Symbol:    
Oracle Corp 
Options Root:  Open Help    ORCL  
.
Current1 WK AGO1 MO AGO52 wk Hi/Date52 wk Low/Date
  HISTORICAL VOLATILITY Open Help
10 days15.96%22.90%33.95%155.74% - 24-Mar4.55% - 27-Nov
20 days19.13%21.36%33.45%119.78% - 26-Mar7.28% - 25-Nov
30 days24.71%26.17%49.71%99.79% - 06-Apr9.42% - 04-Dec
  IMPLIED VOLATILITY Open Help
IV Index call Open Help33.94%34.62%31.85%90.70% - 18-Mar14.44% - 17-Jan
IV Index put Open Help34.35%35.82%34.00%90.70% - 18-Mar14.63% - 17-Jan
IV Index mean Open Help34.14%35.22%32.93%90.70% - 18-Mar14.53% - 17-Jan
HISTORICAL 30-DAYS CORRELATION AGAINST S&P 500 Index (SPX)Open Help
30 days84.84%88.10%77.13%93.26% - 25-Feb27.18% - 21-Jan
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Implied Vola (%) Open HelpCall Delta Open HelpOption Value Open HelpChange (%)Call
Bid/Ask Mean 
Open Help
Expiry Open HelpStrike Open HelpDaysPut
Bid/Ask
Mean 
Open Help
 Change (%)  Option Value Open HelpPut Delta Open HelpImplied Vola (%) Open Help
23.17%65.73% 1.26000.07
(5.88)
1.260Jun 12, 2020 52.5100.000-0.45
(-100.00)
0.4779-34.26%23.17%
21.96%56.53% 0.9200-0.08
(-8.00)
0.920Jun 12, 2020 53.0100.625-0.09
(-13.19)
0.6384-43.47%21.96%
24.09%46.73% 0.74500.01
(1.36)
0.745Jun 12, 2020 53.5100.895-0.09
(-9.14)
0.8950-53.71%22.15%
20.18%35.06% 0.41250.03
(9.86)
0.390Jun 12, 2020 54.0101.130-0.08
(-6.61)
1.1300-64.98%20.18%
33.40%59.55% 1.94500.00
(0.26)
1.945Jun 19, 2020 52.5171.1750.12
(11.37)
1.1750-40.50%33.72%
32.76%54.42% 1.6450-0.02
(-0.90)
1.645Jun 19, 2020 53.0171.390-0.16
(-10.32)
1.3900-45.61%33.37%
31.99%49.04% 1.36500.03
(2.25)
1.365Jun 19, 2020 53.5171.735-0.30
(-14.74)
1.7350-50.60%35.31%
31.84%43.65% 1.1400-0.00
(-0.44)
1.140Jun 19, 2020 54.0171.940-0.19
(-8.92)
1.9400-55.87%33.68%
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