Simplify Analytics
INTC

INTC

$108.60 unadjusted close, 2026-09-18
as of 2026-09-18
AAPLAMDAMZNAVGOCATCRSRCRWDDEDELLDIAGOOGINTCIWMLMTMETAMRVLMSFTMUNVDAORCLPANWPLTRQQQSMHSNDKSOXXSPCXSPYSTXWDCXLEXLFXLIXLKXLPXLUXLVXLYXOM

Implied volatility · 30-day constant maturity

level
64.2%
IV percentile
46.5%
own all (<3y) · n=241
IV rank
32.3%
own all (<1y) · n=241
range
46.0% – 102.4%
own all (<1y) · n=241
low 46.0%241 sessions, all (<1y) · today 64.2%high 102.4%

Term structure · constant maturity

32 consecutive sessions in contango (the normal upward slope).

25 calendar days out: every tenor of 5d or longer spans it Wed 09-23 09:45 ET · US Flash Manufacturing PMI (September) Wed 09-23 09:45 ET · US Flash Services PMI (September)46 calendar days out: every tenor of 6d or longer spans it Thu 09-24 08:00 ET · Economic Club of Washington, DC event with Federal Reserve Bank of Richmond President Thomas Barkin Thu 09-24 08:30 ET · Weekly Jobless Claims (September) Thu 09-24 10:00 ET · New Home Sales (August) Thu 09-24 11:00 ET · Kansas City Fed Survey (September)27 calendar days out: every tenor of 7d or longer spans it Fri 09-25 08:30 ET · Durable Goods (August) Fri 09-25 10:00 ET · U. Michigan Final Consumer Survey (September)E 10-22 time?Earnings 2026-10-22, time unknown - date stated by the vendor's estimate First session it can move: 2026-10-22, 34 calendar days from the 2026-09-18 curve - every tenor of 34d or longer spans it No expected move served for this date1d5d7d14d30d60d90d180d365d68.9%41.3%
━ 2026-09-18┅ 2026-08-19 (21 sessions earlier)◆ scheduled release, at the first tenor spanning it■ earnings, at the first session it can move (□ no expected move served)tenors in calendar days, log scale
Scheduled after the 2026-09-18 close, from the 2026-09-18 calendar snapshot (forecasts as they stood then). Each is marked with the shortest tenor, in calendar days, that spans it:
  • Wed 09-23 09:45 · 5d US Flash Manufacturing PMI (September) · prev 53.2
  • Wed 09-23 09:45 · 5d US Flash Services PMI (September) · prev 56.8
  • Thu 09-24 08:00 · 6d Economic Club of Washington, DC event with Federal Reserve Bank of Richmond President Thomas Barkin
  • Thu 09-24 08:30 · 6d Weekly Jobless Claims (September)
  • Thu 09-24 10:00 · 6d New Home Sales (August) · prev 607000
  • Thu 09-24 11:00 · 6d Kansas City Fed Survey (September) · prev 17
  • Fri 09-25 08:30 · 7d Durable Goods (August) · prev 1.1%
  • Fri 09-25 10:00 · 7d U. Michigan Final Consumer Survey (September) · prev 51.7

Earnings: 2026-10-22 time unknown, stated by the vendor's estimate, first moves the 2026-10-22 session (34d on the tenor axis), no expected move served. As the vendor's calendar stood on 2026-09-21, not on the page's date.

90-day IV
65.9%
own all (<3y) 59.3% · n=241
slope, 30d − 90d
-1.7 pts
own all (<3y) 36.3% · n=241
variance risk premium, 30d
+3.3 pts
own all (<3y) 61.7% · n=236

Skew · risk reversal

25-delta
-1.9 pts
own all (<3y) 78.6% · n=35
10-delta
-4.0 pts
own all (<3y) 64.3% · n=35

Skew has been collected since 2026-07-30 only: the vendor serves no earlier history, so each percentile here is taken over all of it - the few weeks of readings there are, which the n beside it counts.

