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ORCL

Oracle CorporationClose $205.81EOD only

Max Pain

$207.50

Next expiry Jun 12, 2026

Expected Move

±$25.80

12.5% from close

Price Gap

+1.69

Distance to max pain

IV Rank

100

High premium

P/C OI

0.90

Slightly call-heavy

Consensus

8.5/10

Bullish tilt

Published snapshot: Jun 9, 2026 close

End-of-day snapshot

This page reflects ORCL options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.

Published Snapshot

Jun 9, 2026 close

ORCL Flow Report

Analysis based on market close June 10, 2026

Directional Theta Gang Flow Earnings Consensus

Historical consensus-supported lens with full content, report chain context, and metric rail.

Flow Verdict

Confidence:

7.5 / 10

base 5; +2 GEX/flow strongly aligned; +1 GEX positive (pinning); -0.5 spot 3.0% from MP

Watch next session: Gamma flip at $190; Put volume at near-term strikes

Flow Summary

Net premium: +$115.9M bullish

P/C volume ratio: 0.62

P/C OI ratio: 0.89

Net premium +$116M and low put/call volume ratio (0.62) signal bullish flow, supported by positive GEX/DEX. However, high vol and spot below max pain warrant caution. Key level: gamma flip at $190; defending it reinforces pinning. Unusual put activity near expiration adds risk.

Notable Prints

ORCL 2026-06-12 $125.00 Put

Vol: 9,002

OI: 604

Vol/OI: 14.9x

IV: 203.1%

Notional: ~$45K

Intent: Protective hedge

Dual read: Speculative put

Read-through: Bearish bias

ORCL 2026-06-12 $165.00 Put

Vol: 15,299

OI: 1,413

Vol/OI: 10.8x

IV: 164.7%

Notional: ~$1.8M

Intent: Hedge against drop

Dual read: Bearish spread

Read-through: Downside risk

ORCL 2026-06-12 $149.00 Put

Vol: 1,610

OI: 185

Vol/OI: 8.7x

IV: 172.9%

Notional: ~$53K

Intent: Put buying for crash

Dual read: Rolling protection

Read-through: Expects decline

ORCL 2026-06-12 $148.00 Put

Vol: 1,047

OI: 152

Vol/OI: 6.9x

IV: 184.6%

Notional: ~$35K

Intent: Tail hedge

Dual read: Speculative put

Read-through: Bearish outlook

ORCL 2026-06-18 $202.50 Call

Vol: 1,520

OI: 276

Vol/OI: 5.5x

IV: 122.0%

Notional: ~$2.1M

Intent: Bullish speculation

Dual read: Covering short

Read-through: Upside bet

Institutional Positioning

Call additions: OTM calls at 202.5, 212.5, 255 strikes

Put additions: Puts at 165 (15k vol), 125 (9k), 148-162.5

GEX/DEX consistency: GEX +24.9M, DEX +62.9M both positive; flow bullish but puts hedge; consistent with pinning

OI clusters: Put OI 1.4k@165, 0.6k@125; Call OI 1.2k@255, [email protected]

Hedging evidence: Short-dated put buying for hedging; OTM calls as upside speculation

Max pain context: Spot below MP, pinning expected; gamma flip near 190

Signal vs Noise

~Real signal: massive short-dated put buying (165P,125P) and net premium positive

~Noise: small puts <1k vol and stale OI

Key Conclusions

⚠️Heavy put buying at 165/125 signals hedging; spot below MP pinning

📈Net premium +24.9M GEX; call additions at 255/212.5 show bullish tilt despite puts

How to Use These Reports

This flow reflects the market close on June 10, 2026.

What the reports do

Each report translates the same market-close options snapshot into a specific lens such as directional bias, premium-selling posture, flow quality, or earnings setup.

How traders use them

Reports are most useful for narrowing the playbook, surfacing entry and risk context, and deciding which raw data page to inspect next.

What to remember

These are interpretation layers, not execution guarantees. Validate the setup against chain liquidity, expected move, and exposure before sizing risk.

If the report conviction and the raw data disagree, slow down and resolve the mismatch before sizing risk.