ORCL Options History — July 2024 In July 2024, ORCL traded between $135.97 and $144.78. ATM implied volatility averaged 23.0%, placing in the 14.6% IV rank vs the trailing year. The 30-day expected move averaged 6.5%. IV traded below realized volatility by 7.1% (HV 20d: 30.1%). Max pain ranged from $130.00 to $136.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 7 of 22 days. Put/call ratio averaged 0.78.
Notable Days 2024-07-09 : Highest Volume — 88,978 contracts2024-07-09 : Largest IV spike — 9.8% change2024-07-30 : Highest IV Rank — 26.4%2024-07-30 : Largest Expected Move — 7.8%Monthly Statistics Metric Avg Min Max Open Close Price $141.14 $135.97 $144.78 $142.86 $139.78 Max Pain $132.82 $130.00 $136.00 $130.00 $136.00 ATM IV 23.0% 20.2% 26.1% 20.4% 25.4% Expected Move 6.5% 5.5% 7.8% 5.8% 6.9% HV 20d 30.1% 17.7% 48.6% 47.4% 23.3% HV 60d 33.8% 33.1% 34.2% 34.1% 34.2% IV Rank 14.6% 4.0% 26.4% 4.9% 23.7% IV Percentile 33.7% 3.6% 61.5% 5.6% 57.1% Term Structure -0.2% -1.9% 1.3% -0.1% 0.6% VWIV 23.1% 19.6% 27.2% 20.7% 24.5% Skew 25d 1.2% -2.3% 3.4% 0.3% 1.8% Skew 10d 2.3% -1.4% 5.0% 1.5% 1.9% Call IV 25d 22.7% 19.7% 26.6% 20.0% 24.4% Put IV 25d 23.9% 19.6% 28.4% 20.4% 26.3% Bid-Ask Spread % 38.58 13.18 57.45 16.49 31.19 Gamma HHI 0.09 0.06 0.14 0.11 0.07 Net GEX 47.3M 14.5M 78.2M 62.7M 34.8M Net DEX -1.32B -1.91B -673.8M -1.74B -1.08B Net VEX -7.9M -8.1M -7.7M -8.0M -8.0M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.78 0.17 1.57 0.93 0.72 Total Volume 36,543.682 15,501 88,978 41,008 31,166 Total OI 475,763.455 433,168 498,172 477,289 479,709
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 2024-07-01 $142.86 $130.00 20.4% 5.8% 47.4% 4.9% 20.7% 0.3% -0.1% 62.7M -1.74B -8.0M 0.93 16.49 21,296 19,712 256,632 220,657 2024-07-02 $143.38 $130.00 20.2% 5.5% 47.3% 4.0% 19.6% 1.3% 1.3% 67.3M -1.81B -7.9M 0.92 13.18 10,344 9,556 260,555 224,148 2024-07-03 $144.04 $130.00 20.4% 5.6% 47.3% 4.9% 20.0% 0.8% 0.7% 77.1M -1.89B -7.9M 0.46 20.40 12,943 5,970 263,646 225,840 2024-07-05 $144.36 $130.00 20.7% 5.9% 47.1% 5.9% 20.9% 0.4% -0.2% 78.1M -1.91B -7.8M 0.32 52.32 41,120 13,196 268,145 227,048 2024-07-08 $144.78 $130.00 20.8% 6.0% 47.2% 6.2% 21.2% 0.7% 0.3% 71.9M -1.88B -7.7M 0.73 56.38 10,271 7,471 258,202 220,268 2024-07-09 $140.98 $130.00 22.8% 6.2% 48.6% 13.9% 21.6% 2.4% -1.9% 43.9M -1.39B -8.0M 0.82 50.30 48,841 40,137 259,012 222,776 2024-07-10 $141.88 $130.00 22.6% 6.3% 48.3% 13.0% 22.4% 0.3% -0.8% 56.3M -1.53B -7.8M 0.17 48.90 72,002 12,155 266,294 231,878 2024-07-11 $142.87 $130.00 22.0% 6.1% 48.2% 10.9% 22.0% -2.3% -0.8% 66.5M -1.49B -7.9M 0.55 47.10 20,958 11,607 254,895 235,016 2024-07-12 $144.44 $130.00 21.6% 6.1% 20.6% 9.2% 22.0% 0.2% -1.0% 78.2M -1.68B -7.7M 0.70 51.71 27,119 19,094 252,809 237,152 2024-07-15 $142.57 $130.00 22.0% 6.2% 21.0% 10.8% 22.1% 1.3% -0.2% 53.7M -1.42B -7.8M 0.41 41.95 28,092 11,446 245,757 227,744 2024-07-16 $142.49 $135.00 23.1% 6.6% 20.4% 14.9% 22.7% 1.4% -0.5% 56.4M -1.42B -7.9M 0.77 50.01 10,950 8,401 250,913 231,736 2024-07-17 $139.89 $135.00 23.6% 6.8% 19.9% 16.8% 23.8% 1.8% -1.2% 34.1M -1.09B -7.8M 0.63 50.53 20,501 12,865 252,889 235,178 2024-07-18 $138.04 $135.00 23.3% 6.7% 17.9% 15.7% 23.4% 2.1% -0.1% 19.3M -844.7M -8.0M 0.87 51.53 16,840 14,580 257,253 236,069 2024-07-19 $138.44 $135.00 24.0% 6.9% 17.7% 18.5% 24.2% 1.8% -0.6% 20.8M -902.2M -7.9M 0.74 57.45 19,474 14,503 259,536 238,518 2024-07-22 $140.66 $135.00 23.8% 6.8% 17.9% 17.8% 23.7% 2.2% -1.1% 37.7M -1.13B -7.9M 0.65 30.02 9,391 6,110 229,474 203,694 2024-07-23 $142.74 $135.00 22.7% 6.6% 18.3% 13.6% 23.2% 0.9% -0.0% 55.6M -1.38B -7.7M 0.43 25.31 15,589 6,704 234,618 206,015 2024-07-24 $138.66 $135.00 24.6% 7.4% 21.2% 20.9% 25.2% 2.1% -0.2% 27.6M -954.7M -7.9M 1.22 33.06 17,878 21,842 236,647 207,927 2024-07-25 $138.48 $135.00 25.5% 7.4% 21.1% 24.0% 25.5% 0.2% -0.6% 22.9M -914.1M -8.1M 1.57 32.96 12,203 19,133 242,356 219,793 2024-07-26 $139.07 $135.00 24.6% 7.0% 20.4% 20.8% 25.0% 1.0% 0.3% 32.1M -968.5M -8.0M 1.14 31.50 13,794 15,703 245,705 225,636 2024-07-29 $138.66 $135.00 25.4% 7.5% 20.3% 23.8% 26.3% 2.3% 1.2% 28.3M -961.6M -7.9M 0.89 29.04 16,391 14,565 233,900 217,085 2024-07-30 $135.97 $136.00 26.1% 7.8% 20.8% 26.4% 27.2% 3.4% 0.0% 14.5M -673.8M -7.9M 1.42 27.43 17,385 24,663 239,954 223,717 2024-07-31 $139.78 $136.00 25.4% 6.9% 23.3% 23.7% 24.5% 1.8% 0.6% 34.8M -1.08B -8.0M 0.72 31.19 18,140 13,026 242,510 237,199
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