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ORCL options: IV rank, expected move and trade screens

Oracle Corp · Technology

In the app, stock prices are live and options data is refreshed intraday.

ORCL last closed at $125.35 with 30-day implied volatility of 63.7%. That is in the upper half of its one-year range (IV rank 52), so premiums are somewhat richer than usual for ORCL. Measured by IV percentile, IV is higher than 63% of the past year's readings. Options expiring Dec 11 (28 days out) price a one standard deviation move of about $20.75, or 16.6%.

The price is below both its 50-day (-8.3%) and 200-day (-18.7%) moving averages. It is 49.5% below its 52-week high and 9.0% above its 52-week low. The 14-day RSI of 47.1 is between 30 and 70, neither overbought nor oversold. The 14-day average true range is $8.06, about 6.4% of the price, a measure of a typical day's range.

Option volume at the close (160K contracts) was 0.5x its average, quieter than usual. A beta of 2.21 means ORCL has tended to move about 2.2 times as much as the broad market. 5 of our preset screens found trades on ORCL at the close, led by Bear Put Spreads Below the 200-Day with 299 trades.

ORCL stats at the close

Price
$125.35
Market cap $379B
Implied volatility
63.7%
30-day, at the money
IV rank
52
IV sits 52% of the way from its one-year low to its one-year high.
IV percentile
63
IV is higher than 63% of the past year's readings.
ATR (14-day)
$8.06
6.4% of the price on a typical day
RSI (14-day)
47.1
Between 30 and 70, neutral
52-week range
-49.5% from high
+9.0% from the 52-week low
Moving averages
-8.3% vs 50-day
-18.7% vs the 200-day
Beta
2.21
Sensitivity to the broad market
Option volume
0.5x avg
160K contracts vs 314K average

ORCL expected move by expiration

Expected move = price x at-the-money IV x the square root of (days to expiration / 365), a one standard deviation range. The straddle is the at-the-money call plus put, the market's own price for a move. Compare expected moves across stocks.

ExpirationIVExpected move1 SD rangeStraddle
Nov 20, 20267 days62.7%±$10.89 (8.7%)$114.46 to $136.24$8.68
Dec 11, 202628 days59.8%±$20.75 (16.6%)$104.60 to $146.10$16.50
Jan 15, 202763 days64.5%±$33.59 (26.8%)$91.76 to $158.94$26.60
Feb 19, 202798 days61.8%±$40.15 (32.0%)$85.20 to $165.50$31.70

Each expiration has its own implied volatility, and short-dated IV reacts more to near-term events, so the nearest expiration can differ a lot from the 30-day figure.

Trades that pass our screens as of the close

Counts and ranges for ORCL from our preset scans at the last close. Open a preset in the app to see each trade with its strikes, prices, and risk, refreshed intraday. Income strategies show annualized return; the rest show return on risk.

ORCL options FAQ

What is ORCL's IV rank?
At the last close, ORCL's IV rank was 52 with 30-day implied volatility of 63.7%. IV sits 52% of the way from its one-year low to its one-year high. Its IV percentile was 63: IV is higher than 63% of the past year's readings.
What is the expected move for ORCL?
Based on the last close, options expiring Dec 11, 2026 priced a one standard deviation move of $20.75 (16.6%), a range of $104.60 to $146.10. Roughly two times in three, the stock would finish inside that range if the options are priced fairly.
Which option screens have trades on ORCL?
At the last close, these OptionClaws preset screens had passing trades on ORCL: Bear Put Spreads Below the 200-Day (299), Bull Call Spreads on High-Beta Names (262), Cash-Secured Put Entries on Mega Caps (76), Long Call Butterflies for Pinning (47), Iron Condor, 2-ATR Profit Zone (7). Open a screen in the app to see the individual trades, refreshed intraday.
Is ORCL option volume above average?
At the last close, ORCL option volume was 0.5x its average, quieter than usual.

Market data as of the prior close, for information and education only. Not investment advice. Options involve substantial risk and are not suitable for every investor. See our Terms of Service.