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INTC

Intel CorporationClose $124.57EOD only
Max Pain
$50.00
Next expiry Jun 18, 2026
Expected Move
±$11.80
9.5% from close
Price Gap
-74.57
Distance to max pain
IV Rank
100
High premium
P/C OI
1.05
Balanced positioning
Consensus
8.0/10
Bullish tilt
Published snapshot: Jun 12, 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 12, 2026 close
INTC Theta Report
Analysis based on market close June 11, 2026
DirectionalTheta GangFlowEarningsConsensus

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

You are viewing an older report from June 11, 2026. A newer theta report is available for June 12, 2026.

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Theta Verdict

Attractiveness7 / 10
Sizing: Moderate
Primary: Short strangle
Invalidation: Spot closes below $105 support
Confidence:
7.5 / 10
base 5; +2 GEX/flow strongly aligned; +1 GEX positive (pinning); -1 spot 10.3% from MP; +0.5 VIX 19

IV Environment

IV Regime
High
IV vs VIX
IV ~5.5x VIX, extremely rich
Favorable?
Yes

Term structure: Near-term IV spiked, slight backwardation after 1w

📈High IV offers premium opportunity
📌Positive gamma supports pinning near $106

Pin Risk Assessment

Spot vs MP: Above

GEX regime: Pinning ($+118.2M)

Gamma flip: ~$105.00 — Approx — based on put OI concentration of 22,593 (10.2% below spot)

OI concentrations: Put OI $105 (22.6k), call wall $150, max pain $106

Verdict: Pinning risk high at $106, but spot above favors calls

Premium Opportunities

#1
Short strangle
Sell 2026-07-17 $105.00 put + sell $120.00 call
Sells 105 put and 120 call, capturing extreme volatility premium.
Credit: $16.07-$19.64
Max loss: Unlimited
BE: 85.36 / 139.64
Mgmt: Monitor for spot below 105; consider rolling or closing if breached.
#2
Iron condor
Sell 2026-07-17 $105.00/$100.00 put wing and $120.00/$125.00 call wing
Sells 105/100 put wing and 120/125 call wing, capping loss to $1.07.
Credit: $3.22-$3.93
Max loss: $1.07
BE: 101.07 / 123.93
Mgmt: Hold to expiration or close early if IV compresses; adjust wings if spot shifts.

Risk Alerts

!IV compression risk if spot remains range-bound
!Gamma flip at $105 could accelerate drops
How to Use These Reports
This theta reflects the market close on June 11, 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.