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Oracle Corp ORCL

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Market dataready · fetched 2026-11-09T20:53:09.025Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-09T20:53:04.295617108Z

FundamentalsSEC EDGAR · ready · as of 2026-08-31 · fetched 2026-11-09T20:53:07.487472+00:00

Share price$119.70
1D+2.5%
$116$117$118$119$1205:30 AM6:30 AM9:00 AM1:00 PMORCL
Sold putSold call

Oracle Corp options

Live interpolated ORCL call and put midpoint premiums by absolute delta.Oracle Corp$0.76$3.04$5.32$7.60$9.87$108.12$113.98$119.85$125.72$131.5820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ORCL spot · $119.69ORCL PRICE$1.01$1.34$1.71$2.12$2.57$3.06$3.64$4.25$4.91$5.71$6.61$7.86$8.98$1.13$1.49$1.90$2.33$2.80$3.32$3.87$4.51$5.20$5.95$6.87$7.94$9.22
PutsFair1.03×
CallsExpensive1.12×
SkewBullish-2.46 pp
Implied moveBearish±$7.51
TiltBearish2.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ128.2374.8%8.0%112.1177.9%7.3%
25Δ126.5574.6%6.8%113.7376.7%6.2%
30Δ125.0774.6%5.9%115.1476.3%5.4%
35Δ123.7374.7%5.1%116.4575.6%4.7%
40Δ122.4775.1%4.5%117.6875.0%4.0%
45Δ121.2575.5%3.9%118.8774.4%3.5%
50Δ120.0776.6%3.4%120.0473.7%2.9%
55Δ118.8676.8%2.9%121.2073.6%2.5%
60Δ117.6476.8%2.4%122.3873.0%2.1%
65Δ116.3777.7%2.0%123.5872.3%1.7%
70Δ115.0278.4%1.6%124.8972.4%1.4%
75Δ113.4081.3%1.3%126.3272.3%1.1%
80Δ111.8780.6%1.0%127.9272.3%0.8%

20Δ

Calls
Pseudo strike
128.23
IV
74.8%
B/E move
8.0%
Puts
Pseudo strike
112.11
IV
77.9%
B/E move
7.3%

25Δ

Calls
Pseudo strike
126.55
IV
74.6%
B/E move
6.8%
Puts
Pseudo strike
113.73
IV
76.7%
B/E move
6.2%

30Δ

Calls
Pseudo strike
125.07
IV
74.6%
B/E move
5.9%
Puts
Pseudo strike
115.14
IV
76.3%
B/E move
5.4%

35Δ

Calls
Pseudo strike
123.73
IV
74.7%
B/E move
5.1%
Puts
Pseudo strike
116.45
IV
75.6%
B/E move
4.7%

40Δ

Calls
Pseudo strike
122.47
IV
75.1%
B/E move
4.5%
Puts
Pseudo strike
117.68
IV
75.0%
B/E move
4.0%

45Δ

Calls
Pseudo strike
121.25
IV
75.5%
B/E move
3.9%
Puts
Pseudo strike
118.87
IV
74.4%
B/E move
3.5%

50Δ

Calls
Pseudo strike
120.07
IV
76.6%
B/E move
3.4%
Puts
Pseudo strike
120.04
IV
73.7%
B/E move
2.9%

55Δ

Calls
Pseudo strike
118.86
IV
76.8%
B/E move
2.9%
Puts
Pseudo strike
121.20
IV
73.6%
B/E move
2.5%

60Δ

Calls
Pseudo strike
117.64
IV
76.8%
B/E move
2.4%
Puts
Pseudo strike
122.38
IV
73.0%
B/E move
2.1%

65Δ

Calls
Pseudo strike
116.37
IV
77.7%
B/E move
2.0%
Puts
Pseudo strike
123.58
IV
72.3%
B/E move
1.7%

70Δ

Calls
Pseudo strike
115.02
IV
78.4%
B/E move
1.6%
Puts
Pseudo strike
124.89
IV
72.4%
B/E move
1.4%

75Δ

Calls
Pseudo strike
113.40
IV
81.3%
B/E move
1.3%
Puts
Pseudo strike
126.32
IV
72.3%
B/E move
1.1%

80Δ

Calls
Pseudo strike
111.87
IV
80.6%
B/E move
1.0%
Puts
Pseudo strike
127.92
IV
72.3%
B/E move
0.8%

Options history

IV · four-Friday blend57.43%
Daily close
ORCL39.2%97.3%155.4%2026-08-11: 59.93%2026-08-12: 60.94%2026-08-13: 60.42%2026-08-14: 58.04%2026-08-17: 60.18%2026-08-18: 60.53%2026-08-19: 62.14%2026-08-20: 60.24%2026-08-21: 63.35%2026-08-24: 66.86%2026-08-25: 67.34%2026-08-26: 68.33%2026-08-27: 67.19%2026-08-28: 67.05%2026-08-31: 71.64%2026-09-01: 74.51%2026-09-02: 74.08%2026-09-03: 78.02%2026-09-04: 83.81%2026-09-08: 105.87%2026-09-09: 117.59%2026-09-10: 147.38%2026-09-11: 51.03%2026-09-14: 52.64%2026-09-15: 52.39%2026-09-16: 53.58%2026-09-17: 51.47%2026-09-18: 47.24%2026-09-21: 51.22%2026-09-22: 51.64%2026-09-23: 50.49%2026-09-24: 50.94%2026-09-25: 47.84%2026-09-28: 52.13%2026-09-29: 53.83%2026-09-30: 51.96%2026-10-01: 50.20%2026-10-02: 48.42%2026-10-05: 51.25%2026-10-06: 51.54%2026-10-07: 52.85%2026-10-08: 53.48%2026-10-09: 50.32%2026-10-12: 52.50%2026-10-13: 58.33%2026-10-14: 62.91%2026-10-15: 60.14%2026-10-16: 60.46%2026-10-19: 61.29%2026-10-20: 63.05%2026-10-21: 63.56%2026-10-22: 68.21%2026-10-23: 65.86%2026-10-26: 69.26%2026-10-27: 71.92%2026-10-28: 67.12%2026-10-29: 55.44%2026-10-30: 57.43%Aug 11Sep 21Oct 30
58 observations2026-08-11 — 2026-10-30
Table
DateIV (%)
59.93%
60.94%
60.42%
58.04%
60.18%
60.53%
62.14%
60.24%
63.35%
66.86%
67.34%
68.33%
67.19%
67.05%
71.64%
74.51%
74.08%
78.02%
83.81%
105.87%
117.59%
147.38%
51.03%
52.64%
52.39%
53.58%
51.47%
47.24%
51.22%
51.64%
50.49%
50.94%
47.84%
52.13%
53.83%
51.96%
50.20%
48.42%
51.25%
51.54%
52.85%
53.48%
50.32%
52.50%
58.33%
62.91%
60.14%
60.46%
61.29%
63.05%
63.56%
68.21%
65.86%
69.26%
71.92%
67.12%
55.44%
57.43%