ORCL option chain Oracle Corporation
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 ±49.4% (65.59–193.59) · ATM IV 57.4% · P/C open interest 1.09
| 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 | |
| 62.00 | 82.00 | 92 | 63.8% | 0.93 | 0.0016 | -0.006 | 65 | 0 | 20.00 | 2 | 1,157 | 85.3% | -0.08 | 0.0017 | -0.015 | |
| 58.00 | 78.00 | 587 | 61.6% | 0.91 | 0.0019 | -0.009 | 70 | 0 | 20.00 | 351 | 9,209 | 78.6% | -0.10 | 0.0020 | -0.016 | |
| 54.00 | 74.00 | 1 | 177 | 59.3% | 0.90 | 0.0022 | -0.011 | 75 | 0 | 20.00 | 10 | 10.7K | 72.5% | -0.12 | 0.0022 | -0.018 |
| 50.00 | 70.00 | 2 | 975 | 56.9% | 0.88 | 0.0024 | -0.013 | 80 | 0 | 20.00 | 2 | 1,418 | 66.9% | -0.13 | 0.0025 | -0.020 |
| 48.00 | 68.00 | 1 | 262 | 60.6% | 0.86 | 0.0027 | -0.015 | 85 | 0 | 20.00 | 2,336 | 61.6% | -0.15 | 0.0028 | -0.021 | |
| 44.00 | 64.00 | 3 | 259 | 57.6% | 0.84 | 0.0030 | -0.017 | 90 | 0.0500 | 20.00 | 898 | 56.6% | -0.17 | 0.0030 | -0.023 | |
| 42.00 | 62.00 | 1 | 244 | 59.9% | 0.82 | 0.0032 | -0.019 | 95 | 2.05 | 22.00 | 1,895 | 57.1% | -0.20 | 0.0033 | -0.025 | |
| 38.00 | 58.00 | 142 | 2,709 | 56.7% | 0.80 | 0.0034 | -0.021 | 100 | 4.00 | 24.00 | 278 | 6,536 | 56.9% | -0.22 | 0.0035 | -0.026 |
| 36.00 | 56.00 | 289 | 58.1% | 0.77 | 0.0036 | -0.023 | 105 | 6.00 | 26.00 | 3,541 | 56.6% | -0.24 | 0.0038 | -0.028 | ||
| 34.00 | 54.00 | 4 | 679 | 59.0% | 0.75 | 0.0038 | -0.025 | 110 | 8.00 | 28.00 | 37 | 3,404 | 55.9% | -0.26 | 0.0040 | -0.029 |
| 30.00 | 50.00 | 58 | 552 | 55.4% | 0.73 | 0.0040 | -0.026 | 115 | 12.00 | 32.00 | 1 | 3,532 | 59.2% | -0.29 | 0.0042 | -0.030 |
| 28.00 | 48.00 | 35 | 1,025 | 55.9% | 0.71 | 0.0042 | -0.028 | 120 | 14.00 | 34.00 | 9 | 10.9K | 57.9% | -0.31 | 0.0044 | -0.031 |
| 26.00 | 46.00 | 55 | 671 | 56.1% | 0.69 | 0.0043 | -0.029 | 125 | 16.00 | 36.00 | 1 | 3,850 | 56.5% | -0.33 | 0.0045 | -0.032 |
| 24.00 | 44.00 | 43 | 1,692 | 56.0% | 0.66 | 0.0044 | -0.030 | 130 | 20.00 | 40.00 | 13 | 10.3K | 58.7% | -0.36 | 0.0047 | -0.032 |
| 22.00 | 42.00 | 150 | 748 | 55.7% | 0.64 | 0.0045 | -0.031 | 135 | 22.00 | 42.00 | 11 | 4,966 | 56.9% | -0.38 | 0.0048 | -0.033 |
| 20.00 | 40.00 | 18 | 2,788 | 55.3% | 0.62 | 0.0046 | -0.031 | 140 | 26.00 | 46.00 | 103 | 7,255 | 58.6% | -0.40 | 0.0049 | -0.034 |
| 20.00 | 40.00 | 14 | 3,282 | 58.3% | 0.60 | 0.0047 | -0.032 | 145 | 28.00 | 48.00 | 3 | 5,647 | 56.4% | -0.43 | 0.0050 | -0.034 |
| 18.00 | 38.00 | 170 | 3,155 | 57.5% | 0.58 | 0.0047 | -0.033 | 150 | 32.00 | 52.00 | 9 | 8,671 | 57.7% | -0.45 | 0.0051 | -0.034 |
| 16.00 | 36.00 | 40 | 1,540 | 56.5% | 0.56 | 0.0048 | -0.033 | 155 | 34.00 | 54.00 | 2 | 4,229 | 55.3% | -0.47 | 0.0052 | -0.034 |
| 14.00 | 34.00 | 7 | 2,476 | 55.4% | 0.54 | 0.0048 | -0.033 | 160 | 38.00 | 58.00 | 4,955 | 56.2% | -0.49 | 0.0053 | -0.034 | |
| 14.00 | 34.00 | 4 | 591 | 57.7% | 0.52 | 0.0048 | -0.034 | 165 | 42.00 | 62.00 | 3,339 | 57.0% | -0.51 | 0.0054 | -0.034 | |
| 12.00 | 32.00 | 36 | 650 | 56.4% | 0.50 | 0.0048 | -0.034 | 170 | 46.00 | 66.00 | 4,777 | 57.6% | -0.53 | 0.0054 | -0.034 | |
| 10.00 | 30.00 | 9 | 818 | 54.9% | 0.48 | 0.0048 | -0.034 | 175 | 50.00 | 70.00 | 1,730 | 58.1% | -0.55 | 0.0054 | -0.034 | |
| 10.00 | 30.00 | 61 | 3,033 | 56.8% | 0.47 | 0.0048 | -0.034 | 180 | 52.00 | 72.00 | 5,051 | 54.8% | -0.57 | 0.0055 | -0.034 | |
| 8.00 | 28.00 | 4 | 589 | 55.1% | 0.45 | 0.0048 | -0.034 | 185 | 56.00 | 76.00 | 800 | 55.0% | -0.59 | 0.0055 | -0.033 | |
| 8.00 | 28.00 | 19 | 981 | 56.8% | 0.43 | 0.0048 | -0.034 | 190 | 60.00 | 80.00 | 1,225 | 55.0% | -0.61 | 0.0055 | -0.033 | |
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 — Jan 21, 2028
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs