ORCL option chain Oracle Corporation

Expiration Cboe delayed options data · as of 03:41 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 ±19.8% (103.67–155.03) · ATM IV 61.2% · P/C open interest 0.82

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
65.05	65.60		29	77.2%	0.99	0.0007	-0.003	65	0.1900	0.2500	34	1,021	83.6%	-0.01	0.0007	-0.011
60.15	60.65		141	73.8%	0.98	0.0010	-0.006	70	0.2400	0.3100	15	1,465	78.3%	-0.02	0.0010	-0.014
55.30	55.70	1	79	71.5%	0.98	0.0014	-0.010	75	0.3000	0.3700	21	5,612	72.9%	-0.02	0.0014	-0.017
50.55	50.90	5	322	67.8%	0.97	0.0020	-0.016	80	0.4600	0.5800	45	1,414	70.9%	-0.03	0.0020	-0.022
45.75	46.15	4	317	66.2%	0.95	0.0027	-0.022	85	0.6900	0.8100	34	4,421	68.3%	-0.05	0.0027	-0.028
41.15	41.55	6	190	65.5%	0.94	0.0036	-0.031	90	1.05	1.17	159	8,752	66.6%	-0.07	0.0036	-0.036
36.70	37.10	3	103	64.1%	0.91	0.0048	-0.042	95	1.56	1.66	45	2,847	65.1%	-0.09	0.0048	-0.046
32.45	32.85	14	454	63.0%	0.88	0.0061	-0.053	100	2.28	2.38	273	10.5K	64.1%	-0.13	0.0061	-0.058
28.45	28.85	6	241	62.6%	0.83	0.0074	-0.065	105	3.25	3.35	634	9,015	63.5%	-0.17	0.0075	-0.069
24.75	25.05	63	847	62.4%	0.79	0.0087	-0.077	110	4.50	4.60	472	10.5K	63.0%	-0.21	0.0088	-0.080
21.35	21.60	30	231	62.0%	0.74	0.0099	-0.087	115	6.00	6.15	265	14.0K	62.5%	-0.27	0.0100	-0.090
18.20	18.45	72	1,136	61.5%	0.68	0.0110	-0.095	120	7.85	8.00	197	22.3K	62.0%	-0.32	0.0111	-0.097
15.40	15.70	110	1,045	61.2%	0.62	0.0118	-0.101	125	10.00	10.20	326	9,941	61.7%	-0.38	0.0119	-0.103
12.95	13.20	397	4,308	61.0%	0.56	0.0122	-0.104	130	12.50	12.70	532	13.2K	61.4%	-0.45	0.0124	-0.106
10.80	11.00	2,046	4,486	60.8%	0.50	0.0124	-0.105	135	15.25	15.45	146	9,500	61.0%	-0.51	0.0126	-0.106
8.95	9.10	747	10.6K	60.7%	0.44	0.0123	-0.104	140	18.35	18.65	63	19.2K	61.0%	-0.57	0.0126	-0.105
7.35	7.50	328	2,982	60.6%	0.38	0.0119	-0.100	145	21.75	22.05	102	10.9K	61.0%	-0.62	0.0122	-0.101
6.00	6.15	2,315	20.6K	60.5%	0.33	0.0114	-0.095	150	25.40	25.70	47	28.2K	60.7%	-0.68	0.0117	-0.096
4.90	5.00	234	4,142	60.5%	0.29	0.0106	-0.089	155	29.25	29.60	14	3,921	60.9%	-0.72	0.0110	-0.089
4.00	4.10	1,452	10.1K	60.7%	0.24	0.0098	-0.083	160	33.35	33.70	17	8,103	60.8%	-0.77	0.0102	-0.082
3.20	3.35	2,279	5,000	60.7%	0.21	0.0089	-0.075	165	37.60	37.95	24	2,578	60.8%	-0.81	0.0094	-0.075
2.65	2.71	470	8,067	61.0%	0.18	0.0080	-0.068	170	42.05	42.40	36	3,182	61.3%	-0.84	0.0085	-0.068
2.13	2.22	192	5,936	61.2%	0.15	0.0072	-0.061	175	46.55	46.90	139	4,822	61.6%	-0.87	0.0077	-0.061
1.75	1.81	1,044	17.7K	61.6%	0.13	0.0063	-0.055	180	51.15	51.55	43	4,878	61.6%	-0.89	0.0069	-0.054
1.41	1.52	194	3,945	62.0%	0.11	0.0056	-0.049	185	55.90	56.30	33	1,975	62.6%	-0.91	0.0062	-0.048
1.19	1.27	1,866	11.4K	62.7%	0.09	0.0049	-0.043	190	60.70	61.10	32	3,025	63.0%	-0.93	0.0055	-0.042

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 — Dec 18, 2026

Volatility page →

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 — Dec 18, 2026

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