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ORCL

Oracle CorporationClose $187.50EOD only
Max Pain
$165.00
Next expiry Apr 24, 2026
Expected Move
±$6.88
3.7% from close
Price Gap
-22.50
Distance to max pain
IV Rank
25
Middle-high premium
P/C OI
0.75
Slightly call-heavy
Consensus
6.0/10
Consensus signal
Published snapshot: Apr 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
Apr 22, 2026 close
ORCL AI Consensus Report
Analysis based on market close April 23, 2026
DirectionalTheta GangFlowEarningsConsensus

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

Conviction
6.0

out of 10

6 because positioning, GEX and front-month premium align to sustain a pin, but concentrated strikes and imminent event risk create a fragile equilibrium that can flip quickly, preventing a higher score.

Where Perspectives Agree

Market is pinned inside the $165–$160 max-pain band with dealer short-gamma and concentrated near-dated positioning producing a modestly bullish-but-consolidated regime; premium-rich environment favors defined-risk income that profits if the pin holds.

Where They Diverge

Directional/theta favor selling premium into the pin while flow/earnings indications (institutional prints and elevated term IV skew) imply asymmetric event-driven risk—flow accumulation could fuel a breakout that directly undermines short-premium structures.

Top Trade
via theta

Sell Jun 18 2026 $155/$130 put spread for a net credit (defined-risk put credit spread, theta-oriented).

Key Risk

A sustained break below $160 (trigger: rapid delta-hedge reversal from dealers and stop liquidity hits) removes the pin and accelerates downside toward $150, invalidating short-premium and consolidation trades.

How to Use These Reports
This ai consensus reflects the market close on April 23, 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.