ORCL Options History — April 2024 In April 2024, ORCL traded between $113.94 and $125.97. ATM implied volatility averaged 22.8%, placing in the 16.7% IV rank vs the trailing year. The 30-day expected move averaged 6.5%. IV traded below realized volatility by 2.8% (HV 20d: 25.6%). Max pain ranged from $117.00 to $125.00. Net GEX was positive for 14 of 22 trading days. Term structure was in contango for 11 of 22 days. Put/call ratio averaged 0.71.
Notable Days 2024-04-26 : Highest Volume — 82,634 contracts2024-04-25 : Largest IV spike — 14.2% change2024-04-15 : Highest IV Rank — 24.8%2024-04-15 : Largest Expected Move — 7.1%Monthly Statistics Metric Avg Min Max Open Close Price $119.83 $113.94 $125.97 $125.12 $113.94 Max Pain $120.36 $117.00 $125.00 $125.00 $118.00 ATM IV 22.8% 20.2% 24.9% 20.2% 23.6% Expected Move 6.5% 5.5% 7.1% 5.5% 6.9% HV 20d 25.6% 14.8% 43.9% 43.8% 21.1% HV 60d 30.8% 30.3% 31.4% 30.3% 30.9% IV Rank 16.7% 6.8% 24.8% 8.7% 17.1% IV Percentile 34.3% 7.1% 56.3% 7.9% 41.3% Term Structure -0.0% -1.3% 1.7% 0.3% 0.7% VWIV 22.6% 19.3% 24.8% 19.3% 24.0% Skew 25d 1.6% 0.6% 2.5% 0.7% 1.9% Skew 10d 3.5% 1.9% 4.7% 2.1% 3.4% Call IV 25d 22.2% 20.3% 24.4% 20.3% 22.7% Put IV 25d 23.8% 21.0% 26.0% 21.0% 24.6% Bid-Ask Spread % 30.44 3.56 55.86 5.28 27.68 Gamma HHI 0.10 0.06 0.33 0.09 0.06 Net GEX 15.9M -44.4M 66.7M 47.0M -1.5M Net DEX -460.1M -1.18B 143.1M -1.01B -31.8M Net VEX -7.8M -8.2M -7.3M -7.9M -7.6M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.71 0.27 1.23 0.62 0.48 Total Volume 37,615 20,635 82,634 31,615 25,831 Total OI 530,820.682 452,132 581,470 558,371 504,843
Daily Data (22 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 2024-04-01 $125.12 $125.00 20.2% 5.5% 43.8% 8.7% 19.3% 0.7% 0.3% 47.0M -1.01B -7.9M 0.62 5.28 19,460 12,155 313,201 245,170 2024-04-02 $124.34 $125.00 21.1% 5.6% 43.9% 11.8% 20.1% 1.1% 0.0% 38.6M -879.5M -8.0M 0.76 3.56 15,435 11,683 318,239 250,626 2024-04-03 $125.97 $125.00 21.4% 5.8% 42.3% 12.7% 20.4% 1.0% -0.0% 65.8M -1.18B -8.2M 0.30 5.14 25,916 7,891 322,867 253,086 2024-04-04 $124.40 $120.00 22.5% 6.4% 42.7% 16.4% 22.9% 0.7% -0.2% 43.7M -903.2M -8.2M 0.36 15.48 35,631 12,818 323,646 255,047 2024-04-05 $125.12 $120.00 21.9% 6.3% 42.3% 14.6% 21.9% 1.2% -0.1% 66.7M -996.3M -8.1M 0.61 14.68 22,613 13,798 324,992 256,478 2024-04-08 $124.91 $120.00 21.6% 6.2% 41.5% 13.6% 22.1% 1.5% 0.2% 45.1M -934.5M -8.0M 0.29 15.26 33,105 9,754 307,160 237,987 2024-04-09 $122.92 $120.00 24.2% 6.1% 42.0% 22.4% 21.5% 1.4% -0.6% 25.6M -571.7M -8.0M 0.76 14.22 24,399 18,576 299,501 242,555 2024-04-10 $121.79 $120.00 22.1% 6.4% 14.8% 15.1% 22.0% 1.5% 0.3% 13.3M -470.9M -7.9M 0.95 44.35 15,378 14,676 300,990 246,117 2024-04-11 $123.54 $120.00 22.0% 6.2% 14.9% 14.7% 22.0% 2.2% 0.0% 35.6M -749.9M -8.0M 1.02 39.02 18,026 18,331 303,980 244,342 2024-04-12 $121.03 $120.00 23.7% 6.8% 16.5% 20.7% 23.7% 0.6% 0.5% -1.1M -411.6M -7.9M 0.83 49.19 28,731 23,899 311,111 249,616 2024-04-15 $119.75 $120.00 24.9% 7.1% 16.7% 24.8% 24.8% 1.6% -0.1% 2.4M -320.8M -7.9M 0.79 53.22 13,058 10,314 288,407 242,791 2024-04-16 $121.14 $120.00 24.3% 7.0% 16.0% 22.5% 23.3% 2.2% -0.6% 14.5M -508.3M -7.9M 0.48 53.43 13,978 6,657 290,333 241,261 2024-04-17 $119.09 $120.00 24.3% 7.0% 16.2% 22.5% 23.7% 2.5% 0.4% 605.7K -278.9M -7.7M 1.13 49.88 11,208 12,709 294,169 242,137 2024-04-18 $116.00 $120.00 24.4% 7.0% 17.9% 23.1% 23.9% 2.5% -0.3% -22.3M 6.7M -7.6M 0.58 55.86 26,958 15,689 296,109 241,527 2024-04-19 $114.55 $120.00 24.3% 7.0% 17.8% 21.7% 24.2% 2.1% 0.0% -44.4M 143.1M -7.3M 0.83 48.22 20,414 16,966 305,601 242,896 2024-04-22 $114.78 $120.00 23.6% 6.7% 17.9% 19.2% 23.0% 0.9% -0.6% -5.3M -57.0M -7.3M 0.80 26.58 20,583 16,431 244,260 207,872 2024-04-23 $115.00 $120.00 22.9% 6.6% 17.9% 16.7% 23.2% 2.2% -1.3% -583.0K -101.6M -7.4M 0.83 30.81 19,678 16,401 252,144 210,549 2024-04-24 $115.15 $120.00 20.5% 6.7% 18.0% 6.8% 23.2% 2.0% 0.4% -1.8M -124.8M -7.5M 1.23 22.76 18,753 22,991 258,243 219,407 2024-04-25 $114.53 $120.00 23.5% 6.8% 17.9% 16.6% 24.2% 2.1% -0.6% -4.8M -77.3M -7.5M 1.14 30.89 21,013 23,939 265,224 223,046 2024-04-26 $117.28 $117.00 21.9% 6.1% 20.4% 10.9% 21.4% 1.7% -0.4% 25.1M -443.8M -7.7M 0.27 37.63 64,861 17,773 272,844 233,573 2024-04-29 $115.82 $118.00 22.8% 6.7% 20.7% 14.4% 23.1% 1.7% 1.7% 7.2M -228.6M -7.6M 0.63 26.45 17,771 11,279 266,833 227,275 2024-04-30 $113.94 $118.00 23.6% 6.9% 21.1% 17.1% 24.0% 1.9% 0.7% -1.5M -31.8M -7.6M 0.48 27.68 17,444 8,387 272,980 231,863
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