Symbol:    
Oracle Corp 
Options Root:  Open Help    ORCL  
.
Current1 WK AGO1 MO AGO52 wk Hi/Date52 wk Low/Date
  HISTORICAL VOLATILITY Open Help
10 days9.76%14.29%13.90%155.74% - 24-Mar4.55% - 27-Nov
20 days13.47%14.39%38.47%119.78% - 26-Mar7.28% - 25-Nov
30 days13.73%27.00%32.21%99.79% - 06-Apr9.42% - 04-Dec
  IMPLIED VOLATILITY Open Help
IV Index call Open Help24.48%23.43%23.80%90.70% - 18-Mar14.44% - 17-Jan
IV Index put Open Help24.89%22.82%24.14%90.70% - 18-Mar14.63% - 17-Jan
IV Index mean Open Help24.68%23.13%23.97%90.70% - 18-Mar14.53% - 17-Jan
HISTORICAL 30-DAYS CORRELATION AGAINST S&P 500 Index (SPX)Open Help
30 days52.85%36.63%65.90%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
24.56%66.87% 1.51500.36
(31.17)
1.515Aug 14, 2020 55.0110.505-0.30
(-37.27)
0.5050-32.63%23.74%
23.15%59.30% 1.15500.33
(40.00)
1.155Aug 14, 2020 55.5110.640-0.48
(-42.86)
0.6400-40.39%22.25%
22.41%50.45% 0.86000.18
(26.47)
0.860Aug 14, 2020 56.0110.865-0.53
(-37.99)
0.8650-49.58%22.06%
21.80%41.12% 0.61500.04
(6.03)
0.615Aug 14, 2020 56.5111.115-0.64
(-36.47)
1.1150-59.13%21.29%
24.30%63.89% 1.75000.30
(20.69)
1.750Aug 21, 2020 55.0180.705-0.25
(-25.79)
0.7050-35.44%22.95%
23.54%57.62% 1.42000.32
(28.51)
1.420Aug 21, 2020 55.5180.935-0.30
(-23.98)
0.9350-42.37%23.48%
22.85%50.78% 1.12500.26
(30.81)
1.125Aug 21, 2020 56.0181.140-0.27
(-19.43)
1.1400-49.23%22.81%
22.37%43.64% 0.87500.16
(22.38)
0.875Aug 21, 2020 56.5181.380-0.32
(-19.06)
1.3800-56.47%22.12%
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