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O'Reilly Automotive, Inc. Common Stock ORLY

CONSUMER CYCLICAL · AUTO PARTS
i

Market dataready · fetched 2026-11-12T03:18:08.748Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-11T23:04:57.308444755Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T03:18:08.300326+00:00

Share price$90.00
1D+2.2%
AH$88.44$89.01$89.57$90.13$90.705:30 AM6:30 AM9:00 AM1:00 PM2:00 PMORLY
Sold putSold callAH

O'Reilly Automotive, Inc. Common Stock options

Live interpolated ORLY call and put midpoint premiums by absolute delta.O'Reilly Automotive, Inc. Common Stock$0.22$1.90$3.58$5.27$6.95$83.72$86.83$89.94$93.04$96.1520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ75Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive ORLY spot · $90.00ORLY PRICE$0.40$0.50$0.67$0.84$1.00$1.17$1.34$1.76$2.31$2.87$3.42$6.46$0.44$0.57$0.72$0.86$1.01$1.16$1.33$1.54$1.76$1.97$2.19$2.40$2.62
PutsCheap0.63×
Calls——
Skew——
Implied moveBalanced±$2.67
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ93.5726.8%4.4%86.8926.9%3.9%
25Δ92.5024.5%3.3%87.6526.2%3.2%
30Δ92.0324.4%3.0%88.1625.5%2.8%
35Δ91.5724.4%2.7%88.6624.8%2.4%
40Δ91.1024.3%2.3%89.1724.1%2.0%
45Δ90.6324.2%2.0%89.6823.4%1.6%
50Δ90.1724.1%1.7%90.1422.7%1.3%
55Δ89.5826.0%1.5%90.5122.1%1.1%
60Δ88.9328.9%1.4%90.8921.4%1.0%
65Δ88.2831.9%1.3%91.2720.7%0.8%
70Δ87.6234.9%1.2%91.6520.1%0.6%
75Δ92.0219.4%0.4%
80Δ84.5150.7%1.1%92.4018.8%0.2%

20Δ

Calls
Pseudo strike
93.57
IV
26.8%
B/E move
4.4%
Puts
Pseudo strike
86.89
IV
26.9%
B/E move
3.9%

25Δ

Calls
Pseudo strike
92.50
IV
24.5%
B/E move
3.3%
Puts
Pseudo strike
87.65
IV
26.2%
B/E move
3.2%

30Δ

Calls
Pseudo strike
92.03
IV
24.4%
B/E move
3.0%
Puts
Pseudo strike
88.16
IV
25.5%
B/E move
2.8%

35Δ

Calls
Pseudo strike
91.57
IV
24.4%
B/E move
2.7%
Puts
Pseudo strike
88.66
IV
24.8%
B/E move
2.4%

40Δ

Calls
Pseudo strike
91.10
IV
24.3%
B/E move
2.3%
Puts
Pseudo strike
89.17
IV
24.1%
B/E move
2.0%

45Δ

Calls
Pseudo strike
90.63
IV
24.2%
B/E move
2.0%
Puts
Pseudo strike
89.68
IV
23.4%
B/E move
1.6%

50Δ

Calls
Pseudo strike
90.17
IV
24.1%
B/E move
1.7%
Puts
Pseudo strike
90.14
IV
22.7%
B/E move
1.3%

55Δ

Calls
Pseudo strike
89.58
IV
26.0%
B/E move
1.5%
Puts
Pseudo strike
90.51
IV
22.1%
B/E move
1.1%

60Δ

Calls
Pseudo strike
88.93
IV
28.9%
B/E move
1.4%
Puts
Pseudo strike
90.89
IV
21.4%
B/E move
1.0%

65Δ

Calls
Pseudo strike
88.28
IV
31.9%
B/E move
1.3%
Puts
Pseudo strike
91.27
IV
20.7%
B/E move
0.8%

70Δ

Calls
Pseudo strike
87.62
IV
34.9%
B/E move
1.2%
Puts
Pseudo strike
91.65
IV
20.1%
B/E move
0.6%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
92.02
IV
19.4%
B/E move
0.4%

80Δ

Calls
Pseudo strike
84.51
IV
50.7%
B/E move
1.1%
Puts
Pseudo strike
92.40
IV
18.8%
B/E move
0.2%

Options history

IV · four-Friday blend27.37%
Daily close
ORLY25.6%30.3%35.0%2026-08-21: 27.69%2026-08-24: 27.86%2026-08-25: 28.61%2026-08-26: 27.40%2026-08-27: 27.68%2026-08-28: 27.38%2026-08-31: 27.64%2026-09-01: 28.08%2026-09-02: 27.53%2026-09-03: 27.04%2026-09-04: 28.66%2026-09-08: 29.78%2026-09-09: 30.66%2026-09-10: 28.60%2026-09-11: 27.69%2026-09-14: 29.82%2026-09-15: 33.65%2026-09-16: 34.32%2026-09-17: 33.48%2026-09-18: 29.16%2026-09-21: 29.37%2026-09-22: 29.89%2026-09-23: 30.38%2026-09-24: 29.47%2026-09-25: 27.73%2026-09-28: 29.07%2026-09-29: 29.69%2026-09-30: 28.93%2026-10-01: 29.02%2026-10-02: 28.57%2026-10-05: 28.27%2026-10-06: 29.92%2026-10-07: 31.01%2026-10-14: 30.47%2026-10-16: 28.50%2026-10-19: 28.06%2026-10-20: 28.58%2026-10-21: 28.55%2026-10-22: 29.43%2026-10-23: 28.18%2026-10-26: 30.22%2026-10-27: 30.33%2026-10-28: 29.22%2026-10-29: 26.26%2026-10-30: 27.37%Aug 21Sep 23Oct 30
45 observations2026-08-21 — 2026-10-30
Table
DateIV (%)
27.69%
27.86%
28.61%
27.40%
27.68%
27.38%
27.64%
28.08%
27.53%
27.04%
28.66%
29.78%
30.66%
28.60%
27.69%
29.82%
33.65%
34.32%
33.48%
29.16%
29.37%
29.89%
30.38%
29.47%
27.73%
29.07%
29.69%
28.93%
29.02%
28.57%
28.27%
29.92%
31.01%
30.47%
28.50%
28.06%
28.58%
28.55%
29.43%
28.18%
30.22%
30.33%
29.22%
26.26%
27.37%