---
title: "$Intel(INTC.US)〖Trivia〗Episode 2:Inferring market expectations for earnings volatility based on at-t"
description: "$Intel(INTC.US)〖Trivia〗Episode 2:Inferring market expectations for earnings volatility based on at-the-money straddle options.Taking INTC as an example: The prices of the nearest-term straddle options"
type: "topic"
locale: "en"
url: "https://longbridge.com/en/topics/35481902.md"
published_at: "2025-10-22T12:25:40.000Z"
author: "[trend](https://longbridge.com/en/profiles/12647527)"
---

# $Intel(INTC.US)〖Trivia〗Episode 2:Inferring market expectations for earnings volatility based on at-t

$Intel(INTC.US)

〖Trivia〗Episode 2:

Inferring market expectations for earnings volatility based on at-the-money straddle options.

Taking INTC as an example: The prices of the nearest-term straddle options closest to the current stock price are 2.01 and 1.91 respectively, with the current price at 38.12. The calculation process is as follows:

1️⃣2.01+1.91=3.92

2️⃣3.92/38.12=0.1028331584

From this, it can be inferred that the stock price fluctuation range of INTC on the 23rd earnings day (with only 68% confidence): around ±10%

There is also another method based on implied volatility, but the formula is a bit complex and not very intuitive, so I won't share it.

$Unitedhealth(UNH.US)$Amazon(AMZN.US)

### Related Stocks

- [UNH.US - Unitedhealth](https://longbridge.com/en/quote/UNH.US.md)
- [AMZN.US - Amazon](https://longbridge.com/en/quote/AMZN.US.md)
- [INTC.US - Intel](https://longbridge.com/en/quote/INTC.US.md)
- [AMZU.US - Direxion Daily AMZN Bull 2X Shares](https://longbridge.com/en/quote/AMZU.US.md)
- [04335.HK - INTEL-T](https://longbridge.com/en/quote/04335.HK.md)

---

> **Disclaimer**: This article is for reference only and does not constitute any investment advice.