Smile by expiry: the 8 expiries within 120 DTE carrying the most open interest · book as of 2026-09-17

1d2026-09-18 · short
2026-09-18: 2 put and 3 call strikes within ±2.3%, IV 70% to 72%strike 110: IV 72.1%, beyond the shared scalestrike 111: IV 71.6%, beyond the shared scale71%62%−2.3%book spot+2.3%
8d2026-09-25
2026-09-25: 7 put and 7 call strikes within ±6.5%, IV 64% to 67%71%62%−6.5%book spot+6.5%
15d2026-10-02
2026-10-02: 9 put and 10 call strikes within ±8.8%, IV 64% to 68%71%62%−8.8%book spot+8.8%
22d2026-10-09
2026-10-09: 11 put and 12 call strikes within ±11%, IV 63% to 66%71%62%−11%book spot+11%
29d2026-10-16
2026-10-16: 3 put and 3 call strikes within ±12%, IV 63% to 65%71%62%−12%book spot+12%
64d2026-11-20
2026-11-20: 6 put and 4 call strikes within ±18%, IV 68% to 71%71%62%−18%book spot+18%
92d2026-12-18
2026-12-18: 8 put and 5 call strikes within ±22%, IV 66% to 69%71%62%−22%book spot+22%
120d2027-01-15
2027-01-15: 9 put and 6 call strikes within ±25%, IV 65% to 67%71%62%−25%book spot+25%
IV against strike, out-of-the-money side. Each window widens with √DTE, to ±25% at the longest expiry, so every panel shows a comparable slice of its smile; all share one IV scale (62%–71%), set by the expiries past 7 DTE. 2 short-dated points beyond it are pinned to the edge as open circles.

Expiry window · 35–65 DTE

Next earnings: 2026-10-22 time unknown, stated by the vendor's estimate, first moves the 2026-10-22 session, no expected move served. As the vendor's calendar stood on 2026-09-21, not on the page's date.

expiryDTE28-DTE exitthesisearnings 10-22 time?
the vendor's estimate
ATM IV · 09-17expected move
2026-10-23 Friweekly352026-09-257dspans · +1d
exit 27d before
70.4% c 109none served
2026-10-30 Friweekly422026-10-0214dspans · +8d
exit 20d before
71.8% c 109none served
2026-11-20 Fri632026-10-2335d
exit by 10-21 · 33d
spans · +29d
exit 1d after
69.2% c 110none served

DTE counts calendar days from 2026-09-18, the page's date and the earliest an entry could be made - not from the 2026-09-17 book the expiries and IVs come from, which would overstate it by 1 day; an expiry first listed after 2026-09-17 is not in the book and not here. A premarket report moves its own session and a postmarket one the next; one with no stated time is placed at the earlier of the two - or at the later, once the earlier is already in the 2026-09-18 close - so an expiry can be called spanning when it might not be, never the reverse. "spans +N": the expiry settles N calendar days after that session, and the line under it says whether the 28-DTE exit comes before it ("inside the exit": that date is already behind 2026-09-18, so it protects nothing); "clear N": it settles N days before it. Thesis = DTE − 28 (the hard exit is 21), cut to the last session before a report that comes first. Every expiry in the band is listed, and one that is not a third Friday is marked weekly — §1 of the trading rules admits no weeklies and no 0DTE, so those rows are context, not candidates; the mark is the calendar test on the date alone, and a monthly pulled back to a Thursday by a holiday carries it too. ATM IV is the vendor's at the 2026-09-17 close, on the out-of-the-money side of the listed strike nearest book spot: a display selection, not a statistic, read at that one strike, so "no IV at X" is about X and not about its neighbours. The expected move is the vendor's, for the report the expiry spans. Every row links to that expiry on the strike axis below.

Chain · one strike axis

Book as of 2026-09-17: 1 session behind 2026-09-18: no INTC chain statistics (net_gex) dated after 2026-09-17 are knowable as of 2026-09-18, and no ticker has newer ones. The strikes drawn below are 2026-09-17's rows as stored now; the levels and statistics are the readings dated 2026-09-17, computed from those rows when the readings were derived, and a fetch of 2026-09-17 after that can revise rows. Open interest is what entered 2026-09-17 (OCC's settlement of 2026-09-16), valued at the 2026-09-17 close.

