ORCL Options History — October 2023

In October 2023, ORCL traded between $100.34 and $110.18. ATM implied volatility averaged 26.3%, placing in the 29.4% IV rank vs the trailing year. The 30-day expected move averaged 7.6%. IV traded below realized volatility by 7.6% (HV 20d: 33.9%). Max pain ranged from $105.00 to $110.00. Net GEX was positive for 4 of 22 trading days. Term structure was in contango for 10 of 22 days. Put/call ratio averaged 1.45.

Notable Days

  • 2023-10-20: Highest Volume — 109,080 contracts
  • 2023-10-03: Largest IV spike — 13.5% change
  • 2023-10-20: Highest IV Rank — 43.8%
  • 2023-10-20: Largest Expected Move — 8.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$106.06$100.34$110.18$106.25$103.11
Max Pain$108.41$105.00$110.00$110.00$105.00
ATM IV26.3%23.6%30.5%24.8%25.9%
Expected Move7.6%6.8%8.9%7.2%7.7%
HV 20d33.9%19.8%56.6%55.9%29.0%
HV 60d38.7%37.4%39.7%38.1%39.7%
IV Rank29.4%20.2%43.8%24.5%28.1%
IV Percentile49.1%28.6%71.4%38.9%49.2%
Term Structure-0.1%-2.1%0.4%-0.0%0.4%
VWIV26.2%23.7%29.5%25.0%25.1%
Skew 25d4.1%3.1%5.9%3.4%4.4%
Skew 10d8.0%6.0%11.5%6.6%8.5%
Call IV 25d24.6%22.3%27.5%23.4%23.7%
Put IV 25d28.8%25.6%33.4%26.8%28.1%
Bid-Ask Spread %2.781.685.521.993.71
Gamma HHI0.080.070.110.090.07
Net GEX-9.9M-33.1M22.3M-13.7M-6.9M
Net DEX37.0M-463.3M803.6M240.4M6.3M
Net VEX-8.0M-8.7M-7.3M-8.3M-7.4M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.450.433.960.681.17
Total Volume47,659.45521,723109,08025,52621,723
Total OI645,423.273561,508705,814664,044568,278

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2023-10-02$106.25$110.0024.8%7.2%55.9%24.5%25.0%3.4%-0.0%-13.7M240.4M-8.3M0.681.9915,21410,312348,220315,824
2023-10-03$104.36$110.0028.2%8.1%54.7%35.9%28.2%4.5%-0.2%-18.3M486.9M-8.2M0.732.0324,29117,740353,189319,256
2023-10-04$107.03$110.0026.0%7.4%55.9%28.5%25.9%4.0%0.1%-3.8M78.3M-8.5M0.931.8319,97818,570358,308323,807
2023-10-05$108.27$110.0026.0%7.3%56.1%28.3%26.0%3.9%-0.1%4.5M-135.2M-8.5M0.872.0917,22415,070363,829332,305
2023-10-06$110.18$110.0024.6%7.2%56.6%23.6%24.9%3.1%0.3%22.3M-463.3M-8.7M0.833.1030,29725,225366,416339,398
2023-10-09$110.16$110.0025.2%7.3%56.4%25.9%25.4%3.2%0.4%3.1M-316.2M-8.5M0.582.3917,2039,914344,271325,264
2023-10-10$109.88$110.0024.3%7.0%24.5%22.7%23.8%3.3%0.1%3.9M-272.0M-8.3M0.431.6843,02018,517348,536327,585
2023-10-11$109.62$110.0023.6%6.8%23.3%20.2%23.7%3.3%0.1%-1.1M-184.1M-8.3M2.331.7616,72738,924347,314335,790
2023-10-12$109.16$110.0024.1%6.8%22.3%22.0%24.5%3.2%-0.5%-364.0K-148.3M-8.3M2.631.8321,92257,691351,987335,920
2023-10-13$108.06$110.0026.2%7.4%22.4%29.0%29.1%3.8%-0.6%-13.5M12.0M-8.3M2.024.7523,54647,539355,100334,258
2023-10-16$108.59$110.0024.7%7.1%21.8%24.0%24.5%4.0%-0.2%-11.4M-166.2M-8.0M1.741.8114,76225,690338,289318,336
2023-10-17$108.78$110.0024.6%7.0%21.7%23.6%24.6%4.1%-0.1%-10.9M-207.2M-8.1M1.912.6014,66728,032341,679320,255
2023-10-18$107.94$110.0026.4%7.6%21.8%29.9%27.4%4.5%-0.0%-16.5M-62.8M-8.0M3.473.1217,43660,524344,463324,488
2023-10-19$108.34$110.0027.0%7.7%19.8%31.7%27.3%4.7%-0.1%-18.8M-102.0M-8.0M1.132.5817,13519,445348,637329,900
2023-10-20$101.84$110.0030.5%8.9%29.4%43.8%28.5%5.9%-2.1%-33.1M803.6M-7.5M0.922.7256,71452,366352,093333,609
2023-10-23$103.89$105.0027.1%7.9%30.3%32.1%27.2%4.7%-0.2%-15.9M71.6M-7.6M0.552.5529,23316,080287,982279,134
2023-10-24$103.32$105.0026.8%7.9%28.6%31.0%25.7%4.6%0.2%-16.7M119.8M-7.6M0.921.9015,43614,143295,811280,402
2023-10-25$101.43$105.0028.2%8.4%29.3%35.9%24.1%4.7%0.1%-20.1M290.4M-7.4M3.963.0211,62746,093300,506282,119
2023-10-26$100.34$105.0029.2%8.6%28.7%39.2%29.5%4.9%-0.1%-21.9M342.6M-7.3M1.714.3014,91125,503302,350277,424
2023-10-27$100.67$105.0028.0%8.3%28.8%35.3%28.2%4.7%0.0%-17.4M308.7M-7.4M1.153.9116,20718,639305,790279,682
2023-10-30$102.06$105.0027.3%8.2%29.3%32.8%27.1%4.4%0.4%-11.8M111.0M-7.4M1.275.5210,24712,971291,536269,972
2023-10-31$103.11$105.0025.9%7.7%29.0%28.1%25.1%4.4%0.4%-6.9M6.3M-7.4M1.173.7110,03311,690295,308272,970