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Intel Corporation INTC

TECHNOLOGY · SEMICONDUCTORS
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Market dataready · fetched 2026-10-20T06:03:50.753Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyRecorded provider observations · delta-comparison-v1 · expiration-specific

History data

PriceAlpaca · sip · 2026-10-19T23:59:50.283716655Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-20T06:03:49.755629+00:00

Share price$92.00
1D-1.4%
AH$91.71$92.66$93.61$94.57$95.525:30 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$1.29$6.61$11.94$17.26$22.58$67.20$84.63$102.06$119.50$136.9320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive INTC spot · $92.00INTC PRICE$1.87$2.47$3.10$3.81$4.58$5.42$6.33$7.34$8.46$9.72$11.18$12.82$14.84$2.21$2.94$3.75$4.66$5.67$6.79$8.02$9.44$11.04$12.88$15.07$17.76$21.05
PutsExpensive1.14×
CallsExpensive1.11×
SkewBullish-0.33 pp
Implied moveBearish±$14.35
TiltBearish13.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ111.3768.1%23.1%79.8167.1%15.6%
25Δ107.6267.6%19.7%82.5266.5%13.5%
30Δ104.2467.1%16.7%85.0066.1%11.7%
35Δ101.4266.9%14.4%87.3166.1%10.2%
40Δ98.8366.8%12.4%89.5666.0%8.8%
45Δ96.3866.6%10.7%91.7966.1%7.6%
50Δ94.0666.5%9.1%94.0466.1%6.5%
55Δ91.7966.5%7.8%96.3666.3%5.5%
60Δ89.5566.5%6.5%98.8066.5%4.6%
65Δ87.2866.7%5.4%101.4166.8%3.8%
70Δ84.9167.1%4.5%104.3067.3%3.0%
75Δ82.4367.3%3.5%107.6467.7%2.3%
80Δ79.6768.0%2.7%111.5468.6%1.6%

20Δ

Calls
Pseudo strike
111.37
IV
68.1%
B/E move
23.1%
Puts
Pseudo strike
79.81
IV
67.1%
B/E move
15.6%

25Δ

Calls
Pseudo strike
107.62
IV
67.6%
B/E move
19.7%
Puts
Pseudo strike
82.52
IV
66.5%
B/E move
13.5%

30Δ

Calls
Pseudo strike
104.24
IV
67.1%
B/E move
16.7%
Puts
Pseudo strike
85.00
IV
66.1%
B/E move
11.7%

35Δ

Calls
Pseudo strike
101.42
IV
66.9%
B/E move
14.4%
Puts
Pseudo strike
87.31
IV
66.1%
B/E move
10.2%

40Δ

Calls
Pseudo strike
98.83
IV
66.8%
B/E move
12.4%
Puts
Pseudo strike
89.56
IV
66.0%
B/E move
8.8%

45Δ

Calls
Pseudo strike
96.38
IV
66.6%
B/E move
10.7%
Puts
Pseudo strike
91.79
IV
66.1%
B/E move
7.6%

50Δ

Calls
Pseudo strike
94.06
IV
66.5%
B/E move
9.1%
Puts
Pseudo strike
94.04
IV
66.1%
B/E move
6.5%

55Δ

Calls
Pseudo strike
91.79
IV
66.5%
B/E move
7.8%
Puts
Pseudo strike
96.36
IV
66.3%
B/E move
5.5%

60Δ

Calls
Pseudo strike
89.55
IV
66.5%
B/E move
6.5%
Puts
Pseudo strike
98.80
IV
66.5%
B/E move
4.6%

65Δ

Calls
Pseudo strike
87.28
IV
66.7%
B/E move
5.4%
Puts
Pseudo strike
101.41
IV
66.8%
B/E move
3.8%

70Δ

Calls
Pseudo strike
84.91
IV
67.1%
B/E move
4.5%
Puts
Pseudo strike
104.30
IV
67.3%
B/E move
3.0%

75Δ

Calls
Pseudo strike
82.43
IV
67.3%
B/E move
3.5%
Puts
Pseudo strike
107.64
IV
67.7%
B/E move
2.3%

80Δ

Calls
Pseudo strike
79.67
IV
68.0%
B/E move
2.7%
Puts
Pseudo strike
111.54
IV
68.6%
B/E move
1.6%

Options history

INTC65.1865.2565.312026-10-19T19:59:50.153000+00:00: 65.25%Oct 19Oct 19
Table
ObservationIVSkewImplied move
65.25%-0.98 pp15.60%