ORCL Options History — April 2022

In April 2022, ORCL traded between $73.76 and $83.94. ATM implied volatility averaged 26.9%, placing in the 24.9% IV rank vs the trailing year. The 30-day expected move averaged 7.7%. IV traded above realized volatility by 1.2% (HV 20d: 25.7%). Max pain ranged from $80.00 to $80.00. Net GEX was positive for 12 of 20 trading days. Term structure was in contango for 4 of 20 days. Put/call ratio averaged 1.20.

Notable Days

  • 2022-04-26: Highest Volume — 49,081 contracts
  • 2022-04-22: Largest IV spike — 10.3% change
  • 2022-04-26: Highest IV Rank — 46.5%
  • 2022-04-26: Largest Expected Move — 10.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$79.15$73.76$83.94$81.55$73.76
Max Pain$80.00$80.00$80.00$80.00$80.00
ATM IV26.9%21.8%34.0%22.8%33.1%
Expected Move7.7%6.2%10.0%6.7%9.9%
HV 20d25.7%22.6%29.4%29.4%27.2%
HV 60d28.6%27.8%30.0%27.9%30.0%
IV Rank24.9%9.4%46.5%12.4%43.7%
IV Percentile55.5%20.6%87.3%29.0%86.5%
Term Structure-0.4%-1.6%0.7%0.4%-0.8%
VWIV27.2%21.8%36.9%24.1%36.9%
Skew 25d5.3%3.4%7.7%3.7%7.7%
Skew 10d10.5%5.5%15.8%7.6%14.5%
Call IV 25d24.9%20.9%31.2%21.9%30.9%
Put IV 25d30.2%24.3%38.6%25.6%38.6%
Bid-Ask Spread %3.692.054.694.444.00
Gamma HHI0.080.050.340.090.34
Net GEX3.4M-28.0M35.5M3.6M-28.0M
Net DEX-67.1M-530.6M295.6M-261.4M295.6M
Net VEX-4.9M-5.1M-4.7M-5.0M-4.7M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.200.462.610.902.61
Total Volume27,608.316,48149,08146,55431,721
Total OI416,018.25385,391437,627425,087437,627

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-04-01$81.55$80.0022.8%6.7%29.4%12.4%24.1%3.7%0.4%3.6M-261.4M-5.0M0.904.4424,56021,994243,706181,381
2022-04-04$83.94$80.0021.8%6.2%29.4%9.4%21.8%3.4%-0.0%35.5M-530.6M-5.0M0.593.0921,67612,823237,900175,148
2022-04-05$82.86$80.0023.4%6.8%29.3%14.3%23.5%3.8%-0.3%25.7M-406.3M-5.1M0.763.769,3547,127241,824180,107
2022-04-06$82.19$80.0024.4%7.1%27.3%17.4%24.5%4.6%-0.2%20.5M-337.9M-5.0M0.464.6918,4038,541243,385181,704
2022-04-07$81.92$80.0024.6%7.0%27.4%17.9%25.8%4.5%-0.5%19.1M-281.1M-5.1M1.112.7813,41114,885239,464183,509
2022-04-08$81.11$80.0024.6%7.2%26.8%17.8%25.2%4.0%-0.4%14.8M-205.8M-5.0M1.862.5510,99920,447240,223186,831
2022-04-11$79.98$80.0026.9%7.7%27.0%25.0%28.7%5.0%-0.0%7.0M-98.7M-5.0M1.472.749,39813,797231,666183,645
2022-04-12$79.19$80.0027.3%7.6%23.4%26.1%27.3%5.7%-0.8%1.5M-18.0M-4.9M2.133.638,74818,648233,150187,454
2022-04-13$79.77$80.0024.6%7.0%23.2%17.8%24.9%4.6%-0.2%4.2M-63.7M-4.9M0.832.9115,00712,455234,071188,003
2022-04-14$79.76$80.0024.5%7.0%22.6%17.7%25.0%4.7%0.1%2.5M-44.3M-5.0M1.642.0510,29416,876237,736193,691
2022-04-18$78.00$80.0026.3%7.5%23.3%23.1%25.7%5.2%-0.1%-6.3M61.3M-4.7M0.644.0410,9646,976206,484178,907
2022-04-19$79.55$80.0024.2%6.9%24.4%16.6%23.5%4.6%0.2%-1.5M-59.1M-4.8M0.993.149,6239,555209,195181,122
2022-04-20$80.38$80.0025.0%7.2%24.1%19.0%24.0%5.1%-0.0%4.3M-134.3M-4.9M0.594.0115,8029,282212,615184,668
2022-04-21$79.55$80.0026.5%7.6%23.8%23.7%26.3%5.3%0.7%548.0K-68.9M-4.9M0.814.4113,49910,919216,111186,906
2022-04-22$76.90$80.0029.2%8.4%25.4%32.0%29.6%5.9%-0.5%-7.7M152.5M-4.8M1.283.9710,86913,931220,612191,172
2022-04-25$76.94$80.0030.8%8.9%25.4%36.9%30.8%6.5%-1.3%-5.0M111.1M-4.8M0.644.2518,21811,680213,633187,662
2022-04-26$74.79$80.0034.0%10.0%25.0%46.5%34.4%7.3%-1.6%-7.5M220.8M-4.7M2.554.4613,82235,259221,909190,288
2022-04-27$74.84$80.0033.0%9.5%24.3%43.4%32.5%7.1%-1.3%-9.1M209.3M-4.8M1.134.349,37110,620227,785195,500
2022-04-28$76.11$80.0030.8%8.9%25.5%36.8%30.4%6.9%-1.2%-6.5M117.4M-5.0M1.004.5910,32410,288232,157201,414
2022-04-29$73.76$80.0033.1%9.9%27.2%43.7%36.9%7.7%-0.8%-28.0M295.6M-4.7M2.614.008,77522,946234,582203,045