ORCL Options History — October 2022

In October 2022, ORCL traded between $62.30 and $78.14. ATM implied volatility averaged 31.6%, placing in the 37.6% IV rank vs the trailing year. The 30-day expected move averaged 9.1%. IV traded below realized volatility by 5.0% (HV 20d: 36.7%). Max pain ranged from $65.00 to $70.00. Net GEX was positive for 19 of 21 trading days. Term structure was in contango for 6 of 21 days. Put/call ratio averaged 1.04.

Notable Days

  • 2022-10-20: Highest Volume — 132,103 contracts
  • 2022-10-06: Largest IV spike — 6.4% change
  • 2022-10-11: Highest IV Rank — 48.5%
  • 2022-10-11: Largest Expected Move — 9.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$68.43$62.30$78.14$63.02$78.14
Max Pain$66.50$65.00$70.00$68.00$70.00
ATM IV31.6%28.6%35.0%30.4%29.0%
Expected Move9.1%8.6%9.8%8.9%8.8%
HV 20d36.7%30.8%41.0%30.8%37.1%
HV 60d28.9%25.1%32.0%25.1%32.0%
IV Rank37.6%27.0%48.5%34.1%28.4%
IV Percentile58.6%37.7%72.6%56.0%40.5%
Term Structure-0.0%-1.7%6.0%-0.0%6.0%
VWIV32.4%29.1%36.6%30.8%31.4%
Skew 25d5.4%4.3%6.8%5.5%4.4%
Skew 10d10.8%8.0%14.2%11.1%9.1%
Call IV 25d29.5%26.5%32.2%28.2%26.9%
Put IV 25d34.9%31.0%39.0%33.7%31.3%
Bid-Ask Spread %5.552.6813.864.743.39
Gamma HHI0.090.050.480.060.07
Net GEX12.7M-2.6M62.2M566.4K18.7M
Net DEX-98.9M-844.7M433.6M388.2M-801.6M
Net VEX-4.4M-5.2M-3.5M-3.5M-5.2M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.040.482.620.772.62
Total Volume55,319.33330,645132,10340,16949,640
Total OI517,819.524468,594595,951468,594520,410

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-10-03$63.02$68.0030.4%8.9%30.8%34.1%30.8%5.5%-0.0%566.4K388.2M-3.5M0.774.7422,72817,441274,292194,302
2022-10-04$65.58$68.0029.1%8.6%35.2%29.9%29.1%5.5%-0.3%8.6M182.4M-3.9M0.883.6327,87924,424285,107200,748
2022-10-05$66.83$68.0029.5%8.8%36.0%31.2%31.9%4.9%0.1%12.3M81.1M-4.2M0.643.6536,80723,452288,786206,881
2022-10-06$65.33$67.5031.4%8.7%36.5%37.1%30.3%5.5%0.0%7.7M214.3M-4.0M0.9310.4321,57120,100297,029216,344
2022-10-07$63.02$67.5032.7%9.3%36.6%41.2%31.4%5.9%-0.1%5.0M414.0M-3.8M0.8613.8631,11926,863300,264225,798
2022-10-10$62.73$65.0033.3%9.5%35.5%43.3%32.6%6.6%-0.1%-2.1M424.9M-3.8M1.303.5813,31817,327291,133222,352
2022-10-11$62.30$65.0035.0%9.8%35.4%48.5%33.7%6.8%-0.8%-2.6M433.6M-3.9M0.923.8716,11114,762291,440227,593
2022-10-12$64.05$65.0035.0%9.5%34.5%48.3%33.6%6.6%-1.7%3.2M257.6M-4.1M1.412.6820,03028,174294,503223,501
2022-10-13$65.25$65.0033.7%9.5%34.5%44.3%34.3%6.0%-0.6%7.3M148.6M-4.2M0.686.6731,20421,330297,131226,482
2022-10-14$64.50$65.0033.9%9.5%34.0%44.9%33.0%6.1%-1.2%5.3M216.6M-4.1M0.623.5722,14313,742302,254231,586
2022-10-17$67.08$65.0033.1%9.4%37.1%42.3%33.7%5.4%-1.0%15.1M-23.0M-4.3M0.644.4526,73017,198292,105222,206
2022-10-18$67.02$65.0032.5%9.3%37.0%40.7%33.6%5.5%-0.4%16.4M-29.4M-4.3M1.124.2621,52924,190300,422225,683
2022-10-19$66.32$65.0032.0%9.2%36.4%39.1%32.1%5.7%0.5%12.0M60.3M-4.3M1.298.1516,74521,616308,573235,764
2022-10-20$68.76$65.0031.8%9.1%38.6%38.5%36.6%5.0%0.4%27.4M-255.8M-4.5M0.544.5885,74146,362311,103241,770
2022-10-21$72.65$65.0031.0%9.0%41.0%35.8%32.2%4.8%-1.0%62.2M-798.5M-4.7M0.489.4985,77241,387333,715262,236
2022-10-24$73.13$67.5032.4%9.5%40.3%39.2%35.1%4.5%-0.2%12.0M-439.4M-4.9M2.333.3221,64750,464243,563227,975
2022-10-25$73.25$67.5031.0%9.1%39.3%34.9%32.3%4.6%-0.4%11.0M-447.0M-5.0M1.025.8624,96625,511248,215240,477
2022-10-26$75.14$67.5029.9%8.9%39.8%31.1%31.5%4.9%-0.2%15.3M-631.0M-5.0M0.914.4727,08924,577258,211251,624
2022-10-27$75.30$67.5029.5%8.8%37.3%29.9%31.1%4.3%-0.0%14.5M-628.2M-5.1M1.006.1218,83318,775262,479258,261
2022-10-28$77.57$67.5028.6%8.6%37.6%27.0%30.7%4.5%0.2%17.3M-844.7M-5.1M0.955.7031,92230,487266,274265,618
2022-10-31$78.14$70.0029.0%8.8%37.1%28.4%31.4%4.4%6.0%18.7M-801.6M-5.2M2.623.3913,69735,943262,132258,278