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INTC

Intel CorporationClose $132.28EOD only
Max Pain
$125.00
Next expiry Jun 26, 2026
Expected Move
±$10.77
8.2% from close
Price Gap
-7.28
Distance to max pain
IV Rank
20
Low premium
P/C OI
1.00
Balanced positioning
Consensus
7.0/10
Bullish tilt
Published snapshot: Jun 23, 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 23, 2026 close
INTC Theta Report
Analysis based on market close June 24, 2026
DirectionalTheta GangFlowEarningsConsensus

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

Theta Verdict

Attractiveness7 / 10
Sizing: Moderate
Primary: Short Put
Invalidation: Break below $100 support or VIX spike above 25
Confidence:
7.5 / 10
base 5; +2 GEX/flow strongly aligned; +1 GEX positive (pinning); -1 spot 5.3% from MP; +0.5 VIX 19

IV Environment

IV Regime
High
IV vs VIX
IV at 100% vs VIX 19% – huge premium opportunity
Favorable?
Yes

Term structure: Short-term elevated due to event risk, longer-term declining but still high; put skew extreme near-term

📈IV 100% vs VIX 19% – high premium selling
⚠️Near-term put IV >150% – tail risk priced
📌Gamma pinning at $125 supports bullish flow

Pin Risk Assessment

Spot vs MP: Above

GEX regime: Pinning ($+72.4M)

Gamma flip: ~$100.00 — Approx — based on put OI concentration of 23,831 (24.0% below spot)

OI concentrations: Max pain $125 near-term; Put floor $70-$100; Call wall $150-$170

Verdict: Moderate pin risk; gamma flip at $100; spot above max pain

Premium Opportunities

#1
Put credit spread
Sell 2026-07-24 $119.00/$114.00 put spread
Sell put spread to capture elevated pre-earnings IV and benefit from IV contraction.
Credit: $1.82-$2.23
Max loss: $2.77
BE: $116.77
Mgmt: Exit if INTC breaks below $125 invalidation; close before earnings to avoid gap risk.
#2
Put diagonal
Sell 2026-07-24 $119.00 put / buy 2026-08-21 $125.00 put
Sell near-term put, buy back-month put for diagonal spread to capture term structure.
Debit: $6.16-$7.53
Max loss: $7.53
BE: Path-dependent
Mgmt: Monitor IV skew; adjust if spot approaches $125; exit after earnings IV crush.

Risk Alerts

!High put IV skew indicates tail risk
!Spot 5.3% from max pain may cause pinning
!Term structure not purely contango
How to Use These Reports
This theta reflects the market close on June 24, 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.