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INTC

Intel CorporationClose $108.60EOD only
Max Pain
$106.00
Next expiry Sep 21, 2026
Expected Move
±$1.54
1.4% from close
Price Gap
-2.60
Distance to max pain
IV Rank
27
Middle-high premium
P/C OI
0.97
Balanced positioning
Consensus
7.0/10
Bullish tilt
Published snapshot: Sep 18, 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 18, 2026 close
INTC Theta Report
Analysis based on market close June 18, 2026
DirectionalTheta GangFlowEarningsConsensus

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

You are viewing an older report from June 18, 2026. A newer theta report is available for June 29, 2026.

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Theta Verdict

Attractiveness8 / 10
Sizing: Moderate
Primary: N/A
Invalidation: Spot break below gamma flip at $105
Confidence:
8 / 10
base 5; +2 GEX/flow strongly aligned; +1 GEX positive (pinning); -1 spot 123.3% from MP; +1 VIX 16

IV Environment

IV Regime
High
IV vs VIX
Very high IV (avg 133%) vs VIX 16.9; front-end skew extreme
Favorable?
No

Term structure: Flat contango from 8DTE to 1Y, sustained high vol expectations

📌Max pain $60 next expiry but spot far above; weekly pin at $119
📈Bullish dealer flow with +GEX $196M, support from put floor $105

Pin Risk Assessment

Spot vs MP: Above

GEX regime: Pinning ($+196.5M)

Gamma flip: ~$105.00 — Approx — based on put OI concentration of 24,347 (21.6% below spot)

OI concentrations: Put OI concentrated at $105 (24.3K, 21.6% below spot); Call OI wall $150-$195

Verdict: Moderate pin risk: max pins distant, gamma flip $105 buffers downside. Focus near-term expiries.

Premium Opportunities

#1
Call diagonal
Sell 2026-07-24 $155.00 call / buy 2026-08-21 $140.00 call
Sells high-IV front-month call, buys back-month call to capture IV contraction and time decay.
Debit: $8.46-$10.34
Max loss: $10.34
BE: Path-dependent
Mgmt: Close if spot breaches invalidation ($124.97) or after earnings.

Risk Alerts

!Front-month options show extreme skew (calls 654%, puts 687%) - potential data anomaly or manipulation
!Spot 123.3% above max pain for nearest expiry, raising risk of sharp reversion
!VIX 16 low vs equity IV, indicating possible IV compression ahead
How to Use These Reports
This theta reflects the market close on June 18, 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.