ORCL Options History — June 2021

In June 2021, ORCL traded between $76.58 and $84.91. ATM implied volatility averaged 23.6%, placing in the 16.7% IV rank vs the trailing year. The 30-day expected move averaged 6.6%. IV traded above realized volatility by 1.7% (HV 20d: 21.9%). Max pain ranged from $70.00 to $80.00. Net GEX was positive for 20 of 22 trading days. Term structure was in contango for 5 of 22 days. Put/call ratio averaged 0.65.

Notable Days

  • 2021-06-16: Highest Volume — 256,950 contracts
  • 2021-06-16: Largest IV drop — 23.8% change
  • 2021-06-08: Highest IV Rank — 34.1%
  • 2021-06-02: Largest Expected Move — 8.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$80.19$76.58$84.91$79.77$77.94
Max Pain$77.95$70.00$80.00$70.00$77.50
ATM IV23.6%18.7%27.9%27.4%18.7%
Expected Move6.6%5.1%8.5%8.0%5.1%
HV 20d21.9%13.6%26.4%19.0%25.9%
HV 60d22.8%20.1%25.6%25.6%21.9%
IV Rank16.7%0.0%34.1%31.9%0.0%
IV Percentile27.8%0.0%57.9%52.4%0.0%
Term Structure-0.7%-2.7%1.3%-2.7%0.6%
VWIV23.7%18.6%30.0%30.0%18.6%
Skew 25d1.2%-3.5%4.5%4.5%1.1%
Skew 10d3.7%-1.0%12.2%4.3%1.7%
Call IV 25d24.1%19.1%31.4%25.0%19.1%
Put IV 25d25.3%20.0%30.6%29.5%20.2%
Bid-Ask Spread %6.322.9220.903.963.09
Gamma HHI0.090.060.120.110.09
Net GEX24.7M-32.2M43.1M26.8M26.4M
Net DEX-862.9M-1.58B-180.0M-959.3M-519.7M
Net VEX-5.5M-5.8M-5.1M-5.2M-5.7M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.650.161.260.550.54
Total Volume55,946.77320,430256,95020,43020,553
Total OI538,834.5475,065718,046484,573496,274

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2021-06-01$79.77$70.0027.4%8.0%19.0%31.9%30.0%4.5%-2.7%26.8M-959.3M-5.2M0.553.9613,1917,239267,457217,116
2021-06-02$80.40$70.0027.5%8.5%18.6%32.6%30.0%3.4%-1.3%35.4M-1.05B-5.3M0.605.9323,49814,003276,106222,198
2021-06-03$81.33$80.0027.5%7.2%18.3%32.5%25.3%-1.7%-2.3%37.1M-1.18B-5.4M0.667.4615,98710,627282,855229,501
2021-06-04$83.10$80.0027.0%7.3%19.7%30.4%25.5%1.3%-1.1%36.3M-1.40B-5.3M0.467.9643,12819,924286,329233,796
2021-06-07$84.12$80.0027.6%7.4%20.0%32.9%26.6%-3.5%-1.5%37.3M-1.46B-5.1M0.328.5826,3958,415283,438228,266
2021-06-08$84.91$80.0027.9%7.6%20.2%34.1%27.4%3.0%-1.7%40.0M-1.58B-5.1M0.468.9824,31811,178295,161232,949
2021-06-09$84.55$80.0026.9%7.4%13.6%29.8%26.2%2.5%-1.2%43.1M-1.55B-5.1M0.698.0315,39010,639300,148236,383
2021-06-10$82.33$80.0027.3%7.6%16.9%31.5%26.8%1.2%-1.8%40.7M-1.23B-5.3M1.148.2635,76540,937304,580244,476
2021-06-11$82.78$80.0026.8%7.4%16.0%29.5%26.2%2.6%-1.1%26.0M-1.24B-5.4M0.858.3522,78419,419311,587264,542
2021-06-14$82.42$80.0027.3%7.7%16.1%31.4%27.2%2.1%-2.0%25.5M-1.13B-5.6M0.907.8430,34227,169294,403245,305
2021-06-15$81.55$80.0027.6%7.8%16.7%33.0%27.5%2.6%-1.0%19.0M-994.9M-5.7M1.2620.9076,78096,951308,168265,956
2021-06-16$77.41$80.0021.0%6.0%25.4%4.6%22.5%1.0%0.5%-32.2M-180.0M-5.5M0.893.48136,007120,943339,909324,877
2021-06-17$77.60$77.5020.7%5.9%25.3%3.0%21.4%1.3%-0.1%-3.5M-399.4M-5.7M0.593.1847,05327,732370,434330,125
2021-06-18$76.58$77.5021.2%6.1%25.5%5.2%22.0%1.0%-0.0%7.9M-227.2M-5.8M0.983.2428,38727,788384,580333,466
2021-06-21$77.88$77.5020.0%5.7%26.3%0.2%20.3%0.8%-0.3%15.6M-478.3M-5.8M0.352.9230,48810,803273,821201,244
2021-06-22$78.62$77.5019.9%5.7%26.4%0.0%19.9%0.8%-0.0%24.3M-613.1M-5.6M0.3810.1124,1579,068284,042205,574
2021-06-23$78.25$77.5019.6%5.6%26.2%0.0%19.7%0.3%-0.2%23.7M-557.6M-5.7M0.733.3118,30813,396289,169208,990
2021-06-24$77.83$77.5019.7%5.6%26.2%0.3%20.0%0.5%1.3%24.3M-499.8M-5.6M0.533.2923,52212,539293,439210,233
2021-06-25$78.37$77.5018.9%5.3%26.4%0.0%19.1%0.7%0.3%41.2M-586.9M-5.7M0.163.0927,9044,477299,303211,943
2021-06-28$78.41$77.5019.8%5.5%26.4%3.6%19.6%0.4%0.3%23.2M-586.9M-5.6M0.493.9114,5317,055278,167199,720
2021-06-29$78.11$77.5019.3%5.2%26.1%1.4%19.0%0.6%-0.1%25.4M-555.5M-5.6M0.683.1219,11512,924285,173203,156
2021-06-30$77.94$77.5018.7%5.1%25.9%0.0%18.6%1.1%0.6%26.4M-519.7M-5.7M0.543.0913,3747,179289,774206,500