ORCL Implied Volatility
ORCL $126.06 · Updated Oct 26, 4:00 PM ET
ORCL at-the-money implied volatility is 87.7% for Oct 30, 2026 (4 days out). For Nov 27, 2026 it is 56.5%. Near-term volatility is priced above longer-dated volatility, an inverted term structure that usually accompanies an event or stress.
TERM STRUCTURE (ATM IV)
| Expiration | DTE | ATM strike | ATM IV |
|---|---|---|---|
| Oct 30, 2026 | 4 | 126 | 87.7% |
| Nov 6, 2026 | 11 | 126 | 67.6% |
| Nov 13, 2026 | 18 | 126 | 62.2% |
| Nov 20, 2026 | 25 | 126 | 59.6% |
| Nov 27, 2026 | 32 | 126 | 56.5% |
| Dec 4, 2026 | 39 | 126 | 55.8% |
| Dec 18, 2026 | 53 | 125 | 63.7% |
| Jan 15, 2027 | 81 | 125 | 58.9% |
| Feb 19, 2027 | 116 | 125 | 57.3% |
| Mar 19, 2027 | 144 | 125 | 59.3% |
| Apr 16, 2027 | 172 | 125 | 57.7% |
SKEW, OCT 30, 2026
| Strike | Call IV | Put IV |
|---|---|---|
| 118 | 88.2% | 86.6% |
| 119 | 87.8% | 86.6% |
| 120 | 88.4% | 86.5% |
| 121 | 89.4% | 86.6% |
| 122 | 89.1% | 86.5% |
| 123 | 89.2% | 86.4% |
| 124 | 88.5% | 86.3% |
| 125 | 88.7% | 86.5% |
| 126 | 88.8% | 86.6% |
| 127 | 88.6% | 86.4% |
| 128 | 88.7% | 86.5% |
| 129 | 88.8% | 86.5% |
| 130 | 88.9% | 86.8% |
| 131 | 88.8% | 86.5% |
| 132 | 88.8% | 86.6% |
| 133 | 88.6% | 87.2% |
| 134 | 88.7% | 87.8% |
How this is calculated: Implied Volatility methodology