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Oracle Corp ORCL 123.73 -2.46 -1.95% Regime: Vol Expansion (83%)

Previous-day view · Wed Nov 4 close. You are previewing the previous trading day. Subscribe to see today live and every other date — Trader is $59/mo. Sign up Sign in

Expected move

November 04, 2026 close · $123.73
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±3.0% ±$3.75 $119.98 – $127.48 $119.23 – $128.23 $115.69 – $131.77
2 sessions ±4.2% ±$5.21 $118.52 – $128.94 $117.41 – $130.05 $112.48 – $134.98
3 sessions ±5.3% ±$6.57 $117.16 – $130.30 $115.90 – $131.56 $109.75 – $137.71
1 week ±6.7% ±$8.34 $115.39 – $132.07 $113.52 – $133.94 $105.95 – $141.51
2 weeks ±9.5% ±$11.70 $112.03 – $135.43 $109.24 – $138.22 $98.75 – $148.71
3 weeks ±11.7% ±$14.50 $109.23 – $138.23 $105.70 – $141.76 $93.08 – $154.38
1 month ±14.0% ±$17.27 $106.46 – $141.00 $102.16 – $145.30 $87.11 – $160.35
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. ORCL reports in 25 sessions; only the horizons marked Earnings include its jump. Draw the cone on the chart →

Volatility premium

Beta
The forecast is for the current session, which this plan does not open.

Earnings: priced against what happened

Average implied move
±10.58%
Average actual move
11.21%
Beyond the implied move
2 / 7
Median IV change
-40.59%
Reaction session Implied Actual Used ATM IV before → after
September 11, 2026 ±12.34% -1.74% 0.14× —
June 11, 2026 ±13.34% -8.53% 0.64× 93.3% → 57.8%
March 11, 2026 ±11.31% +9.18% 0.81× —
September 10, 2025 ±10.25% +35.95% 3.51× —
June 12, 2025 ±7.38% +13.31% 1.80× 49.7% → 37.2%
March 11, 2025 ±10.40% -3.10% 0.30× 83.4% → 47.4%
December 10, 2024 ±9.04% -6.67% 0.74× 67.6% → 34.4%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →