ORCL Options History — September 2022

In September 2022, ORCL traded between $61.25 and $76.99. ATM implied volatility averaged 32.9%, placing in the 41.8% IV rank vs the trailing year. The 30-day expected move averaged 9.5%. IV traded above realized volatility by 8.8% (HV 20d: 24.1%). Max pain ranged from $69.00 to $75.00. Net GEX was positive for 12 of 21 trading days. Term structure was in contango for 5 of 21 days. Put/call ratio averaged 0.69.

Notable Days

  • 2022-09-13: Highest Volume — 180,369 contracts
  • 2022-09-13: Largest IV drop — 21.3% change
  • 2022-09-06: Highest IV Rank — 64.0%
  • 2022-09-02: Largest Expected Move — 13.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$69.51$61.25$76.99$74.99$61.25
Max Pain$71.88$69.00$75.00$75.00$69.00
ATM IV32.9%27.5%40.0%38.8%32.2%
Expected Move9.5%7.8%13.9%13.5%9.3%
HV 20d24.1%18.8%28.2%19.0%27.6%
HV 60d25.2%21.0%32.7%32.7%24.2%
IV Rank41.8%25.0%64.0%60.2%39.6%
IV Percentile65.9%44.8%90.1%86.9%65.1%
Term Structure-0.5%-2.0%1.1%-2.0%-0.0%
VWIV32.7%26.6%47.7%47.5%32.3%
Skew 25d5.4%3.7%7.0%7.0%5.9%
Skew 10d10.2%7.5%14.3%14.3%10.0%
Call IV 25d30.7%25.4%37.1%36.1%29.8%
Put IV 25d36.1%30.3%43.3%43.0%35.7%
Bid-Ask Spread %6.622.5616.703.193.86
Gamma HHI0.070.050.120.060.08
Net GEX3.2M-12.6M19.9M11.6M-2.6M
Net DEX166.4M-390.4M522.5M-156.5M500.4M
Net VEX-3.8M-4.4M-3.3M-4.4M-3.3M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.690.321.280.860.74
Total Volume55,095.28617,729180,36917,72943,879
Total OI466,053.952388,683579,408440,980476,327

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-09-01$74.99$75.0038.8%13.5%19.0%60.2%47.5%7.0%-2.0%11.6M-156.5M-4.4M0.863.199,5148,215241,216199,764
2022-09-02$74.55$75.0038.8%13.9%19.1%60.2%47.7%5.7%0.5%16.0M-107.6M-4.4M0.6016.7017,85010,649245,425205,052
2022-09-06$73.96$72.5040.0%10.4%19.0%64.0%36.3%6.3%-1.3%5.9M-57.5M-4.3M1.2810.6214,79618,959236,952204,646
2022-09-07$74.52$72.5037.5%9.9%19.3%56.2%34.8%5.5%-1.5%8.5M-104.4M-4.3M0.7810.8918,17514,154239,747206,832
2022-09-08$74.33$72.5037.8%9.8%18.8%57.2%33.6%6.4%-1.7%9.9M-99.9M-4.3M0.4810.2116,1597,772245,087208,329
2022-09-09$75.83$72.5034.4%9.4%20.3%46.5%32.4%5.1%-1.6%19.2M-272.6M-4.3M0.5410.5231,46716,882250,415211,645
2022-09-12$76.99$72.5036.5%9.8%19.0%53.2%34.6%5.3%-1.6%15.9M-390.4M-4.3M0.778.2887,13367,382254,619214,627
2022-09-13$75.93$72.5028.7%8.5%19.4%28.9%28.4%4.6%1.0%19.9M-279.3M-4.2M0.487.61121,64158,728296,722254,940
2022-09-14$72.21$72.5028.3%8.0%25.7%27.6%27.5%4.6%-0.8%-9.5M248.0M-3.9M0.6612.7664,38542,698300,982251,379
2022-09-15$70.25$72.5028.9%8.1%26.9%29.3%26.6%5.2%-0.9%-12.6M450.3M-3.8M1.017.3640,82941,389315,401255,442
2022-09-16$68.72$72.5029.1%8.5%27.3%30.2%27.9%4.4%1.1%-8.5M522.5M-3.6M0.605.0242,39625,364327,333252,075
2022-09-19$69.01$72.5027.5%7.8%27.6%25.0%27.2%4.9%0.5%4.3M212.5M-3.6M0.563.5618,72310,547227,602161,081
2022-09-20$68.38$72.5029.2%8.3%26.2%30.2%27.7%5.1%-0.2%4.0M216.6M-3.7M0.384.0535,42913,405242,520166,428
2022-09-21$66.95$71.0029.5%8.5%26.7%31.4%28.8%5.1%-0.3%2.1M288.0M-3.7M0.324.9717,6425,699263,403171,979
2022-09-22$66.53$71.0029.4%8.4%26.6%30.9%30.0%3.7%-0.3%749.6K306.3M-3.7M0.833.5711,8209,757269,612172,791
2022-09-23$64.51$71.0030.8%8.9%27.5%35.4%30.0%5.0%-0.2%-2.4M415.4M-3.4M0.523.2828,00414,624273,321176,152
2022-09-26$63.63$70.0033.2%9.7%26.7%42.8%33.5%5.9%-0.2%-2.5M412.4M-3.3M0.563.0229,41416,357247,525175,104
2022-09-27$62.53$70.0033.7%10.0%26.8%44.5%34.1%6.2%-0.3%-4.1M458.1M-3.3M0.924.0522,28520,451255,696179,170
2022-09-28$63.23$70.0031.6%9.2%27.7%37.7%32.7%5.4%0.0%-3.5M429.0M-3.4M0.912.5619,75618,003262,125186,168
2022-09-29$61.39$70.0034.1%10.0%28.2%45.8%32.4%6.5%-0.1%-5.0M502.5M-3.3M0.592.9428,12916,540270,106191,393
2022-09-30$61.25$69.0032.2%9.3%27.6%39.6%32.3%5.9%-0.0%-2.6M500.4M-3.3M0.743.8625,28618,593282,075194,252