ORCL Options History — October 2019

In October 2019, ORCL traded between $53.31 and $57.06. ATM implied volatility averaged 19.4%, placing in the 19.3% IV rank vs the trailing year. The 30-day expected move averaged 5.6%. IV traded below realized volatility by 3.8% (HV 20d: 23.2%). Max pain ranged from $52.50 to $55.00. Net GEX was positive for 22 of 23 trading days. Term structure was in contango for 10 of 23 days. Put/call ratio averaged 0.92.

Notable Days

  • 2019-10-11: Highest Volume — 32,950 contracts
  • 2019-10-16: Largest IV spike — 14.4% change
  • 2019-10-02: Highest IV Rank — 33.9%
  • 2019-10-03: Largest Expected Move — 6.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$54.86$53.31$57.06$53.89$54.47
Max Pain$54.13$52.50$55.00$55.00$54.50
ATM IV19.4%16.5%23.0%21.3%17.1%
Expected Move5.6%4.8%6.7%6.1%5.2%
HV 20d23.2%20.0%26.8%26.5%20.1%
HV 60d23.6%22.4%24.6%22.4%23.2%
IV Rank19.3%7.5%33.9%26.9%9.6%
IV Percentile35.4%13.5%56.3%50.8%20.6%
Term Structure-0.0%-2.2%1.5%0.0%0.1%
VWIV19.8%17.5%25.9%21.6%17.9%
Skew 25d4.2%2.9%6.0%4.4%3.5%
Skew 10d8.8%6.4%11.5%8.9%6.7%
Call IV 25d17.7%15.3%21.2%19.7%15.6%
Put IV 25d21.9%18.4%26.0%24.0%19.2%
Bid-Ask Spread %9.803.7631.966.6112.57
Gamma HHI0.120.100.160.100.11
Net GEX9.7M-1.5M18.6M2.1M8.4M
Net DEX-168.6M-430.5M21.3M-42.9M-138.4M
Net VEX-3.1M-3.4M-2.8M-3.3M-2.8M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.920.302.941.170.96
Total Volume12,476.5655,01132,95016,63811,125
Total OI427,480.348403,413452,524423,681425,015

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2019-10-01$53.89$55.0021.3%6.1%26.5%26.9%21.6%4.4%0.0%2.1M-42.9M-3.3M1.176.617,6608,978186,282237,399
2019-10-02$53.31$55.0023.0%6.6%25.8%33.9%25.9%4.8%-0.2%-1.5M21.3M-3.4M2.139.235,00910,685188,983240,327
2019-10-03$53.75$52.5022.5%6.7%25.5%31.8%23.2%4.5%-0.2%1.7M-30.5M-3.3M1.655.474,8648,009190,528238,837
2019-10-04$55.14$52.5020.0%6.0%26.8%21.6%20.0%4.3%0.3%11.4M-201.3M-3.3M0.307.1211,0603,274192,757238,743
2019-10-07$55.05$52.5020.5%6.0%25.5%23.6%21.1%4.4%0.3%11.2M-183.6M-3.2M0.506.383,3331,678190,456232,759
2019-10-08$54.20$52.5022.3%6.3%25.8%31.0%23.3%5.0%-0.4%6.0M-90.5M-3.3M0.526.775,1692,695191,898233,407
2019-10-09$54.69$52.5021.8%6.1%25.2%29.2%22.0%4.4%-0.5%11.3M-158.0M-3.3M0.7415.717,2815,373193,112234,077
2019-10-10$55.48$52.5021.3%6.3%20.7%27.2%22.0%5.0%0.8%15.1M-251.7M-3.3M0.666.158,3925,563196,029236,090
2019-10-11$57.06$52.5020.4%5.5%22.7%23.4%18.5%6.0%-2.2%18.6M-430.5M-3.2M0.4421.6522,88910,061197,461239,001
2019-10-14$56.48$55.0018.3%5.2%22.4%14.5%19.9%5.2%1.4%18.1M-353.2M-3.2M0.574.147,2774,179201,524238,802
2019-10-15$56.47$55.0016.9%4.8%22.3%9.1%18.2%5.1%1.5%18.4M-354.5M-3.1M1.364.804,8576,592202,968240,620
2019-10-16$55.83$55.0019.4%5.6%22.6%19.1%18.9%4.8%-0.8%16.7M-280.5M-3.1M1.763.763,2235,681204,278242,693
2019-10-17$55.23$55.0018.3%5.2%22.2%14.7%17.7%4.3%0.3%18.1M-218.3M-3.1M1.044.214,6454,810206,243242,359
2019-10-18$54.57$55.0018.8%5.3%22.8%16.6%20.1%4.0%1.0%7.4M-103.2M-3.0M2.9411.066,41818,901207,689244,835
2019-10-21$55.10$55.0018.6%5.2%22.7%15.8%18.3%4.0%-0.7%11.0M-181.6M-3.0M0.477.466,0032,848180,116223,297
2019-10-22$54.11$55.0020.4%5.8%23.2%23.3%19.9%2.9%-0.4%5.0M-84.6M-3.0M0.5431.9611,0466,015183,491224,370
2019-10-23$54.22$55.0019.6%5.7%23.0%20.1%18.6%4.1%-0.5%5.4M-99.5M-3.0M0.447.656,2582,749187,834226,652
2019-10-24$54.25$55.0018.6%5.4%23.0%16.2%18.6%3.9%-0.4%5.0M-96.7M-3.0M0.739.873,8072,787190,713227,571
2019-10-25$54.15$54.5017.4%5.1%23.0%11.2%17.5%3.7%-0.3%3.4M-86.9M-2.9M0.347.876,0842,061192,084229,392
2019-10-28$54.59$54.5016.8%5.1%22.0%8.6%17.8%3.1%0.1%8.3M-149.1M-2.8M0.778.835,8364,507186,604225,542
2019-10-29$54.78$54.5016.9%5.1%20.4%9.0%17.8%3.1%-0.0%10.1M-176.9M-2.9M0.509.236,7903,409189,676227,511
2019-10-30$54.91$54.5016.5%5.0%20.0%7.5%17.9%2.9%-0.0%12.0M-187.3M-2.9M0.5816.814,4752,605193,039228,984
2019-10-31$54.47$54.5017.1%5.2%20.1%9.6%17.9%3.5%0.1%8.4M-138.4M-2.8M0.9612.575,6825,443195,341229,674