net GEX · carried book
+$249.0m per 1%
own all (<3y) 99.2% · n=64
gamma flip
$92.59
flip within ±25% of book spot
flip distance
-2.88 ATR
own all (<3y) 4.0% · n=62
0DTE share of volume
not listed daily

book spot $108.80 (unadjusted close, 2026-09-17) · call wall $110.00 (+1.10% from book spot) · put wall $110.00 (+1.10% from book spot) · max pain $95.00 (-12.68% from book spot, 2026-10-16 monthly)

Each level is stored as a distance from the book's own spot, so each is drawn at $108.80 × (1 + that distance) - the 2026-09-17 unadjusted close, the price the chain was taken at. That is why two prices appear on this page. INTC headlines $108.60, its newest unadjusted close, on 2026-09-18; the book was taken at $108.80 on 2026-09-17, because the book trails the page by the one session counted above. Both are closes, both are dated, and neither is adjusted. Recomputing a wall on the newer close would put it at a level this book never had, so none of these is: they are the 2026-09-17 book's levels, on the 2026-09-17 close.

Dashed: 7 DTE or less, where the vendor's gamma is noisy. "mp": the monthly max pain describes.

Tradability of the 2026-12-18 expiry: 91 calendar days from 2026-09-18 (92 from the book date), outside the owner's 35–65 DTE entry window. Spreads are the NBBO stored with the 2026-09-17 chain snapshot - not a live quote, and not DESIGN J's quote at a trade (per-trade quotes are not collected) - as a percent of mid; a zero or missing bid, or a crossed quote, is drawn as × for no two-sided quote. The owner's floors are marked and filter nothing: spread 10% of mid, OI 500, and the strike nearest 0.20 delta on each side - call 160 (Δ 0.19), put 87.5 (Δ -0.20); the call one lies outside the strikes drawn.

