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ORCL

Oracle CorporationClose $189.76EOD only

Max Pain

$170.00

Next expiry May 15, 2026

Expected Move

±$7.43

3.9% from close

Price Gap

-19.76

Distance to max pain

IV Rank

High premium

P/C OI

0.81

Slightly call-heavy

Consensus

6.0/10

Range bias

Published snapshot: May 13, 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 13, 2026 close

ORCL Theta Report

Analysis based on market close May 14, 2026

Directional Theta Gang Flow Earnings Consensus

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

Theta Verdict

Confidence:

8 / 10

base 5; +2 GEX/flow strongly aligned; +1 GEX positive (pinning); -1 spot 13.4% from MP; +1 VIX 17

IV Environment

IV Regime

High

IV vs VIX

IV 68.9% vs VIX 17.3, elevated

Favorable?

Yes

Term structure: Front-month skew extreme; mid-term dip then rise

📈Bullish flow & GEX +$116.6M support premium selling

⚡1d put IV 140% vs call 104%, high skew

Pin Risk Assessment

Spot vs MP: Above

GEX regime: Pinning ($+116.6M)

Gamma flip: ~$150.00 — Approx — based on put OI concentration of 17,452 (23.3% below spot)

OI concentrations: Put floor $100-$150; call wall $210-$250; max pain $172

Verdict: Moderate pin risk; spot above MP but heavy put OI below

Premium Opportunities

Put credit spread

Sell 2026-06-12 $180.00/$162.50 put spread

Short put spread capturing elevated premium with defined risk

Credit: $4.00-$4.90

Max loss: $12.60

BE: $175.10

Mgmt: Close at 50% max gain or before earnings if IV crush

Iron condor

Sell 2026-06-12 $180.00/$162.50 put wing and $225.00/$250.00 call wing

Defined risk wings on both sides benefiting from IV contraction

Credit: $6.80-$8.31

Max loss: $16.69

BE: 171.69 / 233.31

Mgmt: Manage wings if spot approaches strikes; profit target 25-50%

Risk Alerts

!High short-dated put skew increases tail risk

!Gamma flip at $150 if spot declines

How to Use These Reports

This theta reflects the market close on May 14, 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.