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BETA
ORCL· Oracle Corporation
Gamma exposure · dealer positioning

Expected Move

ATM-straddle implied move from delayed quotes — a market-implied range, not a forecast.

NearestSep 18
±$7.07 4.9%)
137.72151.86
MonthlySep 18
±$7.07 4.9%)
137.72151.86
QuarterlyDec 18
±$32.73 22.6%)
112.06177.52
Spot
144.8
Call Wall
150
Put Wall
150
Zero Gamma
151.3
Net GEX ($M)
-5

Gamma exposure by strike ($M, per 1% move)

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 151.9
Near EM 137.7
1M EM 151.9
1M EM 137.7
Spot 144.8
165
1.4
3.5
162.5
0.6
160
1.8
6.3
157.5
1
155
3
7.8
152.5
0.8
1.3
150
11.5
8.7
Call WallPut Wall
149
0.5
0.5
148
1.1
147
0.7
146
1.1
145
7.1
6.4
144
0.7
0.6
143
0.8
142
3
141
140
10.2
5
139
138
137
0.9
136
135
2.7
3.1
134
133
132
131
130
1.7
0.9
129
128
127
126
125
1.1
124
History

ORCL, night by night.

Where the gamma levels, the net position and the priced move have sat on every recorded session. Readings are as captured that evening, not restated later.

10 Jun → 14 Sep
Walls over price

Call wall, put wall and zero-gamma per session, with the spot they were computed against. Walls step between listed strikes. Spot is the session close as CBOE's delayed feed settled it.

spotcall wallput wallzero-gamma
Net GEX · all expiries

Net gamma in $M across every listed expiry. The figures on the profile above are the nearest expiry only, so the two do not match. Dashed line marks zero.

net gamma, $M · all expiries
Expected move · monthly
now 18 Sep

ATM-straddle implied move to the monthly expiry, % of spot. The line breaks at each roll to a new expiry — either side of a break prices a different contract. Rolled : 22 Jun, 20 Jul, 24 Aug.

implied move, % of spotroll to a new expiry

One reading per session, captured nightly after the close, 10 Jun → 14 Sep, over CBOE delayed (~15-min) chains, computed across the full listed chain. Gaps are weekends, holidays and sessions a capture missed; any reading can be absent on a session that was captured, and the series is broken rather than drawn through it.