ORCL option chain Oracle Corporation

Expiration Cboe delayed options data · as of 09:40 UTC

Each row is one strike. The left half is the call, the right half the put. Bid/ask are what buyers and sellers currently quote; volume is contracts traded this session; open interest is standing contracts. The highlighted row sits closest to the stock price.

This expiration prices a move of about ±13.2% (110.95–144.65) · ATM IV 59.6% · P/C open interest 1.12

CALLS								Strike	PUTS
Bid	Ask	Vol	OIThe number of option contracts currently outstanding at a strike or expiration. High open interest shows where positions are concentrated.	IV	ΔModel sensitivity of an option's price to a $1 move in the stock; also used as a rough moneyness scale (a 25-delta option is well out of the money).	Γ	Θ		Bid	Ask	Vol	OI	IV	Δ	Γ	Θ
48.40	50.10	1	5	84.2%	0.98	0.0014	-0.022	80	0.0500	0.4200	18	2	88.0%	-0.02	0.0014	-0.022
42.85	45.10	1	1	79.5%	0.98	0.0020	-0.027	85	0.1200	0.3500	720	100	78.1%	-0.02	0.0020	-0.027
38.80	39.35		8	78.0%	0.97	0.0028	-0.034	90	0.2000	0.4300	2	343	72.3%	-0.03	0.0028	-0.034
34.00	34.55		19	73.1%	0.95	0.0041	-0.045	95	0.2900	0.7600	4	300	69.7%	-0.05	0.0041	-0.045
29.30	29.90	5	6	69.4%	0.93	0.0059	-0.059	100	0.7200	0.9600	120	263	67.0%	-0.07	0.0059	-0.059
24.55	25.40	11	16	64.2%	0.89	0.0082	-0.077	105	1.10	1.43	164	265	63.8%	-0.11	0.0082	-0.078
19.90	21.20		38	64.7%	0.84	0.0109	-0.099	110	2.04	2.26	144	646	63.8%	-0.16	0.0110	-0.099
16.60	17.30	20	53	63.0%	0.77	0.0137	-0.119	115	2.84	3.35	216	736	61.0%	-0.23	0.0138	-0.120
15.15	15.90	7	12	62.6%	0.74	0.0148	-0.127	117	3.35	4.10	301	66	61.2%	-0.26	0.0149	-0.127
14.55	15.20	2		62.4%	0.72	0.0153	-0.130	118	3.65	4.35	348	18	60.8%	-0.28	0.0154	-0.131
13.90	14.50			62.2%	0.71	0.0158	-0.133	119	4.00	4.70	19	55	60.9%	-0.29	0.0159	-0.134
13.20	13.85	3	14	61.8%	0.69	0.0162	-0.136	120	4.30	4.90	220	920	60.0%	-0.31	0.0163	-0.137
12.55	13.20		1	61.6%	0.67	0.0167	-0.139	121	4.95	5.35	29	36	61.3%	-0.33	0.0168	-0.140
11.90	12.55	1		61.2%	0.66	0.0171	-0.141	122	5.05	5.80	11	2	60.4%	-0.34	0.0172	-0.142
11.30	11.95			61.1%	0.64	0.0174	-0.144	123	5.45	6.15	43	10	60.1%	-0.36	0.0176	-0.145
10.30	11.35	4	24	61.1%	0.62	0.0178	-0.145	124	5.85	6.60	63	170	60.0%	-0.38	0.0179	-0.147
10.15	10.80		9	60.7%	0.60	0.0181	-0.147	125	6.25	6.95	124	899	59.4%	-0.40	0.0182	-0.148
9.55	10.25	3	20	60.5%	0.58	0.0183	-0.148	126	6.70	7.45	58	325	59.4%	-0.42	0.0185	-0.150
9.10	9.70		14	60.4%	0.57	0.0185	-0.149	127	7.15	7.95	86	150	59.3%	-0.44	0.0187	-0.151
8.55	9.20	11	19	60.5%	0.55	0.0187	-0.150	128	7.65	8.30	54	163	58.7%	-0.46	0.0189	-0.151
8.15	8.70	84	15	60.3%	0.53	0.0188	-0.150	129	8.20	8.85	113	180	58.5%	-0.47	0.0190	-0.152
7.65	8.00	53	128	59.4%	0.51	0.0189	-0.150	130	8.85	9.40	143	610	59.2%	-0.49	0.0191	-0.152
7.15	8.00	67	84	59.1%	0.49	0.0189	-0.150	131	9.25	10.00	65	180	58.7%	-0.51	0.0191	-0.152
6.70	7.05	22	28	58.5%	0.47	0.0189	-0.150	132	9.80	10.55	50	75	58.5%	-0.53	0.0191	-0.151
6.30	6.70	45	67	58.7%	0.45	0.0188	-0.149	133	10.40	11.15	9	245	58.5%	-0.55	0.0191	-0.150
6.00	6.55	15	102	59.8%	0.44	0.0188	-0.148	134	11.00	11.80	16	130	58.5%	-0.57	0.0190	-0.149