call put OI carried through 2026-09-16 · opened by 2026-09-16's trading · closed by it / net GEX long / short gamma book spot call wall put wall max pain gamma flipfloors, marked not filtered: spread 10% of mid · OI 500 · strike nearest 0.20 delta, beside the spread panel · no two-sided quote · spread past 25%
OI changes are 2026-09-16's trading; volume is 2026-09-17's.◀ put OIcall OI ▶entering 2026-09-17◀ put volcall vol ▶traded 2026-09-17◀ putcall ▶spread, % of mid− net GEX+$ per 1% move13513012512011511010510097.59592.59087.58582.5put strike nearest 0.20 delta: 87.514k014k2.1k2.1k25%10%10%25%-$1.5m+$1.5mcall wall 110put wall 110book spot 108.8γ flip 92.59strike 135 calls: OI 7,980 (-83) · vol 457 (at ask 231, at bid 197, sweep 1, multi-leg 70) · NBBO 7.05 × 7.20, spread 2.1% of mid · Δ 0.34 puts: OI 530 (-30) · vol 23 (at ask 12, at bid 11) · NBBO 31.85 × 32.15, spread 0.9% of mid · Δ -0.70 net GEX +$825k per 1% (calls +$888k, puts -$63k)strike 130 calls: OI 13,760 (+1,708) · vol 685 (at ask 322, at bid 301, sweep 14, multi-leg 148) · NBBO 8.10 × 8.30, spread 2.4% of mid · Δ 0.37 puts: OI 1,151 (+0) · vol 28 (at ask 12, at bid 16) · NBBO 28.00 × 28.25, spread 0.9% of mid · Δ -0.65 net GEX +$1.5m per 1% (calls +$1.6m, puts -$144k)strike 125 calls: OI 11,025 (+33) · vol 925 (at ask 407, at bid 268, sweep 38, multi-leg 292) · NBBO 9.40 × 9.55, spread 1.6% of mid · Δ 0.41 puts: OI 1,078 (-3) · vol 24 (at ask 2, at bid 22, sweep 10, multi-leg 5) · NBBO 24.25 × 24.55, spread 1.2% of mid · Δ -0.61 net GEX +$1.2m per 1% (calls +$1.3m, puts -$140k)strike 120 calls: OI 10,283 (-138) · vol 1,385 (at ask 769, at bid 451, sweep 11, multi-leg 713) · NBBO 10.90 × 11.00, spread 0.9% of mid · Δ 0.46 puts: OI 4,074 (+4) · vol 67 (at ask 17, at bid 25, multi-leg 58) · NBBO 20.75 × 21.00, spread 1.2% of mid · Δ -0.56 net GEX +$717k per 1% (calls +$1.3m, puts -$547k)strike 115 calls: OI 7,179 (-34) · vol 1,159 (at ask 375, at bid 733, sweep 9, multi-leg 125) · NBBO 12.55 × 12.70, spread 1.2% of mid · Δ 0.51 puts: OI 1,681 (+0) · vol 106 (at ask 56, at bid 30, sweep 22, multi-leg 27) · NBBO 17.50 × 17.70, spread 1.1% of mid · Δ -0.50 net GEX +$663k per 1% (calls +$890k, puts -$227k)strike 110 calls: OI 9,407 (-3) · vol 2,069 (at ask 891, at bid 1,088, sweep 136, multi-leg 270) · NBBO 14.45 × 14.65, spread 1.4% of mid · Δ 0.56 puts: OI 3,966 (+21) · vol 507 (at ask 185, at bid 297, sweep 1, multi-leg 158) · NBBO 14.45 × 14.60, spread 1.0% of mid · Δ -0.45 net GEX +$625k per 1% (calls +$1.2m, puts -$530k)strike 105 calls: OI 3,652 (+110) · vol 1,021 (at ask 402, at bid 582, sweep 6, multi-leg 120) · NBBO 16.70 × 16.90, spread 1.2% of mid · Δ 0.61 puts: OI 3,475 (+4) · vol 390 (at ask 275, at bid 80, sweep 3, multi-leg 35) · NBBO 11.70 × 11.90, spread 1.7% of mid · Δ -0.39 net GEX -$19k per 1% (calls +$435k, puts -$454k)strike 100 calls: OI 12,630 (-33) · vol 738 (at ask 309, at bid 370, multi-leg 85) · NBBO 19.20 × 19.45, spread 1.3% of mid · Δ 0.66 puts: OI 9,375 (-55) · vol 568 (at ask 272, at bid 220, sweep 8, multi-leg 88) · NBBO 9.30 × 9.50, spread 2.1% of mid · Δ -0.34 net GEX +$272k per 1% (calls +$1.4m, puts -$1.2m)strike 97.5 calls: OI 1,547 (+7) · vol 125 (at ask 76, at bid 46, multi-leg 55) · NBBO 20.55 × 20.85, spread 1.4% of mid · Δ 0.69 puts: OI 1,974 (-52) · vol 458 (at ask 42, at bid 113, multi-leg 5) · NBBO 8.20 × 8.35, spread 1.8% of mid · Δ -0.31 net GEX -$66k per 1% (calls +$169k, puts -$235k)strike 95 calls: OI 5,182 (-37) · vol 337 (at ask 243, at bid 58, multi-leg 73) · NBBO 22.05 × 22.35, spread 1.4% of mid · Δ 0.71 puts: OI 7,742 (+110) · vol 95 (at ask 21, at bid 49, sweep 1, multi-leg 36) · NBBO 7.20 × 7.35, spread 2.1% of mid · Δ -0.28 net GEX -$340k per 1% (calls +$542k, puts -$882k)strike 92.5 calls: OI 506 (-19) · vol 44 (at ask 34, at bid 10, multi-leg 25) · NBBO 23.60 × 23.90, spread 1.3% of mid · Δ 0.74 puts: OI 1,677 (+40) · vol 77 (at ask 45, at bid 30, sweep 1, multi-leg 6) · NBBO 6.25 × 6.40, spread 2.4% of mid · Δ -0.25 net GEX -$130k per 1% (calls +$50k, puts -$181k)strike 90 calls: OI 3,392 (-109) · vol 174 (at ask 135, at bid 36, multi-leg 16) · NBBO 25.25 × 25.50, spread 1.0% of mid · Δ 0.76 puts: OI 11,836 (+809) · vol 511 (at ask 159, at bid 106, multi-leg 235) · NBBO 5.40 × 5.55, spread 2.7% of mid · Δ -0.23 net GEX -$876k per 1% (calls +$319k, puts -$1.2m)strike 87.5 calls: OI 1,475 (+3) · vol 26 (at ask 12, at bid 11, multi-leg 4) · NBBO 26.95 × 27.25, spread 1.1% of mid · Δ 0.78 puts: OI 3,653 (+24) · vol 274 (at ask 215, at bid 38, sweep 1, multi-leg 57) · NBBO 4.65 × 4.80, spread 3.2% of mid · Δ -0.20 net GEX -$214k per 1% (calls +$130k, puts -$344k)strike 85 calls: OI 3,846 (-3) · vol 32 (at ask 25, at bid 4, sweep 1, multi-leg 3) · NBBO 28.75 × 29.05, spread 1.0% of mid · Δ 0.81 puts: OI 11,102 (+62) · vol 692 (at ask 185, at bid 450, sweep 3, multi-leg 53) · NBBO 3.95 × 4.05, spread 2.5% of mid · Δ -0.18 net GEX -$651k per 1% (calls +$316k, puts -$967k)strike 82.5 calls: OI 80 (-1) · vol 2 (at ask 0, at bid 2, multi-leg 2) · NBBO 30.55 × 30.90, spread 1.1% of mid · Δ 0.83 puts: OI 3,728 (+5) · vol 147 (at ask 32, at bid 102, sweep 1, multi-leg 28) · NBBO 3.35 × 3.50, spread 4.4% of mid · Δ -0.16 net GEX -$290k per 1% (calls +$6k, puts -$296k)

