ORCL Options History — October 2024

In October 2024, ORCL traded between $166.70 and $178.32. ATM implied volatility averaged 25.2%, placing in the 22.9% IV rank vs the trailing year. The 30-day expected move averaged 7.4%. IV traded below realized volatility by 1.2% (HV 20d: 26.4%). Max pain ranged from $155.00 to $165.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 9 of 23 days. Put/call ratio averaged 0.53.

Notable Days

2024-10-09: Highest Volume — 151,315 contracts
2024-10-07: Largest IV spike — 11.8% change
2024-10-31: Highest IV Rank — 33.1%
2024-10-31: Largest Expected Move — 9.1%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$173.08	$166.70	$178.32	$167.20	$168.34
Max Pain	$160.87	$155.00	$165.00	$155.00	$165.00
ATM IV	25.2%	22.6%	27.9%	24.2%	27.9%
Expected Move	7.4%	6.4%	9.1%	6.4%	9.1%
HV 20d	26.4%	19.1%	43.5%	43.1%	24.0%
HV 60d	32.1%	28.8%	33.1%	33.0%	29.8%
IV Rank	22.9%	13.1%	33.1%	19.3%	33.1%
IV Percentile	55.2%	35.3%	65.5%	48.8%	65.5%
Term Structure	0.0%	-2.5%	2.6%	2.6%	-0.6%
VWIV	26.0%	22.8%	32.2%	22.8%	32.2%
Skew 25d	2.3%	0.1%	3.0%	1.9%	2.4%
Skew 10d	5.2%	3.4%	6.2%	3.8%	5.1%
Call IV 25d	24.3%	21.2%	27.5%	22.2%	27.5%
Put IV 25d	26.6%	23.3%	29.8%	24.1%	29.8%
Bid-Ask Spread %	35.09	23.71	47.24	23.71	34.97
Gamma HHI	0.18	0.10	0.70	0.12	0.10
Net GEX	103.9M	38.2M	354.5M	83.9M	38.2M
Net DEX	-2.56B	-3.63B	-1.71B	-2.27B	-1.71B
Net VEX	-9.1M	-9.6M	-8.9M	-9.3M	-9.3M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.53	0.23	1.24	0.46	0.54
Total Volume	46,917.087	18,913	151,315	50,339	44,042
Total OI	567,687.348	508,012	612,928	580,938	531,951

