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ORCL options: IV rank, expected move and trade screens

Oracle Corp · Technology

As of the close on . In the app, data is refreshed intraday.

ORCL closed at $132.60 on Sep 28, 2026 with 30-day implied volatility of 52.5%. That is in the lower half of its one-year range (IV rank 27), so premiums are on the modest side for ORCL. Measured by IV percentile, IV is higher than 33% of the past year's readings. Options expiring Oct 30 (32 days out) price a one standard deviation move of about $20.96, or 15.8%.

The price is below both its 50-day (-6.9%) and 200-day (-19.2%) moving averages. It is 57.6% below its 52-week high and 15.3% above its 52-week low. The 14-day RSI of 37.3 is between 30 and 70, neither overbought nor oversold. The 14-day average true range is $6.98, about 5.3% of the price, a measure of a typical day's range.

Option volume at the close (335K contracts) was 1.0x its average, close to normal. A beta of 2.02 means ORCL has tended to move about 2.0 times as much as the broad market. 5 of our preset screens found trades on ORCL at the close, led by Bull Call Spreads on High-Beta Names with 195 trades.

ORCL stats at the close

Price
$132.60
Market cap $401B
Implied volatility
52.5%
30-day, at the money
IV rank
27
IV sits 27% of the way from its one-year low to its one-year high.
IV percentile
33
IV is higher than 33% of the past year's readings.
ATR (14-day)
$6.98
5.3% of the price on a typical day
RSI (14-day)
37.3
Between 30 and 70, neutral
52-week range
-57.6% from high
+15.3% from the 52-week low
Moving averages
-6.9% vs 50-day
-19.2% vs the 200-day
Beta
2.02
Sensitivity to the broad market
Option volume
1.0x avg
335K contracts vs 339K 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
Oct 2, 20264 days56.1%±$7.79 (5.9%)$124.81 to $140.39$6.23
Oct 30, 202632 days53.4%±$20.96 (15.8%)$111.64 to $153.56$16.70
Nov 20, 202653 days51.8%±$26.17 (19.7%)$106.43 to $158.77$21.00
Dec 18, 202681 days57.7%±$36.02 (27.2%)$96.58 to $168.62$28.78

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 close on Sep 28, 2026, ORCL's IV rank was 27 with 30-day implied volatility of 52.5%. IV sits 27% of the way from its one-year low to its one-year high. Its IV percentile was 33: IV is higher than 33% of the past year's readings.
What is the expected move for ORCL?
Based on the close on Sep 28, 2026, options expiring Oct 30, 2026 priced a one standard deviation move of $20.96 (15.8%), a range of $111.64 to $153.56. 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 close on Sep 28, 2026, these OptionClaws preset screens had passing trades on ORCL: Bull Call Spreads on High-Beta Names (195), Bear Put Spreads Below the 200-Day (126), Long Call Butterflies for Pinning (28), Cash-Secured Put Entries on Mega Caps (16), Married Put Protection (5). Open a screen in the app to see the individual trades, refreshed intraday.
Is ORCL option volume above average?
On Sep 28, 2026, ORCL option volume was 1.0x its average, close to normal.

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.