2026-12-18 expiry, 15 strikes within ±25% of book spot (the flip search band); 44 hidden (14 above, 30 below), 44 of them with open interest. One row per listed strike: rows are evenly spaced, prices are not. Net GEX is this expiry's alone (+$8.4m per 1% in all); the walls, flip and headline sum every carried expiry. Volume is 2026-09-17's own - whether it opened positions shows in the 2026-09-18 book's change.

max pain $95.00 belongs to the 2026-10-16 monthly (29 days from 2026-09-17, as max_pain_expiry_dte stores it: the nearest monthly at least 7 days out), not to this expiry.

Table view · 15 strikes
putsstrikecallsGEX, $ per 1%
ΔOIOImulti-legsweep@bid@askvolΔspraskbidbidasksprΔvol@ask@bidsweepmulti-legOIΔOIputcallnet
-3053000111223-0.700.9%32.1531.851357.057.202.1%0.344572311971707,980-83-$63k+$888k+$825k
+01,15100161228-0.650.9%28.2528.001308.108.302.4%0.376853223011414813,760+1,708-$144k+$1.6m+$1.5m
-31,07851022224-0.611.2%24.5524.251259.409.551.6%0.419254072683829211,025+33-$140k+$1.3m+$1.2m
+44,074580251767-0.561.2%21.0020.7512010.9011.000.9%0.461,3857694511171310,283-138-$547k+$1.3m+$717k
+01,68127223056106-0.501.1%17.7017.5011512.5512.701.2%0.511,15937573391257,179-34-$227k+$890k+$663k
+213,9661581297185507-0.451.0%14.6014.4511014.4514.651.4%0.562,0698911,0881362709,407-3-$530k+$1.2m+$625k
+43,47535380275390-0.391.7%11.9011.7010516.7016.901.2%0.611,02140258261203,652+110-$454k+$435k-$19k
-559,375888220272568-0.342.1%9.509.3010019.2019.451.3%0.6673830937008512,630-33-$1.2m+$1.4m+$272k
-521,9745011342458-0.311.8%8.358.2097.520.5520.851.4%0.6912576460551,547+7-$235k+$169k-$66k
+1107,742361492195-0.282.1%7.357.209522.0522.351.4%0.71337243580735,182-37-$882k+$542k-$340k
+401,67761304577-0.252.4%6.406.2592.523.6023.901.3%0.74443410025506-19-$181k+$50k-$130k
+80911,8362350106159511-0.232.7%5.555.409025.2525.501.0%0.76174135360163,392-109-$1.2m+$319k-$876k
+243,65357138215274-0.203.2%4.804.6587.526.9527.251.1%0.78261211041,475+3-$344k+$130k-$214k
+6211,102533450185692-0.182.5%4.053.958528.7529.051.0%0.8132254133,846-3-$967k+$316k-$651k
+53,72828110232147-0.164.4%3.503.3582.530.5530.901.1%0.832020280-1-$296k+$6k-$290k