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Oracle Corporation ORCL

TECHNOLOGY · SOFTWARE - INFRASTRUCTURE
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Market dataready · fetched 2026-10-20T14:17:30.742Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23

Calculation methodology

Options historyRecorded provider observations · delta-comparison-v1 · expiration-specific

History data

PriceAlpaca · sip · 2026-10-20T14:17:30.068211772Z

FundamentalsAlpha Vantage · quarter 2026-08-31 · fetched 2026-10-20T14:17:30.230239+00:00

Share price$131.77
1D+2.0%
$128$129$130$131$1325:30 AM6:30 AM9:00 AM1:00 PMORCL
Sold putSold call

Oracle Corporation options

Live interpolated ORCL call and put midpoint premiums by absolute delta.Oracle Corporation$0.62$2.45$4.27$6.10$7.92$122.13$126.99$131.85$136.70$141.5620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ORCL spot · $131.77ORCL PRICE$0.82$1.09$1.38$1.70$2.07$2.46$2.90$3.41$3.94$4.59$5.31$6.22$7.27$0.90$1.18$1.49$1.83$2.21$2.62$3.06$3.58$4.12$4.75$5.43$6.35$7.40
PutsExpensive1.96×
CallsExpensive1.53×
SkewBullish-1.21 pp
Implied moveBearish±$5.96
TiltBearish2.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ138.5262.8%5.7%125.6065.5%5.4%
25Δ137.2062.8%4.9%126.9564.2%4.6%
30Δ136.0162.6%4.3%128.0963.7%3.9%
35Δ134.9362.4%3.7%129.1563.1%3.4%
40Δ133.9462.6%3.2%130.1462.7%2.9%
45Δ132.9762.7%2.8%131.0962.3%2.5%
50Δ132.0363.0%2.4%132.0262.0%2.1%
55Δ131.0863.7%2.1%132.9662.0%1.8%
60Δ130.1263.6%1.7%133.9061.5%1.5%
65Δ129.1064.4%1.5%134.8861.4%1.2%
70Δ128.0364.9%1.2%135.8960.9%1.0%
75Δ126.8166.1%1.0%137.0961.6%0.8%
80Δ125.4667.0%0.7%138.4161.8%0.6%

20Δ

Calls
Pseudo strike
138.52
IV
62.8%
B/E move
5.7%
Puts
Pseudo strike
125.60
IV
65.5%
B/E move
5.4%

25Δ

Calls
Pseudo strike
137.20
IV
62.8%
B/E move
4.9%
Puts
Pseudo strike
126.95
IV
64.2%
B/E move
4.6%

30Δ

Calls
Pseudo strike
136.01
IV
62.6%
B/E move
4.3%
Puts
Pseudo strike
128.09
IV
63.7%
B/E move
3.9%

35Δ

Calls
Pseudo strike
134.93
IV
62.4%
B/E move
3.7%
Puts
Pseudo strike
129.15
IV
63.1%
B/E move
3.4%

40Δ

Calls
Pseudo strike
133.94
IV
62.6%
B/E move
3.2%
Puts
Pseudo strike
130.14
IV
62.7%
B/E move
2.9%

45Δ

Calls
Pseudo strike
132.97
IV
62.7%
B/E move
2.8%
Puts
Pseudo strike
131.09
IV
62.3%
B/E move
2.5%

50Δ

Calls
Pseudo strike
132.03
IV
63.0%
B/E move
2.4%
Puts
Pseudo strike
132.02
IV
62.0%
B/E move
2.1%

55Δ

Calls
Pseudo strike
131.08
IV
63.7%
B/E move
2.1%
Puts
Pseudo strike
132.96
IV
62.0%
B/E move
1.8%

60Δ

Calls
Pseudo strike
130.12
IV
63.6%
B/E move
1.7%
Puts
Pseudo strike
133.90
IV
61.5%
B/E move
1.5%

65Δ

Calls
Pseudo strike
129.10
IV
64.4%
B/E move
1.5%
Puts
Pseudo strike
134.88
IV
61.4%
B/E move
1.2%

70Δ

Calls
Pseudo strike
128.03
IV
64.9%
B/E move
1.2%
Puts
Pseudo strike
135.89
IV
60.9%
B/E move
1.0%

75Δ

Calls
Pseudo strike
126.81
IV
66.1%
B/E move
1.0%
Puts
Pseudo strike
137.09
IV
61.6%
B/E move
0.8%

80Δ

Calls
Pseudo strike
125.46
IV
67.0%
B/E move
0.7%
Puts
Pseudo strike
138.41
IV
61.8%
B/E move
0.6%

Options history

ORCL57.0557.8958.722026-10-19T19:58:55.878000+00:00: 57.17%2026-10-20T13:36:24.991000+00:00: 57.66%2026-10-20T13:44:00.193000+00:00: 57.72%2026-10-20T13:51:55.284000+00:00: 58.61%2026-10-20T13:58:48.627000+00:00: 58.43%2026-10-20T14:08:29.810000+00:00: 58.16%Oct 19Oct 20
Table
ObservationIVSkewImplied move
57.17%1.40 pp13.60%
57.66%2.65 pp13.54%
57.72%1.10 pp13.52%
58.61%2.28 pp13.75%
58.43%2.93 pp13.73%
58.16%2.21 pp13.64%