I'm not sure how covered calls on INTC would have been exercised given its recent movement but as a basic rule of thumb, 1 standard deviations covers a range of 68.3%, 2 SDs covers 95.4% and 3SDs covers 99.7%. So for calls, setting a strike price at 16 delta, 2.3 delta and 0.15 will give you a good estimate of the 1, 2 and 3 SD strikes. Right now for an October call with INTC at 33.5 those strikes would be 43, 60, and there is no strike for a 3 SD move. Personally I never figured out how to use the probability calculator on Fidelity either so I just calculate it on my own. More on reddit.com

Thanks for reaching out to us, u/arrangemethod , and welcome to our sub! At this time, you are unable to add "Probability OTM" as a column on our options chain. We appreciate the feedback regarding this and I have passed along your comments to the appropriate team for review. In the meantime, we have a Probability Calculator feature that you can access in Active Trader Pro (ATP). Login to ATP and follow the steps below to pull it up. Select the "Options" tab Click "Probability Calculator" in the drop-down menu Enter in the desired symbol and press "Enter" Probability analysis in Active Trader Pro Let us know if you have any additional questions regarding this. More on reddit.com

Thanks for coming back by the sub this evening, u/Gereldy . I'd be happy to provide clarity on this. It sounds like you may be referring to the Historical Volatility (HV) percentage in regard to the Options Probability Calculator. When using the Probability Calculator, you can adjust the volatility assumption by clicking the "HV Volatility" drop-down, and selecting a time frame. This will then populate the corresponding percentage for that time frame. Please note that the percentage box is clickable because you are able to enter in you own custom HV percentage, and you can also select the HV for 30 days, 60 days 90 days, or 180 days. I'll provide a help resource on historical volatility from our Fidelity Learn Library below. Historical Volatility If this doesn't quite fit the bill for your particular situation, feel free to keep us in the loop as to what's going on. We appreciate you engaging with us today. Please let us know if there is anything else we can clarify or assist with. See you around! Options trading entails significant risk and is not appropriate for all investors. Certain complex options strategies carry additional risk. Before trading options, please read the Characteristics and Risks of Standardized Options . Supporting documentation for any claims, if applicable, will be furnished upon request. More on reddit.com

So $300+…..got it. 😈

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