ORCL Options History — June 2022

In June 2022, ORCL traded between $64.06 and $72.92. ATM implied volatility averaged 35.2%, placing in the 50.3% IV rank vs the trailing year. The 30-day expected move averaged 10.0%. IV traded below realized volatility by 7.4% (HV 20d: 42.7%). Max pain ranged from $70.00 to $77.50. Net GEX was positive for 9 of 21 trading days. Term structure was in contango for 6 of 21 days. Put/call ratio averaged 0.93.

Notable Days

2022-06-14: Highest Volume — 200,233 contracts
2022-06-14: Largest IV drop — 26.9% change
2022-06-13: Highest IV Rank — 97.7%
2022-06-13: Largest Expected Move — 14.2%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$69.65	$64.06	$72.92	$71.96	$69.80
Max Pain	$72.26	$70.00	$77.50	$77.50	$70.00
ATM IV	35.2%	29.0%	50.8%	39.5%	30.3%
Expected Move	10.0%	8.2%	14.2%	13.2%	8.7%
HV 20d	42.7%	31.1%	52.8%	34.5%	50.1%
HV 60d	34.0%	28.4%	37.9%	30.1%	37.2%
IV Rank	50.3%	31.3%	97.7%	63.3%	35.2%
IV Percentile	76.7%	56.7%	98.8%	90.1%	61.9%
Term Structure	-1.1%	-2.9%	0.8%	-2.9%	0.1%
VWIV	34.9%	28.9%	49.8%	47.2%	30.4%
Skew 25d	6.5%	4.5%	12.4%	7.1%	4.5%
Skew 10d	13.3%	9.9%	25.5%	15.0%	9.9%
Call IV 25d	32.7%	26.7%	45.7%	36.5%	29.2%
Put IV 25d	39.2%	31.6%	58.1%	43.6%	33.7%
Bid-Ask Spread %	8.82	2.75	46.87	3.72	3.77
Gamma HHI	0.07	0.05	0.28	0.06	0.05
Net GEX	-5.0M	-43.3M	3.0M	663.2K	1.9M
Net DEX	257.6M	78.4M	590.5M	143.6M	132.5M
Net VEX	-3.8M	-4.3M	-3.2M	-4.2M	-3.9M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.93	0.31	2.34	0.64	0.58
Total Volume	51,155.19	18,621	200,233	18,621	35,720
Total OI	423,129.524	359,588	541,843	400,869	384,692

Daily Data (21 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
2022-06-01	$71.96	$77.50	39.5%	13.2%	34.5%	63.3%	47.2%	7.1%	-2.9%	663.2K	143.6M	-4.2M	0.64	3.72	11,328	7,293	215,876	184,993
2022-06-02	$72.90	$72.50	38.0%	10.2%	33.3%	58.7%	35.6%	6.3%	-2.9%	3.0M	78.5M	-4.3M	0.91	6.63	9,876	9,029	219,892	187,029
2022-06-03	$71.74	$72.50	37.5%	10.0%	31.1%	57.1%	34.5%	7.0%	-2.1%	1.3M	160.4M	-4.1M	0.54	5.27	25,498	13,653	222,259	189,375
2022-06-06	$72.92	$72.50	37.6%	10.3%	31.7%	57.5%	35.0%	6.7%	-1.1%	168.2K	120.8M	-4.1M	0.31	4.82	36,132	11,126	211,179	188,166
2022-06-07	$72.64	$72.50	38.1%	10.5%	31.4%	59.1%	36.3%	6.1%	-1.4%	3.0M	132.1M	-4.1M	0.74	7.73	18,124	13,332	223,801	191,277
2022-06-08	$71.30	$72.50	39.8%	10.6%	31.8%	64.2%	38.0%	6.7%	-2.6%	-1.0M	238.1M	-4.0M	0.59	46.87	14,871	8,784	230,150	197,516
2022-06-09	$69.47	$72.50	40.5%	11.0%	32.4%	66.4%	38.3%	7.0%	-2.9%	-6.4M	365.1M	-3.8M	0.68	26.29	26,054	17,736	232,946	198,847
2022-06-10	$67.75	$72.50	42.9%	12.0%	33.3%	73.8%	42.4%	7.4%	-1.4%	-10.2M	468.2M	-3.7M	0.92	31.53	20,375	18,713	241,346	204,193
2022-06-13	$64.06	$72.50	50.8%	14.2%	37.9%	97.7%	49.8%	12.4%	-2.0%	-8.4M	590.5M	-3.2M	1.97	8.44	52,356	103,113	226,071	202,966
2022-06-14	$70.86	$72.50	37.1%	10.7%	52.8%	56.0%	37.2%	8.4%	-2.5%	649.8K	191.8M	-4.0M	1.72	3.47	73,643	126,590	252,203	255,673
2022-06-15	$69.79	$72.50	30.8%	8.8%	52.1%	36.7%	31.2%	6.2%	-0.4%	-8.2M	342.3M	-3.8M	1.61	4.39	30,439	49,098	257,077	278,560
2022-06-16	$68.60	$72.50	34.5%	10.0%	49.2%	48.1%	35.0%	7.1%	-2.0%	-17.7M	454.1M	-3.7M	2.34	3.94	18,451	43,235	258,192	283,651
2022-06-17	$67.89	$72.50	32.0%	9.2%	49.1%	40.5%	31.6%	6.3%	-0.5%	-43.3M	508.6M	-3.5M	0.58	2.75	48,390	27,889	258,141	279,671
2022-06-21	$67.79	$72.50	30.2%	8.5%	48.7%	35.0%	28.9%	5.2%	0.1%	-6.0M	277.8M	-3.3M	0.82	3.38	22,291	18,240	185,668	173,920
2022-06-22	$66.70	$72.50	30.6%	8.9%	48.2%	36.2%	30.3%	5.5%	0.3%	-8.6M	341.7M	-3.3M	1.09	4.27	14,120	15,454	189,332	182,251
2022-06-23	$67.75	$72.50	30.5%	8.8%	48.6%	35.9%	30.8%	5.5%	0.6%	-5.5M	271.9M	-3.5M	0.95	3.12	11,570	11,031	193,968	185,808
2022-06-24	$70.46	$72.50	29.0%	8.2%	50.6%	31.3%	29.2%	4.8%	0.8%	604.1K	78.4M	-3.7M	0.62	3.18	21,361	13,228	196,577	187,856
2022-06-27	$70.30	$70.00	29.4%	8.3%	49.5%	32.6%	29.5%	5.3%	-0.1%	1.5M	120.0M	-3.7M	0.59	4.61	18,356	10,754	190,465	172,796
2022-06-28	$68.80	$70.00	30.4%	8.8%	49.9%	35.5%	30.7%	5.7%	0.1%	-1.8M	214.6M	-3.6M	0.54	3.43	14,099	7,641	197,038	176,392
2022-06-29	$69.18	$70.00	30.5%	8.8%	49.9%	35.9%	30.7%	5.9%	0.0%	-301.2K	179.0M	-3.8M	0.70	3.66	14,868	10,398	200,928	176,979
2022-06-30	$69.80	$70.00	30.3%	8.7%	50.1%	35.2%	30.4%	4.5%	0.1%	1.9M	132.5M	-3.9M	0.58	3.77	22,672	13,048	204,632	180,060