thetaOwl
HomeOptionsINTCReports

INTC

Intel CorporationClose $104.47EOD only
Max Pain
$93.00
Next expiry Sep 9, 2026
Expected Move
±$3.15
3.0% from close
Price Gap
-11.47
Distance to max pain
IV Rank
10
Low premium
P/C OI
0.95
Balanced positioning
Consensus
7.0/10
Bullish tilt
Published snapshot: Sep 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
Sep 8, 2026 close
INTC Theta Report
Analysis based on market close June 10, 2026
DirectionalTheta GangFlowEarningsConsensus

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

You are viewing an older report from June 10, 2026. A newer theta report is available for June 29, 2026.

View latest report

Theta Verdict

Attractiveness9 / 10
Sizing: Aggressive
Primary: Short premium
Invalidation: Spot breaks below gamma flip at $105 or above resistance $122.77
Confidence:
9 / 10
base 5; +2 GEX/flow strongly aligned; +1 GEX positive (pinning); +1 spot 1.0% from MP

IV Environment

IV Regime
High
IV vs VIX
Avg IV 103% vs VIX 22 – massive premium opportunity
Favorable?
Yes

Term structure: Backwardation; 2d IV 93% to 191d 81% – front-end elevated

📈IV rank elevated across expirations; strong premium selling setup
⚡Max pain $106 on 12-Jun pin; OI dense near spot

Pin Risk Assessment

Spot vs MP: At

GEX regime: Pinning ($+53.1M)

Gamma flip: ~$105.00 — Approx — based on put OI concentration of 22,511 (1.9% below spot)

OI concentrations: Call wall $150, put floor $60, max pain pins $106 (12-Jun), $50 (18-Jun), $111 (26-Jun)

Verdict: High pin risk – spot ~$107, strong OI at $106 and $100; 0DTE/short-dated preferred

Premium Opportunities

#1
Put credit spread
Sell 2026-08-21 $105.00/$100.00 put spread
Sell $105/$100 put spread 72 DTE, collecting elevated IV premium ahead of earnings with buffer below spot.
Credit: $2.34-$2.86
Max loss: $2.14
BE: $102.14
Mgmt: Exit or roll if spot drops near $106; avoid holding through expiration.

Risk Alerts

!Spot near gamma flip $105 – break below could trigger accelerated move
!Product earnings event unknown – watch for overnight gaps
!IV crush post-pinning likely on 12-Jun expiration
How to Use These Reports
This theta reflects the market close on June 10, 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.