You are viewing an older report from June 9, 2026. A newer theta report is available for June 29, 2026.

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Theta Verdict

Attractiveness9 / 10
Sizing: Moderate
Primary: Short Strangle
Invalidation: Spot breaks below $91.79 or above $124.04
Confidence:
9 / 10
base 5; +2 GEX/flow strongly aligned; +1 GEX positive (pinning); +1 spot 0.9% from MP; +0.5 VIX 20

IV Environment

IV Regime
High
IV vs VIX
IV > VIX by ~5x
Favorable?
Yes

Term structure: Descending term structure with 45-day spike

📈Avg IV 101.9% vs VIX 19.9%
⚡Positive GEX $59.6M supports pinning

Pin Risk Assessment

Spot vs MP: At

GEX regime: Pinning ($+59.6M)

OI concentrations: Max pain $107 (6/12), $50 (6/18), $112 (6/26); call wall $120-$150

Verdict: Moderate pin risk, GEX positive aids pinning

Premium Opportunities

#1
Short strangle
Sell 2026-07-17 $97.50 put + sell $130.00 call
Sell OTM put and call to harvest elevated implied volatility.
Credit: $10.26-$12.54
Max loss: Unlimited
BE: 84.96 / 142.54
Mgmt: Monitor invalidation levels; close if spot nears $91.79 or $124.04.
#2
Iron condor
Sell 2026-07-17 $97.50/$85.00 put wing and $130.00/$150.00 call wing
Defined-risk range strategy using put and call wings.
Credit: $5.66-$6.92
Max loss: $13.08
BE: 90.58 / 136.92
Mgmt: Hold until expiration or close early if IV collapses.

Risk Alerts

!Short-dated OI at $107 may cause pin action
!68% put/call OI ratio near 1 indicates balanced positioning
How to Use These Reports
This theta reflects the market close on June 9, 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.