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INTC

Intel CorporationClose $100.32EOD only
Max Pain
$95.00
Next expiry Sep 11, 2026
Expected Move
±$3.12
3.1% from close
Price Gap
-5.32
Distance to max pain
IV Rank
9
Low premium
P/C OI
0.95
Balanced positioning
Consensus
7.0/10
Bullish tilt
Published snapshot: Sep 10, 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 10, 2026 close
INTC Theta Report
Analysis based on market close June 12, 2026
DirectionalTheta GangFlowEarningsConsensus

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

You are viewing an older report from June 12, 2026. A newer theta report is available for June 29, 2026.

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Theta Verdict

Attractiveness6 / 10
Sizing: Moderate
Primary: Put Credit Spread
Invalidation: Break below $107 support or VIX > 20
Confidence:
8 / 10
base 5; +2 GEX/flow strongly aligned; +1 GEX positive (pinning); -1 spot 13.2% from MP; +1 VIX 18

IV Environment

IV Regime
High
IV vs VIX
Avg IV 111% vs VIX 17.68, very elevated
Favorable?
Yes

Term structure: Extreme skew: puts heavily bid (247% IV near-term)

⚠️Put IV 247% vs call 109% indicates tail risk hedge
📈Bullish flow and positive GEX support premium selling

Pin Risk Assessment

Spot vs MP: Above

GEX regime: Pinning ($+191.0M)

Gamma flip: ~$105.00 — Approx — based on put OI concentration of 23,278 (15.7% below spot)

OI concentrations: Max pain: $110 (6/12), $50 (6/18), $111 (6/26). Put OI ~23k at $105

Verdict: Spot above max pain, but put wall $80-$110 and gamma flip $105; moderate pin risk

Premium Opportunities

#1
Put credit spread
Sell 2026-07-24 $120.00/$115.00 put spread
Sell 120/115 put spread to capture elevated IV crush, support at 107.
Credit: $2.02-$2.48
Max loss: $2.52
BE: $117.52
Mgmt: Close at 50% profit or if spot breaks 107.
#2
Cash-secured put
Sell 2026-07-24 $115.00 cash-secured put
Sell 115 put for rich premium, cash-backed.
Credit: $9.16-$11.19
Max loss: $103.81
BE: $103.81
Mgmt: Roll if spot nears 107 or close pre-earnings.

Risk Alerts

!High put IV suggests tail risk
!Spot above max pain may resist pinning
!Gamma flip at $105 if spot drops
How to Use These Reports
This theta reflects the market close on June 12, 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.