5.55	6.20	101	89	59.9%	0.42	0.0186	-0.146	135	11.60	12.40	40	424	58.2%	-0.59	0.0188	-0.148
5.15	5.80	1	60	59.1%	0.40	0.0184	-0.144	136	12.25	13.05		29	58.1%	-0.60	0.0187	-0.146
4.80	5.50	10	79	59.1%	0.38	0.0182	-0.142	137	12.90	13.70	20	148	58.0%	-0.62	0.0185	-0.144
4.50	5.15	38	108	59.1%	0.37	0.0180	-0.140	138	13.60	14.40	23	91	58.0%	-0.64	0.0182	-0.142
4.30	4.65	54	28	58.7%	0.35	0.0177	-0.138	139	14.30	15.10	7	124	58.0%	-0.66	0.0180	-0.140
3.80	4.45	216	339	59.3%	0.33	0.0174	-0.135	140	15.00	15.80	40	282	57.9%	-0.67	0.0177	-0.138
3.65	4.30	8	136	59.1%	0.32	0.0170	-0.133	141	15.70	16.55	2	135	57.8%	-0.69	0.0173	-0.135
3.40	4.05	8	166	59.1%	0.30	0.0167	-0.130	142	16.45	17.30	2	128	57.8%	-0.70	0.0170	-0.132
3.15	3.80	112	170	59.0%	0.29	0.0163	-0.127	143	17.20	18.05		51	57.6%	-0.72	0.0166	-0.129
3.05	3.55	8	123	59.4%	0.27	0.0159	-0.123	144	18.00	18.85	11	51	57.8%	-0.73	0.0162	-0.126
2.71	3.30	97	122	58.7%	0.26	0.0155	-0.120	145	18.80	19.60	16	77	57.7%	-0.75	0.0158	-0.123
2.51	2.90	32	242	57.9%	0.25	0.0151	-0.117	146	19.60	20.40	3	62	57.6%	-0.76	0.0154	-0.119
2.44	2.94	8	155	59.5%	0.23	0.0146	-0.113	147	20.40	21.25	24	144	57.7%	-0.77	0.0150	-0.116
2.28	2.76	1	170	59.6%	0.22	0.0142	-0.110	148	21.25	22.05	6	89	57.6%	-0.79	0.0145	-0.112
1.99	2.59		78	59.0%	0.21	0.0137	-0.106	149	22.10	22.90	1	9	57.8%	-0.80	0.0141	-0.109
1.90	2.28	93	718	58.6%	0.20	0.0132	-0.103	150	22.95	23.75	6	72	57.8%	-0.81	0.0136	-0.105
1.65	2.07	18	154	60.0%	0.17	0.0121	-0.094	152.5	25.10	25.90		59	57.6%	-0.84	0.0125	-0.097
1.43	1.79	55	292	60.7%	0.15	0.0109	-0.085	155	27.30	28.15	2	99	57.6%	-0.86	0.0114	-0.089
1.19	1.37	10	566	59.9%	0.13	0.0099	-0.077	157.5	29.60	31.05		16	57.3%	-0.88	0.0103	-0.081
1.00	1.32	499	477	61.4%	0.11	0.0088	-0.070	160	31.90	32.65		61	57.0%	-0.90	0.0093	-0.073
0.7900	0.9900	40	217	60.3%	0.09	0.0079	-0.062	162.5	34.25	35.00			56.8%	-0.92	0.0083	-0.066
0.6700	0.8500	10	273	60.9%	0.08	0.0070	-0.056	165	36.65	38.05	20	27	56.5%	-0.93	0.0074	-0.060
0.5300	0.8900	2	210	62.6%	0.07	0.0062	-0.050	167.5	39.05	40.55	3	2	55.9%	-0.94	0.0066	-0.054
0.5000	0.6000	46	1,036	61.8%	0.06	0.0055	-0.045	170	41.50	42.15		65	55.0%	-0.95	0.0058	-0.049
0.2900	0.4000	8	284	61.1%	0.05	0.0043	-0.037	175	46.40	47.00		68		-0.97	0.0045	-0.039
0.1400	0.3100	13	80	61.0%	0.04	0.0034	-0.030	180	51.35	52.25	7		62.4%	-0.98	0.0034	-0.030
0.1000	0.3800	16	714	65.7%	0.03	0.0028	-0.025	185	56.35	57.20	1	1	64.3%	-0.99	0.0025	-0.023
0.0300	0.4100	3	90	68.7%	0.02	0.0023	-0.022	190	60.50	62.95		15		-0.99	0.0019	-0.017

Strikes shown: within ±50% of the underlying price. Intrinsic value = max(0, price − strike) for calls, max(0, strike − price) for puts; extrinsic = option price − intrinsic. Greeks and IV as computed by the exchange feed.

Volatility smile — Nov 13, 2026

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Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.

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ORCL option chain Oracle Corporation

Volatility smile — Nov 13, 2026

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