ORCL option chain Oracle Corporation

Expiration Cboe delayed options data · as of 12:39 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 ±26.4% (95.34–163.84) · ATM IV 57.3% · P/C open interest 1.06

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
51.80	61.80		13	67.2%	0.95	0.0020	-0.013	75	0	10.00	210	1,255	100.4%	-0.05	0.0021	-0.020
47.30	57.30	7	7	65.3%	0.94	0.0026	-0.017	80	0	10.00	92	257	91.6%	-0.06	0.0026	-0.024
42.90	52.90			63.5%	0.92	0.0033	-0.023	85	0	10.00	77	291	83.3%	-0.08	0.0033	-0.029
38.65	48.65	11	14	62.0%	0.89	0.0040	-0.029	90	0	10.00	109	504	75.4%	-0.11	0.0041	-0.034
34.65	44.65		1	61.2%	0.87	0.0048	-0.035	95	0	10.00	3	155	67.9%	-0.14	0.0049	-0.040
30.80	40.80	7	42	60.2%	0.83	0.0056	-0.041	100	0	10.00	226	913	60.7%	-0.17	0.0057	-0.045
27.20	37.20	4	23	59.6%	0.80	0.0064	-0.047	105	1.10	11.05	18	642	58.8%	-0.21	0.0065	-0.051
23.80	33.80	1	31	58.9%	0.76	0.0071	-0.052	110	2.66	12.65	737	6,682	58.3%	-0.25	0.0072	-0.056
20.70	30.70	2	18	58.5%	0.71	0.0078	-0.057	115	4.50	14.50	110	326	58.0%	-0.29	0.0079	-0.060
17.80	27.80	8	77	58.1%	0.67	0.0083	-0.061	120	6.60	16.60	82	2,269	57.8%	-0.33	0.0084	-0.064
15.20	25.20		45	57.8%	0.63	0.0088	-0.064	125	8.90	15.00	23	868	50.6%	-0.38	0.0089	-0.066
12.80	22.80	96	545	57.5%	0.58	0.0091	-0.066	130	11.45	21.45	234	1,871	57.1%	-0.43	0.0092	-0.068
10.65	20.65	97	405	57.3%	0.54	0.0092	-0.067	135	14.25	24.25	1	187	56.9%	-0.47	0.0094	-0.068
8.70	18.70	161	585	57.1%	0.49	0.0093	-0.068	140	17.30	27.30	5	577	56.8%	-0.52	0.0095	-0.068
6.95	16.95	35	388	56.8%	0.45	0.0092	-0.067	145	20.50	30.50	11	126	56.5%	-0.56	0.0095	-0.067
5.40	15.40	21	418	56.6%	0.41	0.0091	-0.066	150	23.95	33.95	2	202	56.4%	-0.60	0.0094	-0.065
4.05	14.05	364	4,275	56.5%	0.37	0.0089	-0.064	155	27.60	37.60		222	56.4%	-0.64	0.0092	-0.063
2.86	12.85	26	401	56.5%	0.33	0.0086	-0.061	160	31.40	41.40	3	46	56.3%	-0.68	0.0089	-0.060
1.85	11.80	600	709	56.5%	0.30	0.0082	-0.059	165	35.35	45.35		14	56.3%	-0.71	0.0086	-0.058
0.9100	10.90	249	768	56.4%	0.27	0.0078	-0.056	170	39.45	49.45	3	83	56.3%	-0.75	0.0082	-0.054
0.1500	10.10	14	594	56.4%	0.24	0.0073	-0.052	175	43.70	53.70		42	56.4%	-0.78	0.0079	-0.051
0	10.00	285	1,430	59.0%	0.22	0.0069	-0.049	180	48.05	58.05		20	56.5%	-0.81	0.0075	-0.048
0	10.00	2	164	61.9%	0.19	0.0064	-0.046	185	52.45	62.45		9	56.4%	-0.83	0.0072	-0.045
0	10.00	11	86	64.7%	0.17	0.0060	-0.043	190	57.00	67.00	3	19	56.7%	-0.86	0.0068	-0.041

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 — Feb 19, 2027

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 — Feb 19, 2027

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