Intel Corp. (INTC)
Overview · Option chain · Volatility · Expected-move history · Earnings
Cboe delayed options data · as of Sep 02, 21:51 UTC · Figures derived from the full chain (2,276 contracts, 22 expirations) · IV own-history percentile appears after 60 recorded days (3 so far)
Expected move — Sep 18, 2026 (16 days)
Methodology →Read from option prices: the at-the-money straddle costs this much, so the market is pricing a move of about that size in either direction by this date. It is an estimate of movement, not a prediction of direction.
Options are pricing a move of about ±9.0% (range 82.09–98.34) by Sep 18, 2026. ATM straddle: 8.12 @ strike 90 · ATM IV: 53.9%.
Probability distribution
Model & assumptions →The curve shows where a lognormal model, fed with current implied volatility, puts the range of outcomes at this expiration. Shaded: the expected-move band.
| Level | vs price | P(above)Model-estimated chance the stock finishes above a level at expiration, derived from current IV under a lognormal model with stated assumptions — an estimate, not a prediction. | P(below) |
|---|---|---|---|
| 81.20 | -10% | 81.0% | 19.0% |
| 85.71 | -5% | 65.5% | 34.5% |
| 90.22 | +0% | 47.7% | 52.3% |
| 94.73 | +5% | 31.3% | 68.7% |
| 99.24 | +10% | 18.4% | 81.6% |
Model-estimated probabilities of finishing above/below each level at expiration — estimates under stated assumptions, not predictions.
Probability explorer
Drag the slider to any level and see the model-estimated chance the stock finishes above or below it at the selected expiration.
Horizon: Sep 18, 2026 · lognormal model, zero drift — an estimate, not a prediction. Assumptions
Expirations
Open the chain →| Expires | DTEDays to expiration, in calendar days. | Implied move | ATM IV | Open int. |
|---|---|---|---|---|
| Sep 02, 2026 | 0 | ±0.6% | 102.2% | 73.5K |
| Sep 04, 2026 | 2 | ±3.6% | 61.4% | 254.3K |
| Sep 09, 2026 | 7 | ±5.4% | 48.4% | 21.3K |
| Sep 11, 2026 | 9 | ±6.6% | 53.5% | 95.7K |
| Sep 14, 2026 | 12 | ±7.3% | 51.0% | 1,139 |
| Sep 16, 2026 | 14 | ±8.1% | 52.0% | 851 |
| Sep 18, 2026 | 16 | ±9.0% | 53.9% | 1.06M |
| Sep 25, 2026 | 23 | ±11.1% | 54.3% | 71.7K |
| Oct 02, 2026 | 30 | ±12.5% | 54.6% | 69.7K |
| Oct 09, 2026 | 37 | ±14.0% | 55.3% | 10.9K |
| Oct 16, 2026 | 44 | ±15.4% | 55.6% | 480.1K |
| Nov 20, 2026 | 79 | ±22.7% | 61.5% | 538.8K |
Open interest by strike — Sep 18
Where option positions are concentrated. Teal bars are calls, red bars are puts; the dashed line is the current price.
Largest open-interest concentrations (all expirations ≤ 60 days): 110 C · 162.0K100 C · 105.3K80 P · 74.4K70 P · 64.6K90 C · 63.3K
IV term structure
Volatility page →At-the-money implied volatility for each expiration. A hump around a date often marks a scheduled event the market is pricing.
When does open interest expire?
Implied vs realized volatility
HV from our stored daily closes (annualized); IV30 interpolated from the chain. Method
Price, last 60 sessions
Track record
Full history →Of 1 recorded snapshot-versus-outcome comparisons so far, the close landed inside the expected range 100.0% of the time.
Past earnings reactions
Avg |reaction| 9.5% · median 7.4% (20 reports) — two-session close-to-close window; definition
About Intel Corp.
Intel Corporation designs, develops, manufactures, markets, sells, and services computing and related end products and services in the United States, Ireland, Israel, and internationally. It operates through three segments: CCG, DCAI, and Intel Foundry. The company offers client computing group products, including client and commercial CPUs, discrete client GPUs, edge computing, and connectivity products; data center and AI products, such as server CPUs, discrete GPUs, and networking products; and semiconductors comprising wafer fabrication, substrates, and other related products and services. It also provides driving assistance and self-driving solutions; and develops and manufactures multi-beam mask writing tools. The company sells its products through sales organizations, distributors, resellers, retailers, and OEM partners. It serves original equipment manufacturers, original design manufacturers, cloud service providers, and other manufacturers and service providers. Intel Corporation has a strategic collaboration with Infosys Limited to develop a multi-layer AI fabric that unifies infrastructure, models, data, applications, and workflows into a composable and agent-ready ecos
Technology · Semiconductors · NASDAQ · Profile: Financial Modeling Prep
INTC news
All news →Intel Stock: Is INTC Outperforming the Technology Sector?
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