ORCL Implied Volatility
ORCL $123.29 · Updated Nov 10, 4:00 PM ET
ORCL at-the-money implied volatility is 82.3% for Nov 13, 2026 (3 days out). For Dec 11, 2026 it is 61.9%. 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 |
|---|---|---|---|
| Nov 13, 2026 | 3 | 123 | 82.3% |
| Nov 20, 2026 | 10 | 123 | 67.5% |
| Nov 27, 2026 | 17 | 123 | 61.6% |
| Dec 4, 2026 | 24 | 123 | 61.0% |
| Dec 11, 2026 | 31 | 123 | 61.9% |
| Dec 18, 2026 | 38 | 125 | 71.1% |
| Dec 24, 2026 | 44 | 123 | 69.0% |
| Jan 15, 2027 | 66 | 125 | 64.9% |
| Feb 19, 2027 | 101 | 125 | 62.3% |
| Mar 19, 2027 | 129 | 125 | 63.4% |
| Apr 16, 2027 | 157 | 125 | 62.4% |
SKEW, NOV 13, 2026
| Strike | Call IV | Put IV |
|---|---|---|
| 115 | 82.2% | 83.7% |
| 116 | 82.8% | 83.4% |
| 117 | 81.1% | 83.7% |
| 118 | 82.5% | 83.3% |
| 119 | 82.2% | 83.0% |
| 120 | 81.5% | 82.3% |
| 121 | 81.2% | 83.5% |
| 122 | 81.3% | 83.2% |
| 123 | 81.5% | 83.1% |
| 124 | 81.7% | 83.4% |
| 125 | 81.2% | 82.8% |
| 126 | 81.5% | 82.6% |
| 127 | 81.3% | 83.3% |
| 128 | 81.3% | 87.0% |
| 129 | 81.7% | 89.3% |
| 130 | 82.3% | 88.9% |
| 131 | 81.6% | 90.1% |
How this is calculated: Implied Volatility methodology