Oracle (ORCL) implied move — live earnings data
ORCL options implied move into its September 10, 2026 earnings (AMC): ±11.9%. Going into Oracle (ORCL)'s September 10, 2026 report (after market close), the options market had priced a ±11.9% earnings move. The implied move — also called the expected move — is derived from live options prices. Below: how it compares with what ORCL has actually done on earnings day, report by report.
Updated September 14, 2026 · refreshed daily from live options data · methodology
- Going into its September 10, 2026 earnings report (after market close), Oracle (ORCL) options priced a ±11.9% move.
- Oracle (ORCL) has moved ±10% on average at the peak of earnings day over the last 10 years (40 reports).
- ORCL's actual earnings move exceeded the options-implied move in 10 of its last 16 reports (62%).
- On its last report (June 10, 2026) ORCL options had priced ±13.1% and the stock closed -8.5%.
- Simulator — likelihood of success and risk/reward for the exact straddle, strangle or spread you'd put on, against ORCL's own 10-year reaction record
- IV Rush Radar — ORCL's live IV curve vs its typical pre-earnings ramp, with the three snapshot signals and the projected straddle
- DriftLab — ORCL's follow-through, gap-fill and drift scores for the days after the print
ORCL implied vs actual earnings moves
Each report: what options priced in beforehand (purple) vs the actual peak intraday move (green when it beat implied, grey when it stayed inside).
How ORCL's earnings moves are distributed
| Percentile | 5th | 20th | Median | 80th | 95th |
|---|---|---|---|---|---|
| Move size | ±3.6% | ±5.1% | ±8.2% | ±13.8% | ±19.8% |
Recent regime: the 2-year average move (±17.1%) is hotter than the 10-year average (±10%).
What ORCL does after the print
The implied move above is the size options price for the report. How the move unfolds afterwards is a separate question, and DriftLab tracks it for Oracle across every past report: the follow-through score (does the earnings-day direction continue or reverse?), the gap-fill probability (how often the opening gap gets filled), the PEAD score (post-earnings drift strength), the reaction path of every release out to sixty sessions, and the current run drawn against the projected drift into the next report. One free-layer reading to set expectations: in 8 of Oracle's last 15 reports the stock was further in the direction of its earnings-day close thirty sessions later. The full record, report by report, is on ORCL stock after earnings. The scores themselves — the part that turns "it moved" into "will it keep going?" — are on the member DriftLab. Read what the metrics mean in the PEAD guide.
What is an implied move?
The implied move is the size of the earnings-day move the options market is pricing in, derived from the at-the-money straddle expiring just after the report. It is a market price, not a forecast. Learn more: how to calculate the implied move, or try the expected move calculator. After the report, options typically reprice sharply — the IV crush calculator shows what an option is worth once implied volatility resets.
Everything on this page is free and refreshes daily. Members get the tools that turn it into a decision.
For ORCL and every stock on the calendar: beat probability against today's implied move, an IV-crush forecast for the morning after, a straddle simulator for this exact report, and the live IV-rush radar — the same data pipeline behind this page, pointed at your trades.