ORCL Options History — October 2020

In October 2020, ORCL traded between $55.81 and $61.49. ATM implied volatility averaged 28.0%, placing in the 19.6% IV rank vs the trailing year. The 30-day expected move averaged 8.0%. IV traded above realized volatility by 10.0% (HV 20d: 18.0%). Max pain ranged from $57.50 to $59.00. Net GEX was positive for 20 of 22 trading days. Term structure was in contango for 5 of 22 days. Put/call ratio averaged 0.67.

Notable Days

2020-10-26: Highest Volume — 58,360 contracts
2020-10-26: Largest IV spike — 13.2% change
2020-10-30: Highest IV Rank — 26.0%
2020-10-30: Largest Expected Move — 9.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$59.39	$55.81	$61.49	$59.50	$55.82
Max Pain	$57.68	$57.50	$59.00	$58.00	$57.50
ATM IV	28.0%	25.7%	32.6%	26.5%	32.6%
Expected Move	8.0%	7.2%	9.5%	7.2%	9.5%
HV 20d	18.0%	11.1%	27.2%	27.2%	21.3%
HV 60d	20.6%	19.7%	22.5%	20.4%	22.5%
IV Rank	19.6%	16.4%	26.0%	17.6%	26.0%
IV Percentile	50.8%	36.1%	69.4%	47.6%	69.4%
Term Structure	-0.1%	-1.6%	2.9%	2.0%	-1.6%
VWIV	28.4%	25.2%	37.6%	25.2%	37.6%
Skew 25d	2.5%	0.1%	6.8%	0.8%	6.8%
Skew 10d	5.3%	0.4%	13.1%	2.3%	13.1%
Call IV 25d	27.2%	24.8%	29.7%	26.6%	29.0%
Put IV 25d	29.7%	26.9%	35.8%	27.5%	35.8%
Bid-Ask Spread %	3.61	2.17	6.59	3.50	3.51
Gamma HHI	0.11	0.06	0.21	0.13	0.07
Net GEX	25.1M	-2.6M	71.5M	30.4M	-2.6M
Net DEX	-387.5M	-671.4M	33.9M	-452.4M	33.9M
Net VEX	-3.7M	-4.0M	-3.4M	-3.9M	-3.8M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.67	0.15	1.73	0.25	0.77
Total Volume	23,993.909	9,804	58,360	19,970	36,605
Total OI	581,328.909	497,927	644,473	639,150	571,873

Daily Data (22 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	P/C	Spread %	Call Vol	Put Vol	Call OI	Put OI
2020-10-01	$59.50	$58.00	26.5%	7.2%	27.2%	17.6%	25.2%	0.8%	2.0%	30.4M	-452.4M	-3.9M	0.25	3.50	15,939	4,031	386,813	252,337
2020-10-02	$59.07	$58.00	27.5%	7.2%	23.8%	18.9%	26.1%	0.1%	2.9%	21.7M	-393.7M	-4.0M	0.57	5.18	13,283	7,551	390,160	254,313
2020-10-05	$59.51	$57.50	29.2%	8.4%	22.5%	21.3%	29.7%	1.9%	-0.7%	27.8M	-438.1M	-3.9M	0.20	2.82	16,195	3,250	359,160	247,683
2020-10-06	$59.59	$57.50	28.4%	8.0%	22.2%	20.1%	27.9%	2.3%	-0.2%	30.9M	-445.3M	-3.7M	0.22	6.59	24,735	5,526	361,554	248,406
2020-10-07	$60.69	$57.50	29.0%	8.3%	21.1%	21.1%	29.4%	1.5%	-0.1%	42.9M	-585.6M	-4.0M	0.27	2.33	21,634	5,881	363,928	251,376
2020-10-08	$60.90	$57.50	28.2%	8.0%	21.1%	20.0%	28.0%	0.4%	-0.2%	49.9M	-626.2M	-3.9M	0.28	2.17	12,824	3,560	368,716	252,081
2020-10-09	$61.03	$57.50	27.0%	7.7%	21.1%	18.2%	26.8%	0.2%	-0.4%	71.5M	-650.1M	-3.8M	0.47	3.26	18,758	8,821	370,126	252,327
2020-10-12	$61.49	$57.50	25.8%	7.3%	16.0%	16.6%	25.9%	1.6%	-0.3%	45.5M	-671.4M	-3.6M	0.22	3.07	23,733	5,107	354,114	249,438
2020-10-13	$61.18	$57.50	26.9%	7.6%	14.3%	18.0%	26.7%	1.3%	-0.1%	44.1M	-617.4M	-3.6M	0.15	3.17	8,525	1,279	354,182	248,323
2020-10-14	$61.25	$57.50	26.5%	7.5%	14.2%	17.5%	25.8%	1.5%	-0.5%	44.6M	-631.6M	-3.6M	0.71	3.54	7,793	5,523	356,060	248,587
2020-10-15	$60.45	$57.50	25.9%	7.4%	14.3%	16.7%	25.9%	1.7%	-0.2%	41.0M	-513.4M	-3.4M	1.02	3.61	11,622	11,899	356,524	252,973
2020-10-16	$60.41	$57.50	26.6%	7.5%	14.2%	17.7%	26.3%	0.9%	-0.3%	18.7M	-517.7M	-3.5M	0.34	4.44	23,036	7,744	358,014	256,480
2020-10-19	$59.72	$57.50	27.7%	7.9%	13.6%	19.1%	27.2%	2.9%	-0.8%	17.0M	-362.4M	-3.4M	0.85	3.64	12,979	10,994	278,568	219,359
2020-10-20	$60.05	$57.50	27.7%	7.9%	13.8%	19.2%	27.5%	1.9%	-0.6%	19.3M	-399.9M	-3.5M	0.68	3.82	9,342	6,345	285,061	226,108
2020-10-21	$59.85	$57.50	28.5%	8.2%	11.4%	20.4%	29.6%	4.2%	-1.0%	17.1M	-358.2M	-3.6M	1.29	3.13	15,311	19,789	287,525	228,956
2020-10-22	$59.68	$57.50	27.2%	7.8%	11.4%	18.5%	27.0%	1.6%	0.0%	13.5M	-335.5M	-3.6M	0.44	4.16	8,952	3,917	294,444	245,282
2020-10-23	$59.86	$57.50	25.7%	7.4%	11.1%	16.4%	29.0%	3.3%	-0.3%	10.2M	-349.1M	-3.7M	1.73	3.52	8,328	14,368	298,096	246,088
2020-10-26	$57.25	$57.50	29.1%	8.5%	19.4%	21.2%	29.7%	4.3%	0.0%	5.3M	-99.4M	-3.7M	1.22	3.98	26,282	32,078	289,065	249,842
2020-10-27	$57.18	$58.50	28.7%	8.4%	19.4%	20.6%	30.4%	4.1%	-0.2%	4.9M	-103.8M	-3.6M	0.76	2.78	8,786	6,692	294,171	262,297
2020-10-28	$55.81	$59.00	31.0%	9.0%	20.8%	23.8%	32.3%	5.5%	0.0%	-909.2K	15.8M	-3.6M	1.03	3.73	9,768	10,053	294,023	263,044
2020-10-29	$56.28	$58.00	30.4%	9.1%	21.2%	22.9%	31.7%	5.8%	-0.4%	418.0K	-24.6M	-3.6M	1.25	3.49	8,463	10,565	295,932	265,827
2020-10-30	$55.82	$57.50	32.6%	9.5%	21.3%	26.0%	37.6%	6.8%	-1.6%	-2.6M	33.9M	-3.8M	0.77	3.51	20,656	15,949	299,223	272,650