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INTC

Intel CorporationClose $52.25EOD only
Max Pain
$62.00
Next expiry Nov 6, 2026
Expected Move
±$3.54
6.8% from close
Price Gap
+9.75
Distance to max pain
IV Rank
12
Low premium
P/C OI
0.86
Slightly call-heavy
Consensus
7.0/10
Bullish tilt
Published snapshot: Nov 5, 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 5, 2026 close
INTC Theta Report
Analysis based on market close June 22, 2026
DirectionalTheta GangFlowEarningsConsensus

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

You are viewing an older report from June 22, 2026. A newer theta report is available for June 29, 2026.

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Theta Verdict

Attractiveness7 / 10
Sizing: Moderate
Primary: Short put credit spreads below support (e.g., $125/$120)
Invalidation: Spot closes below $129.49 support
Confidence:
8 / 10
base 5; +2 GEX/flow strongly aligned; +1 GEX positive (pinning); -1 spot 17.5% from MP; +1 VIX 17

IV Environment

IV Regime
High
IV vs VIX
IV at 100.9% vastly exceeds VIX 17.3; options are expensive.
Favorable?
Yes

Term structure: Front-month IV 97.5%, declining to 83.6% at 1Y, but put skew elevated short-term.

📉Put IV at 157% near-term vs call IV 105%; fear premium decay benefits sellers.

Pin Risk Assessment

Spot vs MP: Above

GEX regime: Pinning ($+83.7M)

Gamma flip: ~$100.00 — Approx — based on put OI concentration of 22,998 (29.0% below spot)

OI concentrations: Put OI cluster at $100 (22,998), call wall $150-$170. Max pain pins: $120, $115, $118.

Verdict: Spot well above max pain; pin risk low. Large put OI at $100 provides support.

Premium Opportunities

#1
Put credit spread
Sell 2026-07-17 $135.00/$130.00 put spread
Sell put spread at 4 DTE, capturing inflated premium with defined risk.
Credit: $1.96-$2.39
Max loss: $2.61
BE: $132.61
Mgmt: Close at 50% max profit or prior to earnings on 2026-07-23.

Risk Alerts

!Gamma flip at $100 could accelerate sell-off if breached.
!4 DTE expiry: gamma risk high; manage positions closely.
How to Use These Reports
This theta reflects the market close on June 22, 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.