IntraAlpha
Create free account Start free

Intel Corporation INTC

TECHNOLOGY · SEMICONDUCTORS
i

Market dataready · fetched 2026-10-15T20:03:53.309Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:03:50.768817494Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:03:52.764290+00:00

Share price$95.55
1D+1.3%
AH$90$92$94$95$975:30 AM6:30 AM9:00 AM1:00 PM2:00 PMINTC
Sold putSold callAH

Intel Corporation options

Live interpolated INTC call and put midpoint premiums by absolute delta.Intel Corporation$0.33$1.57$2.82$4.06$5.30$89.50$92.23$94.97$97.70$100.4420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $95.55OPTION PRICELive INTC spot · $95.55INTC PRICE$0.46$0.60$0.75$0.91$1.10$1.28$1.48$1.69$1.94$2.22$2.55$2.91$3.36$0.47$0.62$0.80$0.99$1.22$1.47$1.76$2.07$2.43$2.89$3.37$4.02$4.94
PutsCheap0.86×
CallsExpensive1.06×
SkewBearish+9.67 pp
Implied moveBearish±$3.24
TiltBearish11.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ99.3084.3%4.4%92.1981.8%4.0%
25Δ98.5082.4%3.7%92.9680.7%3.4%
30Δ97.7980.7%3.1%93.5381.1%2.9%
35Δ97.1979.4%2.7%94.0981.6%2.6%
40Δ96.6578.3%2.3%94.6182.7%2.3%
45Δ96.1377.3%2.0%95.1383.7%2.0%
50Δ95.6575.9%1.7%95.6684.9%1.7%
55Δ95.1774.3%1.4%96.2186.0%1.5%
60Δ94.7073.5%1.1%96.7887.0%1.3%
65Δ94.2373.1%0.9%97.4290.0%1.1%
70Δ93.7372.8%0.8%98.0990.7%0.9%
75Δ93.2072.4%0.6%98.8993.5%0.7%
80Δ92.6172.6%0.4%99.9699.1%0.6%

20Δ

Calls
Pseudo strike
99.30
IV
84.3%
B/E move
4.4%
Puts
Pseudo strike
92.19
IV
81.8%
B/E move
4.0%

25Δ

Calls
Pseudo strike
98.50
IV
82.4%
B/E move
3.7%
Puts
Pseudo strike
92.96
IV
80.7%
B/E move
3.4%

30Δ

Calls
Pseudo strike
97.79
IV
80.7%
B/E move
3.1%
Puts
Pseudo strike
93.53
IV
81.1%
B/E move
2.9%

35Δ

Calls
Pseudo strike
97.19
IV
79.4%
B/E move
2.7%
Puts
Pseudo strike
94.09
IV
81.6%
B/E move
2.6%

40Δ

Calls
Pseudo strike
96.65
IV
78.3%
B/E move
2.3%
Puts
Pseudo strike
94.61
IV
82.7%
B/E move
2.3%

45Δ

Calls
Pseudo strike
96.13
IV
77.3%
B/E move
2.0%
Puts
Pseudo strike
95.13
IV
83.7%
B/E move
2.0%

50Δ

Calls
Pseudo strike
95.65
IV
75.9%
B/E move
1.7%
Puts
Pseudo strike
95.66
IV
84.9%
B/E move
1.7%

55Δ

Calls
Pseudo strike
95.17
IV
74.3%
B/E move
1.4%
Puts
Pseudo strike
96.21
IV
86.0%
B/E move
1.5%

60Δ

Calls
Pseudo strike
94.70
IV
73.5%
B/E move
1.1%
Puts
Pseudo strike
96.78
IV
87.0%
B/E move
1.3%

65Δ

Calls
Pseudo strike
94.23
IV
73.1%
B/E move
0.9%
Puts
Pseudo strike
97.42
IV
90.0%
B/E move
1.1%

70Δ

Calls
Pseudo strike
93.73
IV
72.8%
B/E move
0.8%
Puts
Pseudo strike
98.09
IV
90.7%
B/E move
0.9%

75Δ

Calls
Pseudo strike
93.20
IV
72.4%
B/E move
0.6%
Puts
Pseudo strike
98.89
IV
93.5%
B/E move
0.7%

80Δ

Calls
Pseudo strike
92.61
IV
72.6%
B/E move
0.4%
Puts
Pseudo strike
99.96
IV
99.1%
B/E move
0.6%