ORACLE CORP (ORCL) Options Risk Score

Run a full ORCL options risk analysis

See the complete risk breakdown — news catalysts, SEC filings, legal proceedings, earnings overlap, IV vs HV, options flow and Expected Move — all in one scan.

Is it risky to sell options on ORACLE CORP (ORCL) right now?

ORACLE CORP (ORCL) currently scores 100 out of 100 for options catalyst risk (HIGH) over a 4-week expiry window. What pushes it there: an upcoming earnings report, 9 recent news items and 6 active legal filings, all landing inside the 4-week window. On TickerRisk's scale 70 and above is HIGH, so a known event is scheduled inside this window — selling premium on ORCL here is a bet on that event rather than on time decay. The score measures scheduled event exposure, not which way the stock will move.

ORCL shows an IV Rank of 27, near the low end of its one-year range — options are relatively cheap, which favours option buyers over sellers, with a current implied volatility of about 64%. IV Rank is the most useful figure for deciding whether to sell or buy premium on ORCL.

ORCL reports on 2026-09-10. Any expiry beyond that date carries the gap, and the implied volatility priced in beforehand typically collapses the morning after.

ORACLE CORP (ORCL) current implied volatility and IV Rank

ORACLE CORP (ORCL) currently has an IV Rank of 27 with implied volatility around 64%, alongside a TickerRisk options-risk score of 100/100. Options on ORCL are inexpensive by its own recent history. Long premium and debit structures get more for their money at this level, while sellers are being paid little to carry the risk.

IV Rank is an index, not a percentage — it says where ORCL's implied volatility sits inside its own 1-year range. How to read IV Rank →

ORACLE CORP (ORCL) next earnings date — 2026-09-10

ORACLE CORP (ORCL) reports earnings on 2026-09-10 — about 4 days away, which falls inside a typical options expiry window. ORCL's IV Rank is currently 27. Earnings are the single biggest scheduled catalyst for an overnight gap: implied volatility usually runs up into the report and collapses immediately after (the IV crush). Selling premium into the event captures that crush but exposes you to the gap; buying premium needs a move large enough to beat the elevated IV you paid.

TickerRisk provides risk scoring for informational purposes only. This is not financial advice. Options trading involves substantial risk of loss. Full disclaimer