Daily Data (23 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
2024-10-01	$167.20	$155.00	24.2%	6.4%	43.1%	19.3%	22.8%	1.9%	2.6%	83.9M	-2.27B	-9.3M	0.46	23.71	34,432	15,907	319,558	261,380
2024-10-02	$168.03	$155.00	23.8%	6.4%	43.1%	17.6%	23.7%	2.9%	2.2%	92.9M	-2.36B	-9.1M	0.63	27.15	25,457	15,927	320,338	263,314
2024-10-03	$166.70	$160.00	23.3%	7.3%	43.4%	15.8%	25.5%	3.0%	1.9%	77.3M	-2.16B	-9.3M	0.65	47.24	16,470	10,714	324,338	268,804
2024-10-04	$170.63	$160.00	22.6%	6.9%	43.5%	13.1%	24.4%	2.0%	1.7%	102.5M	-2.77B	-9.2M	0.46	42.92	43,635	20,107	324,846	271,943
2024-10-07	$169.82	$160.00	25.3%	7.3%	43.1%	23.1%	25.6%	2.8%	0.3%	87.6M	-2.49B	-9.1M	0.72	39.67	29,971	21,652	311,416	263,212
2024-10-08	$174.52	$160.00	25.1%	7.5%	26.5%	22.6%	26.4%	0.1%	0.3%	110.0M	-3.06B	-9.2M	0.50	37.00	55,304	27,881	315,171	267,239
2024-10-09	$178.32	$160.00	26.3%	7.4%	27.1%	27.2%	26.2%	2.2%	-0.6%	124.1M	-3.63B	-9.1M	0.25	36.39	121,019	30,296	329,643	278,437
2024-10-10	$175.03	$160.00	25.7%	7.3%	27.0%	24.9%	25.8%	2.1%	-0.2%	101.7M	-2.87B	-9.6M	0.69	40.06	40,579	28,010	320,370	287,082
2024-10-11	$175.90	$160.00	24.8%	7.1%	27.0%	21.5%	24.9%	2.2%	0.2%	139.8M	-3.02B	-9.1M	0.54	37.38	27,703	14,980	321,538	286,522
2024-10-14	$176.53	$160.00	24.6%	7.1%	21.3%	20.6%	24.2%	2.6%	-0.2%	130.0M	-3.00B	-9.2M	0.24	36.73	43,555	10,502	311,777	271,334
2024-10-15	$174.06	$160.00	25.2%	7.2%	21.4%	22.9%	24.7%	2.5%	-0.2%	118.3M	-2.66B	-9.1M	0.23	36.56	52,494	12,117	325,546	276,745
2024-10-16	$174.48	$160.00	25.4%	7.3%	20.1%	23.6%	25.9%	3.0%	-0.1%	132.4M	-2.74B	-9.2M	0.43	36.46	29,744	12,820	328,739	280,580
2024-10-17	$175.48	$160.00	25.3%	7.3%	19.7%	23.3%	25.4%	2.4%	0.0%	141.4M	-2.91B	-9.0M	0.49	32.34	29,334	14,514	327,594	281,985
2024-10-18	$174.80	$160.00	24.3%	6.9%	19.8%	19.6%	24.3%	2.3%	0.4%	354.5M	-2.71B	-9.0M	0.66	37.85	21,318	14,073	324,994	287,934
2024-10-21	$173.28	$160.00	25.1%	7.4%	19.4%	22.5%	25.9%	2.4%	-0.9%	64.8M	-2.27B	-8.9M	0.40	30.92	16,548	6,695	270,589	237,423
2024-10-22	$175.03	$160.00	24.8%	7.2%	19.5%	21.3%	25.1%	2.2%	-0.3%	80.3M	-2.46B	-9.0M	0.68	30.93	12,985	8,884	275,242	239,935
2024-10-23	$173.55	$165.00	25.9%	7.6%	19.9%	25.6%	27.9%	2.4%	-1.1%	65.7M	-2.30B	-9.1M	1.24	33.38	8,452	10,461	278,115	245,628
2024-10-24	$174.27	$165.00	25.8%	7.3%	19.6%	25.4%	26.2%	2.3%	-1.0%	74.5M	-2.36B	-9.0M	0.85	30.74	12,128	10,264	279,499	249,621
2024-10-25	$173.39	$160.00	25.6%	7.5%	19.7%	24.3%	27.0%	2.6%	-1.0%	51.2M	-2.24B	-9.0M	0.50	32.88	21,090	10,641	280,908	249,707
2024-10-28	$172.78	$165.00	26.1%	8.0%	19.8%	26.3%	27.6%	2.0%	-0.3%	60.2M	-2.19B	-9.0M	0.23	28.37	33,725	7,788	271,979	240,343
2024-10-29	$173.65	$165.00	25.7%	8.0%	19.1%	24.9%	27.0%	2.4%	-2.5%	74.4M	-2.31B	-9.1M	0.37	36.78	14,722	5,489	281,361	244,038
2024-10-30	$175.06	$165.00	26.7%	8.2%	19.2%	28.6%	28.7%	1.9%	-0.2%	83.2M	-2.47B	-9.1M	0.38	36.62	25,055	9,609	282,916	245,175
2024-10-31	$168.34	$165.00	27.9%	9.1%	24.0%	33.1%	32.2%	2.4%	-0.6%	38.2M	-1.71B	-9.3M	0.54	34.97	28,647	15,395	283,423	248,528