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INTC

Intel CorporationClose $60.55EOD only
Max Pain
$65.00
Next expiry Nov 6, 2026
Expected Move
±$3.90
6.5% from close
Price Gap
+4.45
Distance to max pain
IV Rank
5
Low premium
P/C OI
0.94
Balanced positioning
Consensus
7.0/10
Bullish tilt
Published snapshot: Nov 3, 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
Nov 3, 2026 close
INTC Theta Report
Analysis based on market close June 15, 2026
DirectionalTheta GangFlowEarningsConsensus

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

You are viewing an older report from June 15, 2026. A newer theta report is available for June 29, 2026.

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Theta Verdict

Attractiveness8 / 10
Sizing: Moderate
Primary: Short Put Spread
Invalidation: Spot breaks below $108.51 support
Confidence:
8 / 10
base 5; +2 GEX/flow strongly aligned; +1 GEX positive (pinning); -1 spot 122.4% from MP; +1 VIX 16

IV Environment

IV Regime
High
IV vs VIX
Avg IV 113% vs VIX 16.2 — extreme premium
Favorable?
Yes

Term structure: Front-end skew extreme (calls 343%, puts 358% on 3DTE); steep contango thereafter, normalizing after 11DTE

🔥Front-week IV 350%+ on short-dated options; massive premium but high gamma decay risk
📈Bullish flow +$106M GEX and put/call OI ratio 1.02 support selling premium

Pin Risk Assessment

Spot vs MP: Above

GEX regime: Pinning ($+106.4M)

Gamma flip: ~$105.00 — Approx — based on put OI concentration of 24,113 (17.9% below spot)

OI concentrations: Put floor $70-$110; call wall $150-$150; Max pain pins: $58 (19DTE), $112, $110

Verdict: Moderate pin risk near front-week $58 max pain; spot at $132 far above. Gamma flip at $105 below support

Premium Opportunities

#1
Put credit spread
Sell 2026-07-24 $120.00/$118.00 put spread
Exploits inflated put premiums ahead of earnings, selling OTM puts with wide buffer to support.
Credit: $0.88-$1.07
Max loss: $0.93
BE: $118.93
Mgmt: Close at 50-75% profit or if spot approaches $108.51 invalidation; avoid holding through earnings if no catalyst.

Risk Alerts

!Gamma flip at $105 — if spot drops below $108.51 support, accelerated selling
!Front-week IV collapse risk if no catalyst
How to Use These Reports
This theta reflects the market close on June 15, 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.