Options/ORCL

ORCLOracle Corp

Options Analysis Report•SERVICES-PREPACKAGED SOFTWARE

Market Cap $437.7B|NYSE

● 2026-08-28$151.94

BULLISH

Analysis: 2026-08-27 EOD data

1Y -36.8%YTD -22.4%7D +3.7%

Options Vol

233,075

30D

Implied Move

±21.5%

IV Rank

30%

ORCL Options Overview

IV is elevated. Conditions favor premium sellers.

REWARDS

RISK ANALYSIS

Snowflake Analysis

Favorable conditions for premium sellers

Learn

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ORCL Gamma Walls

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ORCL Hedge Radar

Neutral

Full Hedge Radar

Neither score is at an extreme today. Neither axis is a forecast — this is where ORCL sits on protection cost vs. fragility today.

Protection is priced in the cheap band (3.29) — downside puts carry 0.8 IV points LESS than at-the-money, and near-dated vol is priced 2% below far-dated, measured against this name's own rolling 21-trading-day realized moves (483 overlapping windows). Fragility reads neutral (4.7): it is trading 1% above its hedge wall on a wall graded HIGH for reliability, and its realized-vol regime is stable.

Protection cost

3.29/ 10cheap

Basis: cross_sectional

Fragility

4.70/ 10neutral

Basis: per_ticker

Value

Is IV priced right?

4.4

ExpensiveCheap

Measures whether options are cheap, fair, or rich relative to historical and peer

levels.

Risk Checks5/9 checks passed

IV Rank

≤35%

IV Rank 97.2% — elevated vs history

IV/HV Ratio

<1.05x

IV/HV 1.29x — IV premium over HV

Sector Relative≤50%

Sector percentile 88% — above sector median

Term Structure

<1.1x

Front/Back 0.86x — contango

Skew Normal

<1.25x

Put/Call IV 1.16x — elevated

Absolute IV

<80%

ATM IV 65.5% — normal range

Spread-Adjusted Value

<80%

Effective IV 75.3% (ATM 65.5% + spread 4.9% + bias) — fair

Execution Efficiency

<3.0%

Total drag 7.73% (spread 4.91% + slippage 2.82%) — high friction

Vega Efficiency

≥5.0

Vega efficiency 131.29 (vega 64.465 / spread 4.91%) — efficient

Sentiment

Bullish or bearish?

6.8

BearishBullish

Analyzes

put/call ratios

open interest skew

, and flow direction to determine market bias.

Risk ChecksBullish - Moderate signal (Conviction: +13%, Raw: +6%)

Flow Direction

|net sentiment| ≥25%

Conviction-weighted: +13% (bullish) — Raw: +6%

OI Skew Magnitude

≥15%

|OI skew| 5.6% — balanced

Volume-OI Alignment

Same sign, |vol skew| ≥10%

Vol skew +39.8%, OI skew +5.6% — aligned

Conviction Quality

≥2/3 conditions

0-DTE 38%, far-OTM 15%, avg DTE 30

OI Momentum

|change| ≥3%

OI change +0.0% (5d) — stable

Smart Money Flow

|weighted flow| ≥20%

ITM: -3%, ATM: +18%, OTM: +3% — neutral (ITM/ATM divergent)

Sector Relative≤40% or ≥60%

Sector P/C percentile 22% — very bullish vs sector

Activity

Unusual activity?

3.6

QuietActive

Detects volume surges,

block trades

, and unusual options activity that may signal moves.

Risk Checks0/8 checks passed

Volume Surge

≥1.5x

Volume 0.8x avg — normal

Turnover Rate

≥15%

Vol/OI 7.8% — normal turnover

Multi-Day Persistence

≥2 days

1 day(s) elevated — may be one-day event

OI Build

≥5%

OI change -9.3% (5d) — unwinding

Sector Relative≥60%

Sector activity percentile 53% — neutral vs sector

Trade Quality

≥30%

Large trade volume 29% — mixed

Execution Urgency

≥60%

Aggressive execution 31% — patient

Flow Conviction

≥30

Conviction +13 (bullish) — mixed

Liquidity

Can I trade efficiently?

6.3

IlliquidLiquid

Evaluates

bid-ask spreads

, volume depth, and open interest for trade execution quality.

Risk Checks5/8 checks passed

Tradeable Spread

≤5.0%

Spread 4.9% — acceptable

Adequate OI

≥10,000

OI 3,004,230 — deep

Active Volume

≥500

Volume 233,075/day — active

Reasonable Cost

≤$0.50

$0.25 to cross — cheap

Strike Coverage

≥5 strikes

0 liquid strikes — limited options

Sector Relative≤40%

Sector spread percentile 88% — much wider than sector

Order Book Depth

≥100 contracts

Depth 291.70000000000005 contracts (bid:142.3 ask:149.4) — adequate

Execution Quality

<1.0%

Avg slippage 2.82% — poor

Timing

Is now a good time?

7.7

RiskyFavorable

Considers earnings proximity,

time decay

, and event calendar for optimal entry timing.

Risk Checks7/9 checks passed

Term Structure Clarity

|slope| ≥5%

Slope -13.6% — contango

IV Percentile Clarity

<30 or >70

IV percentile 97% — seller opportunity

Event Detection

≥10pts kink

IV kink -12.5pts — no clear event

Theta/Vega Clarity

<0.5 or >2.0

θ/ν ratio 1545.91 — favors income trades

Expiration Distribution

≥3 expirations

5 liquid expirations — flexible

Event Risk

≥60% (safe)

acceptable: Earnings in 11d

Spread Momentum

<1.2 ratio

Spread ratio 1.00x — stable

Flow Momentum

≥25% strength + ≥50% consistency

Flow +13% @ 57% consistency — unclear

Smart Money Timing

≥40 composite score

Score 59 (ITM 20% + inst 29%) — moderate institutional

Directional Strategy Fit

Option Buyers

Long Calls6.0

bullishIV fair, bullish flow

Long Puts4.8

bearishIV fair, bullish flow

Premium Sellers

Cash-Secured Put6.2

bullishIV fair, bullish flow

Covered Call5.2

bearishIV fair, bullish flow

For educational purposes only. Not investment advice.