ORCL Options History — September 2024

In September 2024, ORCL traded between $139.09 and $169.78. ATM implied volatility averaged 27.6%, placing in the 31.9% IV rank vs the trailing year. The 30-day expected move averaged 8.0%. IV traded below realized volatility by 7.7% (HV 20d: 35.2%). Max pain ranged from $135.00 to $155.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 11 of 20 days. Put/call ratio averaged 0.64.

Notable Days

  • 2024-09-16: Highest Volume — 502,383 contracts
  • 2024-09-10: Largest IV drop — 38.1% change
  • 2024-09-04: Highest IV Rank — 90.4%
  • 2024-09-04: Largest Expected Move — 15.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$158.98$139.09$169.78$139.09$169.37
Max Pain$148.00$135.00$155.00$135.00$155.00
ATM IV27.6%21.1%43.0%40.6%22.2%
Expected Move8.0%5.9%15.2%14.4%6.3%
HV 20d35.2%14.4%43.4%17.2%43.0%
HV 60d32.4%23.5%34.5%34.5%32.8%
IV Rank31.9%7.3%90.4%81.1%11.5%
IV Percentile49.3%13.1%98.4%96.4%30.6%
Term Structure-0.6%-4.6%2.4%-1.9%2.4%
VWIV28.2%21.0%52.3%50.0%22.5%
Skew 25d2.1%0.7%4.8%2.5%1.1%
Skew 10d3.8%0.5%7.3%4.6%4.0%
Call IV 25d26.8%20.7%40.7%39.0%21.9%
Put IV 25d28.9%22.2%45.2%41.5%23.0%
Bid-Ask Spread %29.0618.0051.1422.4121.78
Gamma HHI0.120.060.210.070.13
Net GEX77.2M20.6M134.5M24.6M95.0M
Net DEX-2.45B-3.93B-860.1M-860.1M-2.54B
Net VEX-8.5M-9.6M-6.7M-7.8M-9.2M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.640.261.260.820.26
Total Volume140,140.729,610502,38354,42265,907
Total OI637,442.35471,572817,468471,572571,316

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2024-09-03$139.09$135.0040.6%14.4%17.2%81.1%50.0%2.5%-1.9%24.6M-860.1M-7.8M0.8222.4129,94724,475228,490243,082
2024-09-04$140.30$135.0043.0%15.2%17.0%90.4%52.3%2.1%-4.6%29.7M-972.0M-8.0M0.4919.1419,8389,772239,574253,859
2024-09-05$142.59$140.0042.2%10.9%15.0%87.2%38.7%4.8%-2.9%36.4M-1.21B-8.1M0.7051.1418,57412,988244,092257,443
2024-09-06$141.99$140.0041.8%10.9%14.4%85.7%38.1%3.2%-3.2%25.2M-1.17B-8.0M0.8345.2433,34027,731249,086263,269
2024-09-09$140.27$140.0040.4%10.7%14.5%80.5%36.7%4.3%-2.6%20.6M-935.7M-7.9M1.2644.14100,076126,097245,437262,178
2024-09-10$155.51$140.0025.0%7.1%38.3%22.2%25.2%3.2%-0.8%99.0M-2.92B-6.7M0.7928.36200,319158,975295,538327,010
2024-09-11$156.85$140.0023.7%6.8%38.2%17.4%23.6%2.5%0.1%91.6M-2.85B-7.6M0.8430.6463,58653,664332,555362,842
2024-09-12$161.55$145.0023.4%6.8%39.0%16.2%23.8%2.0%0.8%112.6M-3.47B-7.6M0.8242.0190,83574,240339,480376,745
2024-09-13$161.75$145.0023.3%6.8%39.1%15.8%23.3%1.8%0.7%100.8M-3.52B-7.8M0.7033.52246,443173,033364,224407,773
2024-09-16$169.78$150.0026.2%7.5%41.5%26.7%27.1%0.7%-0.3%117.6M-3.93B-7.9M0.5021.34334,217168,166341,556332,311
2024-09-17$167.58$155.0025.3%7.2%42.3%23.4%26.2%1.1%-1.1%77.4M-3.42B-9.6M0.6632.8891,13960,341417,991378,988
2024-09-18$164.59$155.0023.7%6.8%43.4%17.4%24.5%1.4%-0.2%61.2M-2.97B-9.2M0.6428.2993,30659,854422,970377,093
2024-09-19$167.01$155.0022.6%6.5%43.4%13.1%24.1%1.6%0.0%112.7M-3.39B-8.9M0.3921.9182,52532,515435,219378,108
2024-09-20$167.82$155.0021.5%6.1%42.6%8.9%21.7%1.5%0.8%134.5M-3.54B-8.9M0.5423.7354,25729,319430,400387,068
2024-09-23$165.67$155.0021.1%5.9%43.4%7.3%21.2%1.1%0.2%65.2M-2.07B-9.1M0.6323.8934,86521,963311,482263,522
2024-09-24$165.38$155.0021.1%6.0%43.4%7.3%21.8%1.8%0.1%68.4M-2.05B-9.3M0.4023.5237,22614,848318,544269,487
2024-09-25$165.94$155.0021.3%6.0%43.4%8.0%21.2%1.3%0.5%81.3M-2.15B-9.3M0.5525.5735,64719,686328,117271,574
2024-09-26$167.94$155.0021.5%6.0%42.9%8.9%21.2%1.4%0.1%108.0M-2.45B-9.3M0.4518.0029,07613,146332,264275,251
2024-09-27$168.66$155.0021.7%6.1%42.9%9.6%21.0%1.8%0.5%81.4M-2.56B-9.2M0.5123.6140,25820,620335,785277,124
2024-09-30$169.37$155.0022.2%6.3%43.0%11.5%22.5%1.1%2.4%95.0M-2.54B-9.2M0.2621.7852,29213,615313,907257,409