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ORCL

Oracle CorporationClose $192.08EOD only
Max Pain
$177.50
Next expiry May 29, 2026
Expected Move
±$10.35
5.4% from close
Price Gap
-14.58
Distance to max pain
IV Rank
42
Middle-high premium
P/C OI
0.86
Slightly call-heavy
Consensus
8.5/10
Bullish tilt
Published snapshot: May 22, 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
May 22, 2026 close
ORCL AI Consensus Report
Analysis based on market close April 9, 2026
DirectionalTheta GangFlowEarningsConsensus

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

You are viewing an older report from April 9, 2026. A newer ai consensus report is available for May 22, 2026.

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Conviction
6.0

out of 10

Score 6 because microstructure and dealer gamma create a credible path lower, and several personas converge on that mechanic; not higher because high IV, concentrated call demand, and imminent expiries/earnings create binary outcomes that can quickly reverse the trade and widen tail risk.

Where Perspectives Agree

Market mechanics point toward near-term downside pressure into the gamma flip near $135 — dealer short-gamma and net premium selling make a break below that level self-reinforcing, while high vol keeps defined-risk sells attractive.

Where They Diverge

Directional/earnings/flow overlap on near-term bearish mechanics, but flow and concentrated call OI imply institutional accumulation and an asymmetric upside tail; that directly conflicts with a pure continuation lower because institutional positioning could absorb dealer-driven selling and produce a post-flip rebound. Separately, theta prefers selling premium into the pin while earnings/IV term structure warns a post-event vol re-pricing that would punish short premium — those two positions are conditionally incompatible if IV runs up into the event.

Top Trade
via directional

Sell 4/17 $135/$130 put spread for roughly $0.70 credit (defined-risk bearish, collects premium into the gamma flip).

Key Risk

Break and sustained close below $135 (the gamma flip level) triggers dealer hedging exhaustion and stop cascades — consequence is accelerated downside toward ~$128 support and rapid IV repricing that invalidates the pin-to-135 thesis.

How to Use These Reports
This ai consensus reflects the market close on April 9, 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.