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Oracle Corporation ORCL

TECHNOLOGY · SOFTWARE - INFRASTRUCTURE
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Market dataready · fetched 2026-10-16T00:58:37.014Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T23:59:50.476925097Z

FundamentalsAlpha Vantage · quarter 2026-08-31 · fetched 2026-10-16T00:58:36.411934+00:00

Share price$133.14
1D+4.2%
AH$127$129$131$133$1355:30 AM6:30 AM9:00 AM1:00 PM2:00 PMORCL
Sold putSold callAH

Oracle Corporation options

Live interpolated ORCL call and put midpoint premiums by absolute delta.Oracle Corporation$0.04$3.33$6.63$9.92$13.22$125.91$129.75$133.59$137.43$141.2720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ORCL spot · $133.14ORCL PRICE$0.61$0.82$1.06$1.34$1.66$2.02$2.47$3.02$3.67$4.65$6.08$8.23$12.27$0.39$0.51$0.63$0.75$0.88$1.00$1.13$1.27$1.40$1.53$1.66$1.79$1.91
PutsFair0.97×
CallsExpensive1.24×
SkewBullish-67.25 pp
Implied moveBullish±$3.60
TiltBullish52.7% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ138.0780.2%4.2%130.2750.0%2.5%
25Δ137.1480.8%3.6%130.9548.1%2.0%
30Δ136.2981.2%3.2%131.4746.6%1.7%
35Δ135.5382.9%2.8%131.9845.2%1.4%
40Δ134.8085.3%2.5%132.4043.5%1.2%
45Δ134.0787.8%2.2%132.8041.9%1.0%
50Δ133.3091.1%2.0%133.1740.2%0.8%
55Δ132.4795.7%1.8%133.4938.5%0.7%
60Δ131.55101.1%1.6%133.8236.7%0.5%
65Δ130.39111.7%1.4%134.1034.8%0.4%
70Δ128.83128.2%1.3%134.3532.6%0.3%
75Δ126.57152.4%1.2%134.5930.5%0.3%
80Δ122.48212.9%1.2%134.8328.3%0.2%

20Δ

Calls
Pseudo strike
138.07
IV
80.2%
B/E move
4.2%
Puts
Pseudo strike
130.27
IV
50.0%
B/E move
2.5%

25Δ

Calls
Pseudo strike
137.14
IV
80.8%
B/E move
3.6%
Puts
Pseudo strike
130.95
IV
48.1%
B/E move
2.0%

30Δ

Calls
Pseudo strike
136.29
IV
81.2%
B/E move
3.2%
Puts
Pseudo strike
131.47
IV
46.6%
B/E move
1.7%

35Δ

Calls
Pseudo strike
135.53
IV
82.9%
B/E move
2.8%
Puts
Pseudo strike
131.98
IV
45.2%
B/E move
1.4%

40Δ

Calls
Pseudo strike
134.80
IV
85.3%
B/E move
2.5%
Puts
Pseudo strike
132.40
IV
43.5%
B/E move
1.2%

45Δ

Calls
Pseudo strike
134.07
IV
87.8%
B/E move
2.2%
Puts
Pseudo strike
132.80
IV
41.9%
B/E move
1.0%

50Δ

Calls
Pseudo strike
133.30
IV
91.1%
B/E move
2.0%
Puts
Pseudo strike
133.17
IV
40.2%
B/E move
0.8%

55Δ

Calls
Pseudo strike
132.47
IV
95.7%
B/E move
1.8%
Puts
Pseudo strike
133.49
IV
38.5%
B/E move
0.7%

60Δ

Calls
Pseudo strike
131.55
IV
101.1%
B/E move
1.6%
Puts
Pseudo strike
133.82
IV
36.7%
B/E move
0.5%

65Δ

Calls
Pseudo strike
130.39
IV
111.7%
B/E move
1.4%
Puts
Pseudo strike
134.10
IV
34.8%
B/E move
0.4%

70Δ

Calls
Pseudo strike
128.83
IV
128.2%
B/E move
1.3%
Puts
Pseudo strike
134.35
IV
32.6%
B/E move
0.3%

75Δ

Calls
Pseudo strike
126.57
IV
152.4%
B/E move
1.2%
Puts
Pseudo strike
134.59
IV
30.5%
B/E move
0.3%

80Δ

Calls
Pseudo strike
122.48
IV
212.9%
B/E move
1.2%
Puts
Pseudo strike
134.83
IV
28.3%
B/E move
0.2%