ORCL Options History — February 2022

In February 2022, ORCL traded between $72.67 and $83.33. ATM implied volatility averaged 37.9%, placing in the 82.2% IV rank vs the trailing year. The 30-day expected move averaged 11.3%. IV traded above realized volatility by 14.0% (HV 20d: 23.9%). Max pain ranged from $81.00 to $87.50. Net GEX was positive for 6 of 19 trading days. Term structure was in contango for 4 of 19 days. Put/call ratio averaged 0.66.

Notable Days

2022-02-02: Highest Volume — 61,736 contracts
2022-02-07: Largest IV spike — 18.2% change
2022-02-14: Highest IV Rank — 100.0%
2022-02-28: Largest Expected Move — 15.2%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$78.75	$72.67	$83.33	$81.08	$75.68
Max Pain	$83.32	$81.00	$87.50	$82.00	$82.50
ATM IV	37.9%	26.2%	46.2%	26.3%	45.0%
Expected Move	11.3%	7.4%	15.2%	7.5%	15.2%
HV 20d	23.9%	17.4%	30.6%	20.1%	30.6%
HV 60d	41.6%	40.4%	42.9%	40.4%	42.9%
IV Rank	82.2%	35.5%	100.0%	36.1%	95.8%
IV Percentile	93.0%	58.3%	100.0%	59.1%	99.6%
Term Structure	0.3%	-3.2%	9.6%	8.4%	-1.9%
VWIV	39.7%	25.7%	52.3%	26.8%	52.3%
Skew 25d	5.8%	3.8%	7.4%	4.4%	6.4%
Skew 10d	11.5%	8.5%	14.8%	10.0%	14.0%
Call IV 25d	36.3%	24.9%	44.6%	25.2%	42.5%
Put IV 25d	42.2%	28.9%	50.9%	29.6%	48.9%
Bid-Ask Spread %	4.08	2.67	7.92	4.07	7.92
Gamma HHI	0.07	0.06	0.10	0.06	0.08
Net GEX	-398.2K	-8.7M	15.7M	-1.8M	-1.1M
Net DEX	149.4M	-203.0M	453.4M	68.9M	216.3M
Net VEX	-5.2M	-5.5M	-4.6M	-5.1M	-5.0M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.66	0.27	1.08	0.99	0.43
Total Volume	32,766.105	21,010	61,736	29,721	36,421
Total OI	438,845.158	409,675	470,223	409,675	435,201

Daily Data (19 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
2022-02-01	$81.08	$82.00	26.3%	7.5%	20.1%	36.1%	26.8%	4.4%	8.4%	-1.8M	68.9M	-5.1M	0.99	4.07	14,902	14,819	229,406	180,269
2022-02-02	$82.45	$81.00	26.2%	7.4%	20.8%	35.5%	25.7%	3.8%	9.6%	3.4M	-59.7M	-5.2M	0.27	3.35	48,571	13,165	232,050	184,404
2022-02-03	$81.90	$87.50	29.2%	10.0%	19.1%	49.9%	35.3%	5.3%	8.5%	4.2M	-22.4M	-5.3M	0.49	4.38	19,103	9,359	245,244	187,209
2022-02-04	$82.45	$87.50	29.8%	10.0%	19.4%	52.3%	35.3%	4.8%	9.3%	7.4M	-78.8M	-5.3M	0.71	6.01	14,704	10,449	247,534	189,755
2022-02-07	$80.96	$87.50	35.2%	10.4%	18.7%	78.0%	35.5%	5.7%	-1.0%	2.0M	36.9M	-5.2M	0.85	4.12	22,428	19,108	236,149	180,087
2022-02-08	$80.55	$85.00	36.7%	10.2%	17.4%	85.4%	35.6%	5.3%	-2.6%	-268.8K	87.5M	-5.3M	0.76	4.44	22,343	16,887	246,890	190,282
2022-02-09	$83.33	$82.50	36.9%	10.2%	22.2%	86.1%	35.1%	4.3%	-1.4%	15.7M	-203.0M	-5.5M	0.51	3.34	23,185	11,745	252,009	189,581
2022-02-10	$81.75	$82.50	37.4%	10.4%	23.0%	88.7%	37.3%	4.4%	-1.4%	7.6M	-45.7M	-5.5M	0.52	5.06	16,878	8,764	256,165	191,846
2022-02-11	$79.84	$82.50	39.8%	11.1%	24.0%	100.0%	38.3%	6.9%	-1.8%	-3.2M	148.5M	-5.4M	0.60	3.59	20,413	12,297	258,042	194,350
2022-02-14	$78.96	$82.50	41.4%	11.7%	24.1%	100.0%	41.1%	6.9%	-1.4%	-2.8M	192.6M	-5.3M	1.08	4.54	13,096	14,102	250,763	193,695
2022-02-15	$79.57	$82.50	38.6%	11.0%	23.3%	87.3%	38.9%	6.0%	-1.6%	-3.2M	149.7M	-5.3M	0.51	2.81	13,879	7,131	254,192	195,698
2022-02-16	$79.33	$82.50	38.3%	11.0%	22.4%	86.2%	38.6%	5.8%	-1.3%	-4.3M	168.5M	-5.2M	0.70	2.67	17,934	12,624	256,790	196,978
2022-02-17	$75.75	$82.50	42.0%	12.2%	27.2%	100.0%	42.1%	6.9%	-3.2%	-8.7M	397.1M	-5.0M	0.67	2.77	20,029	13,406	262,228	196,629
2022-02-18	$74.71	$82.50	42.1%	12.3%	27.4%	100.0%	43.8%	7.4%	-2.1%	-5.2M	453.4M	-4.8M	0.73	3.24	17,053	12,457	270,020	200,203
2022-02-22	$74.23	$82.50	42.8%	13.1%	27.4%	100.0%	44.7%	6.9%	-1.8%	-5.5M	368.8M	-4.8M	0.72	3.73	22,186	16,071	230,077	186,399
2022-02-23	$72.67	$82.50	46.2%	14.3%	28.0%	100.0%	49.5%	6.4%	-2.9%	-6.1M	442.8M	-4.6M	0.73	3.30	18,478	13,534	239,722	192,676
2022-02-24	$74.61	$82.50	44.2%	13.9%	29.3%	92.9%	49.5%	6.9%	-2.7%	-4.2M	320.2M	-4.9M	0.65	3.56	16,808	10,909	242,409	196,585
2022-02-25	$76.36	$82.50	42.7%	13.7%	30.6%	87.3%	48.4%	6.4%	-2.7%	-1.4M	198.0M	-5.1M	0.59	4.69	17,161	10,157	247,725	198,796
2022-02-28	$75.68	$82.50	45.0%	15.2%	30.6%	95.8%	52.3%	6.4%	-1.9%	-1.1M	216.3M	-5.0M	0.43	7.92	25,514	10,907	241,375	193,826