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Oracle Corporation ORCL

TECHNOLOGY · SOFTWARE - INFRASTRUCTURE
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Market dataready · fetched 2026-10-16T00:14:47.139Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

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

FundamentalsAlpha Vantage · quarter 2026-08-31 · fetched 2026-10-16T00:14:45.891401+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$1.93$7.66$13.38$19.11$24.84$101.48$118.94$136.40$153.85$171.3120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ORCL spot · $133.14ORCL PRICE$2.55$3.40$4.31$5.33$6.47$7.71$9.07$10.62$12.31$14.34$16.75$19.59$23.19$2.82$3.74$4.72$5.84$7.02$8.33$9.69$11.29$13.00$14.88$17.04$19.40$22.16
PutsCheap0.87×
CallsExpensive1.06×
SkewBullish-9.88 pp
Implied moveBearish±$18.77
TiltBalanced1.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ159.2159.4%21.5%117.2055.0%14.1%
25Δ154.3259.5%18.5%120.7754.6%12.1%
30Δ150.0559.6%15.9%124.0154.0%10.4%
35Δ146.2659.7%13.9%127.0253.6%9.0%
40Δ142.7560.0%12.1%129.9253.3%7.7%
45Δ139.3960.5%10.5%132.6952.7%6.6%
50Δ136.1360.8%9.1%135.4752.1%5.5%
55Δ132.8961.4%7.8%138.2551.7%4.6%
60Δ129.6562.0%6.6%141.0751.3%3.8%
65Δ126.2663.0%5.6%143.9650.7%3.0%
70Δ122.6164.4%4.7%147.0550.1%2.4%
75Δ118.6266.3%3.8%150.2649.5%1.7%
80Δ113.9768.9%3.0%153.7848.5%1.1%

20Δ

Calls
Pseudo strike
159.21
IV
59.4%
B/E move
21.5%
Puts
Pseudo strike
117.20
IV
55.0%
B/E move
14.1%

25Δ

Calls
Pseudo strike
154.32
IV
59.5%
B/E move
18.5%
Puts
Pseudo strike
120.77
IV
54.6%
B/E move
12.1%

30Δ

Calls
Pseudo strike
150.05
IV
59.6%
B/E move
15.9%
Puts
Pseudo strike
124.01
IV
54.0%
B/E move
10.4%

35Δ

Calls
Pseudo strike
146.26
IV
59.7%
B/E move
13.9%
Puts
Pseudo strike
127.02
IV
53.6%
B/E move
9.0%

40Δ

Calls
Pseudo strike
142.75
IV
60.0%
B/E move
12.1%
Puts
Pseudo strike
129.92
IV
53.3%
B/E move
7.7%

45Δ

Calls
Pseudo strike
139.39
IV
60.5%
B/E move
10.5%
Puts
Pseudo strike
132.69
IV
52.7%
B/E move
6.6%

50Δ

Calls
Pseudo strike
136.13
IV
60.8%
B/E move
9.1%
Puts
Pseudo strike
135.47
IV
52.1%
B/E move
5.5%

55Δ

Calls
Pseudo strike
132.89
IV
61.4%
B/E move
7.8%
Puts
Pseudo strike
138.25
IV
51.7%
B/E move
4.6%

60Δ

Calls
Pseudo strike
129.65
IV
62.0%
B/E move
6.6%
Puts
Pseudo strike
141.07
IV
51.3%
B/E move
3.8%

65Δ

Calls
Pseudo strike
126.26
IV
63.0%
B/E move
5.6%
Puts
Pseudo strike
143.96
IV
50.7%
B/E move
3.0%

70Δ

Calls
Pseudo strike
122.61
IV
64.4%
B/E move
4.7%
Puts
Pseudo strike
147.05
IV
50.1%
B/E move
2.4%

75Δ

Calls
Pseudo strike
118.62
IV
66.3%
B/E move
3.8%
Puts
Pseudo strike
150.26
IV
49.5%
B/E move
1.7%

80Δ

Calls
Pseudo strike
113.97
IV
68.9%
B/E move
3.0%
Puts
Pseudo strike
153.78
IV
48.5%
B/E move
1.1%