Oracle Corp ORCL 130.67 -8.89 -6.37% Regime: Trend Down (92%)
Expected move
October 30, 2026 close · $130.94| Horizon | Expected move | Typical range | 2 in 3 closes | 9 in 10 closes |
|---|---|---|---|---|
| Next session | ±4.4% ±$5.71 | $125.23 – $136.65 | $124.08 – $137.80 | $118.68 – $143.20 |
| 2 sessions | ±6.1% ±$7.93 | $123.01 – $138.87 | $121.32 – $140.56 | $113.81 – $148.07 |
| 3 sessions | ±7.6% ±$10.00 | $120.94 – $140.94 | $119.01 – $142.87 | $109.65 – $152.23 |
| 1 week | ±9.7% ±$12.71 | $118.23 – $143.65 | $115.40 – $146.48 | $103.86 – $158.02 |
| 2 weeks | ±13.6% ±$17.83 | $113.11 – $148.77 | $108.88 – $153.00 | $92.89 – $168.99 |
| 3 weeks | ±16.9% ±$22.09 | $108.85 – $153.03 | $103.48 – $158.40 | $84.26 – $177.62 |
| 1 month | ±20.1% ±$26.31 | $104.63 – $157.25 | $98.10 – $163.78 | $75.16 – $186.72 |
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% |