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Intel Corporation INTC

TECHNOLOGY · SEMICONDUCTORS
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Market dataready · fetched 2026-10-15T20:35:19.928Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:35:15.954341036Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:35:18.113803+00:00

Share price$95.84
1D+1.7%
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$0.27$1.87$3.46$5.05$6.65$89.80$92.48$95.17$97.86$100.5420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $95.84OPTION PRICELive INTC spot · $95.84INTC PRICE$0.44$0.58$0.71$0.86$1.02$1.20$1.37$1.55$1.74$1.97$2.20$2.46$2.75$0.49$0.65$0.85$1.07$1.31$1.60$1.92$2.30$2.74$3.26$3.95$4.92$6.19
PutsFair0.95×
CallsCheap0.94×
SkewBearish+26.75 pp
Implied moveBearish±$3.28
TiltBearish24.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ99.4280.7%4.2%92.3685.5%4.1%
25Δ98.6478.4%3.5%93.0985.2%3.6%
30Δ97.9576.2%2.9%93.6986.1%3.1%
35Δ97.3774.5%2.5%94.2687.3%2.8%
40Δ96.8573.0%2.1%94.8289.0%2.4%
45Δ96.3871.5%1.8%95.3890.8%2.1%
50Δ95.9169.9%1.5%95.9592.7%1.9%
55Δ95.4967.8%1.3%96.5794.7%1.6%
60Δ95.0765.7%1.0%97.2297.9%1.4%
65Δ94.6664.1%0.8%97.95100.8%1.2%
70Δ94.2662.6%0.6%98.81105.4%1.0%
75Δ93.8560.7%0.5%99.94113.4%0.9%
80Δ93.4358.2%0.4%101.37122.2%0.7%

20Δ

Calls
Pseudo strike
99.42
IV
80.7%
B/E move
4.2%
Puts
Pseudo strike
92.36
IV
85.5%
B/E move
4.1%

25Δ

Calls
Pseudo strike
98.64
IV
78.4%
B/E move
3.5%
Puts
Pseudo strike
93.09
IV
85.2%
B/E move
3.6%

30Δ

Calls
Pseudo strike
97.95
IV
76.2%
B/E move
2.9%
Puts
Pseudo strike
93.69
IV
86.1%
B/E move
3.1%

35Δ

Calls
Pseudo strike
97.37
IV
74.5%
B/E move
2.5%
Puts
Pseudo strike
94.26
IV
87.3%
B/E move
2.8%

40Δ

Calls
Pseudo strike
96.85
IV
73.0%
B/E move
2.1%
Puts
Pseudo strike
94.82
IV
89.0%
B/E move
2.4%

45Δ

Calls
Pseudo strike
96.38
IV
71.5%
B/E move
1.8%
Puts
Pseudo strike
95.38
IV
90.8%
B/E move
2.1%

50Δ

Calls
Pseudo strike
95.91
IV
69.9%
B/E move
1.5%
Puts
Pseudo strike
95.95
IV
92.7%
B/E move
1.9%

55Δ

Calls
Pseudo strike
95.49
IV
67.8%
B/E move
1.3%
Puts
Pseudo strike
96.57
IV
94.7%
B/E move
1.6%

60Δ

Calls
Pseudo strike
95.07
IV
65.7%
B/E move
1.0%
Puts
Pseudo strike
97.22
IV
97.9%
B/E move
1.4%

65Δ

Calls
Pseudo strike
94.66
IV
64.1%
B/E move
0.8%
Puts
Pseudo strike
97.95
IV
100.8%
B/E move
1.2%

70Δ

Calls
Pseudo strike
94.26
IV
62.6%
B/E move
0.6%
Puts
Pseudo strike
98.81
IV
105.4%
B/E move
1.0%

75Δ

Calls
Pseudo strike
93.85
IV
60.7%
B/E move
0.5%
Puts
Pseudo strike
99.94
IV
113.4%
B/E move
0.9%

80Δ

Calls
Pseudo strike
93.43
IV
58.2%
B/E move
0.4%
Puts
Pseudo strike
101.37
IV
122.2%
B/E move
0.7%