Oracle Corporation (ORCL)
Overview · Option chain · Volatility · Expected-move history · Earnings
Cboe delayed options data · as of Sep 02, 21:53 UTC · Figures derived from the full chain (1,910 contracts, 18 expirations) · IV own-history percentile appears after 60 recorded days (3 so far)
Expected move — Sep 18, 2026 (16 days)
Methodology →Read from option prices: the at-the-money straddle costs this much, so the market is pricing a move of about that size in either direction by this date. It is an estimate of movement, not a prediction of direction.
Options are pricing a move of about ±12.8% (range 127.42–164.97) by Sep 18, 2026. ATM straddle: 18.77 @ strike 146 · ATM IV: 77.0%.
Probability distribution
Model & assumptions →The curve shows where a lognormal model, fed with current implied volatility, puts the range of outcomes at this expiration. Shaded: the expected-move band.
| Level | vs price | P(above)Model-estimated chance the stock finishes above a level at expiration, derived from current IV under a lognormal model with stated assumptions — an estimate, not a prediction. | P(below) |
|---|---|---|---|
| 131.58 | -10% | 71.7% | 28.3% |
| 138.89 | -5% | 59.4% | 40.6% |
| 146.20 | +0% | 46.8% | 53.2% |
| 153.51 | +5% | 35.1% | 64.9% |
| 160.82 | +10% | 25.1% | 74.9% |
Model-estimated probabilities of finishing above/below each level at expiration — estimates under stated assumptions, not predictions.
Probability explorer
Drag the slider to any level and see the model-estimated chance the stock finishes above or below it at the selected expiration.
Horizon: Sep 18, 2026 · lognormal model, zero drift — an estimate, not a prediction. Assumptions
Expirations
Open the chain →| Expires | DTEDays to expiration, in calendar days. | Implied move | ATM IV | Open int. |
|---|---|---|---|---|
| Sep 04, 2026 | 2 | ±3.4% | 58.0% | 142.4K |
| Sep 11, 2026 | 9 | ±11.4% | 90.9% | 77.1K |
| Sep 18, 2026 | 16 | ±12.8% | 77.0% | 598.1K |
| Sep 25, 2026 | 23 | ±13.9% | 69.8% | 34.9K |
| Oct 02, 2026 | 30 | ±14.9% | 65.5% | 17.2K |
| Oct 09, 2026 | 37 | ±16.1% | 63.3% | 3,458 |
| Oct 16, 2026 | 44 | ±17.0% | 61.7% | 274.3K |
| Nov 20, 2026 | 79 | ±21.6% | 58.9% | 171.9K |
| Dec 18, 2026 | 107 | ±25.8% | 60.4% | 362.8K |
| Jan 15, 2027 | 135 | ±28.1% | 58.9% | 492.5K |
| Mar 19, 2027 | 198 | ±33.8% | 58.7% | 220.9K |
Open interest by strike — Sep 18
Where option positions are concentrated. Teal bars are calls, red bars are puts; the dashed line is the current price.
Largest open-interest concentrations (all expirations ≤ 60 days): 200 C · 59.4K160 C · 44.6K105 P · 44.0K180 C · 43.1K140 P · 41.7K
IV term structure
Volatility page →At-the-money implied volatility for each expiration. A hump around a date often marks a scheduled event the market is pricing.
When does open interest expire?
Implied vs realized volatility
HV from our stored daily closes (annualized); IV30 interpolated from the chain. Method
Price, last 60 sessions
Track record
Full history →Every trading day we record what the options market is pricing for each expiration — before the outcome is known. Once expirations start resolving, this section compares expected versus actual, and the record is never rewritten. Recording since Aug 31, 2026.
Past earnings reactions
Avg |reaction| 9.6% · median 8.8% (20 reports) — two-session close-to-close window; definition
About Oracle Corporation
Oracle Corporation, a global technology giant, provides a comprehensive suite of enterprise information technology solutions worldwide. A core part of its portfolio comprises cloud-based software-as-a-service (SaaS) applications, including the Oracle Fusion Cloud suite covering enterprise resource planning (ERP), enterprise performance management (EPM), supply chain and manufacturing management (SCM), and human capital management (HCM). This also extends to specialized offerings like Oracle Advertising, the NetSuite application suite, and Oracle Fusion solutions for Sales, Service, and Marketing. Beyond these, Oracle develops cloud solutions tailored for various specific industries, alongside traditional application licenses and comprehensive license support services. Furthermore, the company's robust cloud and licensing business is underpinned by its infrastructure technologies. These include the flagship Oracle Database, the widely adopted Java programming language, and various middleware components such as development tools. Its advanced cloud infrastructure provides compute, storage, and networking capabilities, complemented by innovative services like the Oracle Autonomous Dat
Technology · Software - Infrastructure · NYSE · Profile: Financial Modeling Prep
ORCL news
All news →AI trade faces test with next week's Oracle earnings
How Michael Khouw is playing ORCL ahead of earnings.
CNBC · Sep 02, 17:57 UTC ↗How Oracle’s ‘extremely controversial’ stock could more than double from here
Oracle could be “nearing the end” of its need to raise cash, a Bernstein analyst says.
MarketWatch · Sep 02, 14:58 UTC ↗Related securities — Technology
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