ORCL Options History — August 2022

In August 2022, ORCL traded between $73.88 and $79.53. ATM implied volatility averaged 30.0%, placing in the 32.9% IV rank vs the trailing year. The 30-day expected move averaged 9.7%. IV traded above realized volatility by 10.4% (HV 20d: 19.7%). Max pain ranged from $72.00 to $75.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 10 of 23 days. Put/call ratio averaged 0.71.

Notable Days

2022-08-12: Highest Volume — 41,647 contracts
2022-08-15: Largest IV spike — 19.0% change
2022-08-30: Highest IV Rank — 62.9%
2022-08-31: Largest Expected Move — 13.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$77.07	$73.88	$79.53	$77.52	$74.36
Max Pain	$74.61	$72.00	$75.00	$72.00	$75.00
ATM IV	30.0%	21.8%	39.6%	23.7%	39.1%
Expected Move	9.7%	6.5%	13.6%	6.9%	13.6%
HV 20d	19.7%	17.3%	21.4%	20.0%	18.7%
HV 60d	33.9%	32.4%	36.3%	36.3%	32.7%
IV Rank	32.9%	7.3%	62.9%	13.2%	61.2%
IV Percentile	50.8%	7.9%	88.9%	17.9%	87.3%
Term Structure	1.1%	-2.2%	9.0%	0.4%	-1.8%
VWIV	34.1%	22.5%	46.8%	24.9%	46.8%
Skew 25d	6.0%	3.2%	7.3%	5.6%	7.0%
Skew 10d	12.2%	7.0%	15.2%	12.0%	14.3%
Call IV 25d	27.4%	19.6%	36.0%	21.9%	36.0%
Put IV 25d	33.4%	23.1%	43.2%	27.5%	43.0%
Bid-Ask Spread %	3.14	1.98	5.13	3.42	2.83
Gamma HHI	0.11	0.05	0.32	0.07	0.05
Net GEX	27.3M	2.5M	59.7M	23.9M	9.4M
Net DEX	-398.2M	-719.8M	-49.0M	-458.3M	-89.3M
Net VEX	-4.4M	-4.6M	-4.3M	-4.6M	-4.4M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.71	0.21	1.83	1.23	1.20
Total Volume	22,429.783	11,301	41,647	31,957	24,279
Total OI	426,602	384,440	460,396	411,423	434,235

