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INTC

Intel CorporationClose $132.87EOD only
Max Pain
$125.00
Next expiry Jun 26, 2026
Expected Move
±$5.81
4.4% from close
Price Gap
-7.87
Distance to max pain
IV Rank
19
Low premium
P/C OI
1.01
Balanced positioning
Consensus
7.5/10
Bullish tilt
Published snapshot: Jun 25, 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 25, 2026 close
INTC Theta Report
Analysis based on market close June 26, 2026
DirectionalTheta GangFlowEarningsConsensus

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

Theta Verdict

Attractiveness4 / 10
Sizing: Conservative
Primary: Avoid new premium sales
Invalidation: Spot breaks below $125 support or IV spikes above 100%
Confidence:
8.5 / 10
base 5; +2 GEX/flow strongly aligned; +1 GEX positive (pinning); +0.5 VIX 18

IV Environment

IV Regime
High
IV vs VIX
IV ~96% vs VIX 18.4 — extremely rich
Favorable?
No

Term structure: Front-end put IV extremely high (213% at 0DTE); term structure steeply backwardated at front

⚠️Put skew extreme: sell puts risky without hedge
📈Dealer long gamma supports pinning near $125

Pin Risk Assessment

Spot vs MP: Above

GEX regime: Pinning ($+72.0M)

Gamma flip: ~$100.00 — Approx — based on put OI concentration of 24,008 (22.1% below spot)

OI concentrations: Put OI 22.1% below spot at $100-$70 floor; call wall $140-$160

Verdict: Max pain at $125; dealer gamma positive supports pinning but high put skew suggests downside risk if break

Premium Opportunities

#1
Call calendar
Sell 2026-07-31 $135.00 call / buy 2026-08-21 $135.00 call
Sell near-term $135 call against long same strike back-month; profits from time decay and IV crush.
Debit: $3.26-$3.99
Max loss: $3.99
BE: Path-dependent
Mgmt: Exit if spot <$125 or IV >100%.
#2
PMCC / LEAPS diagonal
Buy 2026-12-18 $120.00 call + sell 2026-07-31 $135.00 call
Buy deep ITM LEAPS call, sell weekly call; collect premium with theta decay but directional risk.
Debit: $20.34-$24.86
Max loss: $24.86
BE: Path-dependent
Mgmt: Roll short call if challenged; exit if long delta <70.

Risk Alerts

!Extreme front-end put skew
!High IV vs VIX
!Spot above max pain
!Earnings gap risk (not specified but implied)
How to Use These Reports
This theta reflects the market close on June 26, 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.