Bull Call Spreads on High-Beta Names
Bull Call Spread264 trades pass on INTC
- Return on risk
- 100.0% to 900.0%
- Probability of profit
- 25.9% to 65.5%
Intel Corp · Technology
As of the close on . In the app, data is refreshed intraday.
INTC closed at $116.03 on Sep 28, 2026 with 30-day implied volatility of 73.6%. That is in the lower half of its one-year range (IV rank 50), so premiums are on the modest side for INTC. Measured by IV percentile, IV is higher than 63% of the past year's readings. Options expiring Oct 30 (32 days out) price a one standard deviation move of about $25.26, or 21.8%.
The price is above both its 50-day (+16.5%) and 200-day (+46.2%) moving averages. It is 17.7% below its 52-week high and 245.8% above its 52-week low. The 14-day RSI of 58.3 is between 30 and 70, neither overbought nor oversold. The 14-day average true range is $6.45, about 5.6% of the price, a measure of a typical day's range.
Option volume at the close (774K contracts) was 1.1x its average, close to normal. A beta of 2.92 means INTC has tended to move about 2.9 times as much as the broad market. 4 of our preset screens found trades on INTC at the close, led by Bull Call Spreads on High-Beta Names with 264 trades.
Expected move = price x at-the-money IV x the square root of (days to expiration / 365), a one standard deviation range. The straddle is the at-the-money call plus put, the market's own price for a move. Compare expected moves across stocks.
| Expiration | IV | Expected move | 1 SD range | Straddle |
|---|---|---|---|---|
| Sep 30, 20262 days | 71.1% | ±$6.11 (5.3%) | $109.92 to $122.14 | $4.87 |
| Oct 30, 202632 days | 73.5% | ±$25.26 (21.8%) | $90.77 to $141.29 | $20.08 |
| Nov 20, 202653 days | 69.6% | ±$30.79 (26.5%) | $85.24 to $146.82 | $24.35 |
| Dec 18, 202681 days | 66.7% | ±$36.46 (31.4%) | $79.57 to $152.49 | $28.75 |
Each expiration has its own implied volatility, and short-dated IV reacts more to near-term events, so the nearest expiration can differ a lot from the 30-day figure.
Counts and ranges for INTC from our preset scans at the last close. Open a preset in the app to see each trade with its strikes, prices, and risk, refreshed intraday. Income strategies show annualized return; the rest show return on risk.
264 trades pass on INTC
67 trades pass on INTC
33 trades pass on INTC
12 trades pass on INTC
Market data as of the prior close, for information and education only. Not investment advice. Options involve substantial risk and are not suitable for every investor. See our Terms of Service.