Daily Data (23 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
2022-08-01	$77.52	$72.00	23.7%	6.9%	20.0%	13.2%	24.9%	5.6%	0.4%	23.9M	-458.3M	-4.6M	1.23	3.42	14,325	17,632	219,480	191,943
2022-08-02	$76.55	$72.00	24.2%	6.9%	20.5%	14.8%	28.7%	5.9%	-0.2%	25.5M	-384.4M	-4.5M	1.83	5.13	9,664	17,696	225,113	195,245
2022-08-03	$77.69	$72.00	22.5%	6.5%	20.9%	9.4%	22.5%	5.1%	0.0%	26.4M	-508.2M	-4.5M	0.75	3.04	11,821	8,921	225,818	199,008
2022-08-04	$77.36	$75.00	23.4%	8.5%	21.1%	12.1%	31.9%	5.2%	-0.1%	30.2M	-476.4M	-4.5M	1.05	2.46	8,434	8,835	227,926	199,248
2022-08-05	$77.23	$75.00	22.8%	8.5%	21.1%	10.4%	28.6%	5.0%	0.8%	18.8M	-467.6M	-4.5M	0.50	3.20	20,790	10,441	229,444	200,712
2022-08-08	$76.54	$75.00	22.8%	8.7%	21.4%	10.4%	30.4%	5.4%	7.7%	22.1M	-348.9M	-4.5M	0.49	1.98	17,430	8,583	221,080	191,655
2022-08-09	$76.76	$75.00	23.0%	8.8%	19.9%	11.0%	30.1%	4.9%	7.7%	31.3M	-400.4M	-4.4M	1.04	2.51	5,546	5,755	228,608	195,176
2022-08-10	$77.51	$75.00	21.8%	8.8%	19.8%	7.3%	32.0%	4.7%	9.0%	39.1M	-485.0M	-4.4M	0.85	3.38	13,233	11,246	231,766	198,797
2022-08-11	$77.11	$75.00	24.7%	9.1%	19.4%	16.2%	31.4%	4.5%	8.4%	44.6M	-443.6M	-4.4M	0.46	4.03	9,742	4,465	235,806	199,769
2022-08-12	$79.03	$75.00	24.7%	8.6%	20.1%	16.2%	31.1%	3.2%	8.3%	38.2M	-673.9M	-4.3M	0.24	3.21	33,515	8,132	236,828	201,208
2022-08-15	$79.24	$75.00	29.3%	8.9%	19.8%	30.8%	33.0%	6.0%	-0.2%	37.8M	-648.7M	-4.4M	0.76	2.14	7,588	5,753	236,193	195,054
2022-08-16	$79.53	$75.00	30.3%	8.9%	18.2%	33.8%	31.8%	6.0%	-0.5%	38.0M	-692.6M	-4.3M	0.21	2.78	25,095	5,303	238,607	197,592
2022-08-17	$79.22	$75.00	31.8%	9.1%	18.4%	38.5%	33.0%	6.5%	0.4%	52.8M	-683.0M	-4.4M	0.58	4.22	8,793	5,119	250,296	199,759
2022-08-18	$79.45	$75.00	31.8%	9.1%	17.3%	38.3%	33.4%	6.3%	0.2%	59.7M	-719.8M	-4.3M	0.29	2.47	17,381	5,054	252,620	201,563
2022-08-19	$78.70	$75.00	32.8%	9.5%	17.8%	41.7%	32.7%	6.1%	-1.4%	53.7M	-609.1M	-4.4M	0.22	2.64	21,892	4,853	256,551	203,845
2022-08-22	$76.41	$75.00	36.7%	10.8%	21.2%	53.7%	38.3%	7.2%	-2.2%	13.1M	-211.4M	-4.3M	0.77	3.46	12,561	9,673	209,756	174,684
2022-08-23	$76.47	$75.00	37.4%	11.4%	20.9%	56.0%	40.1%	7.0%	-1.5%	14.2M	-219.7M	-4.4M	0.81	3.17	17,236	14,005	216,109	180,646
2022-08-24	$76.40	$75.00	36.7%	11.0%	18.6%	53.6%	36.9%	7.1%	-1.8%	15.5M	-221.1M	-4.5M	0.54	2.26	11,353	6,116	229,181	190,814
2022-08-25	$76.72	$75.00	35.5%	10.8%	18.1%	50.0%	37.4%	7.2%	-1.9%	19.5M	-250.7M	-4.5M	0.64	2.39	9,274	5,896	230,780	190,738
2022-08-26	$74.63	$75.00	37.4%	11.7%	19.8%	55.8%	40.8%	7.3%	-1.9%	2.5M	-59.0M	-4.3M	0.85	2.92	10,739	9,079	233,546	193,865
2022-08-29	$74.38	$75.00	38.6%	12.5%	19.7%	59.6%	42.6%	7.1%	-2.1%	4.7M	-57.4M	-4.3M	0.78	3.52	7,901	6,154	225,096	192,076
2022-08-30	$73.88	$75.00	39.6%	13.3%	19.4%	62.9%	45.0%	7.3%	-1.1%	5.9M	-49.0M	-4.3M	0.34	5.09	13,881	4,701	229,165	194,445
2022-08-31	$74.36	$75.00	39.1%	13.6%	18.7%	61.2%	46.8%	7.0%	-1.8%	9.4M	-89.3M	-4.4M	1.20	2.83	11,042	13,237	237,703	196,532