Probability Distribution · 2026-05-15
INTC Option Probability
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ATM IV (used) 103.82% 1d to expiry
Expected Price (mean) $117.41 log-normal mean
Median Price $117.24 50% probability
P(above spot) 49.0% above $117.4001
±1σ Probability 68.3% $111.19 – $123.96
±2σ Probability 95.4% ~95% expected
Chart Guide
What is Probability Distribution?
What the market believes will happen at expiry
The Probability Distribution shows the market's consensus view of where a stock will be at expiry, derived from current implied volatility and time remaining…
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Frequently Asked Questions
What is the expected move for INTC?
The expected move (1 standard deviation) for INTC is derived from the at-the-money implied volatility of 10382.0% for the 2026-05-15 expiry. This implies a ±$637.97 move by expiry — the market assigns roughly 68% probability that INTC finishes within this range. The probability distribution chart shows the full lognormal curve implied by current options pricing.
What is an options probability distribution?
An options probability distribution is a curve showing the market-implied likelihood of the underlying finishing at each price level by expiry. It is derived from the implied volatility of at-the-money options using a lognormal model. The PDF (probability density function) shows the relative likelihood at each price, while the CDF (cumulative distribution function) shows the probability of finishing below a given level. StrikeVue plots both for INTC with ±1σ, ±2σ and ±3σ bands.
How do I read the INTC probability chart on StrikeVue?
The bell-shaped PDF curve peaks at the most probable expiry price for INTC. The dashed sigma lines show standard deviation bands: ±1σ contains ~68% of outcomes, ±2σ contains ~95%, and ±3σ contains ~99.7%. Hover over any price on the chart to see the exact probability of INTC finishing above or below that level by expiry. The CDF view shows cumulative probability — useful for evaluating option breakeven probabilities.
What is the current ATM implied volatility for INTC?
The current at-the-money (ATM) implied volatility for INTC is 10382.0%, with an IV Rank of 0 out of 100. This low IV Rank means options are cheap relative to their historical range — a favourable environment for premium buyers like Long Straddles.