Symbol:    
Oracle Corp 
Options Root:  Open Help    ORCL  
.
Current1 WK AGO1 MO AGO52 wk Hi/Date52 wk Low/Date
  HISTORICAL VOLATILITY Open Help
10 days8.50%13.13%31.67%155.74% - 24-Mar4.55% - 27-Nov
20 days11.84%16.73%31.95%119.78% - 26-Mar7.28% - 25-Nov
30 days20.22%23.04%27.88%99.79% - 06-Apr9.42% - 04-Dec
  IMPLIED VOLATILITY Open Help
IV Index call Open Help26.20%27.97%31.99%90.70% - 18-Mar14.44% - 17-Jan
IV Index put Open Help25.90%27.05%31.35%90.70% - 18-Mar14.63% - 17-Jan
IV Index mean Open Help26.05%27.51%31.67%90.70% - 18-Mar14.53% - 17-Jan
HISTORICAL 30-DAYS CORRELATION AGAINST S&P 500 Index (SPX)Open Help
30 days59.32%57.51%63.31%93.26% - 25-Feb10.25% - 19-Aug
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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
28.93%61.64% 1.84500.06
(3.07)
1.845Nov 06, 2020 59.0140.915-0.18
(-16.44)
0.9150-38.15%28.30%
28.45%55.91% 1.54000.02
(1.65)
1.540Nov 06, 2020 59.5141.100-0.25
(-18.22)
1.1000-43.98%27.62%
27.25%49.85% 1.2300-0.04
(-2.77)
1.230Nov 06, 2020 60.0141.315-0.23
(-15.16)
1.3150-50.17%26.95%
27.32%43.71% 1.0100-0.02
(-1.94)
1.010Nov 06, 2020 60.5141.610-0.24
(-12.97)
1.6100-56.29%27.36%
27.42%60.41% 2.05500.01
(0.49)
2.055Nov 13, 2020 59.0211.130-0.21
(-15.99)
1.1300-39.47%27.02%
27.45%55.40% 1.7800-0.02
(-1.39)
1.780Nov 13, 2020 59.5211.355-0.22
(-13.97)
1.3550-44.56%27.09%
26.95%50.31% 1.5000-0.01
(-0.66)
1.500Nov 13, 2020 60.0211.595-0.23
(-12.60)
1.5950-49.70%26.91%
26.61%45.11% 1.2550-0.03
(-2.33)
1.255Nov 13, 2020 60.5211.835-0.26
(-12.41)
1.8350-54.98%26.31%
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