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O’Reilly Automotive Inc ORLY

CONSUMER CYCLICAL · AUTO PARTS
i

Market dataready · fetched 2026-10-22T20:46:26.021Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T20:44:26.643317667Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T20:46:24.320119+00:00

Share price$92.00
1D+2.7%
AH$89.04$89.84$90.65$91.45$92.255:30 AM6:30 AM9:00 AM1:00 PM2:00 PMORLY
Sold putSold callAH

O’Reilly Automotive Inc options

Live interpolated ORLY call and put midpoint premiums by absolute delta.O’Reilly Automotive Inc$0.53$3.58$6.63$9.68$12.73$81.04$86.29$91.54$96.80$102.0520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ORLY spot · $92.00ORLY PRICE$0.86$1.16$1.46$1.77$2.15$2.64$3.13$3.59$4.05$4.63$5.44$6.29$7.39$1.06$1.38$1.73$2.10$2.55$3.07$3.61$4.24$4.88$5.77$6.69$9.84$11.85
PutsExpensive1.17×
CallsFair1.02×
SkewBearish+3.51 pp
Implied moveBearish±$6.73
TiltBearish13.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ99.7030.8%9.3%85.3734.7%8.4%
25Δ98.3130.9%8.1%86.8634.0%7.1%
30Δ96.9930.8%7.0%88.2033.3%6.0%
35Δ95.7730.3%6.0%89.4232.5%5.1%
40Δ94.6430.2%5.2%90.5632.3%4.3%
45Δ93.6531.0%4.7%91.6232.6%3.7%
50Δ92.6531.8%4.1%92.6932.8%3.2%
55Δ91.6531.3%3.5%93.7832.7%2.7%
60Δ90.6530.6%2.9%94.8732.7%2.2%
65Δ89.5930.3%2.4%96.1333.1%1.8%
70Δ88.4530.9%2.0%97.4233.5%1.4%
75Δ87.2531.4%1.7%100.6341.4%1.3%
80Δ85.8531.8%1.3%103.0142.3%0.9%

20Δ

Calls
Pseudo strike
99.70
IV
30.8%
B/E move
9.3%
Puts
Pseudo strike
85.37
IV
34.7%
B/E move
8.4%

25Δ

Calls
Pseudo strike
98.31
IV
30.9%
B/E move
8.1%
Puts
Pseudo strike
86.86
IV
34.0%
B/E move
7.1%

30Δ

Calls
Pseudo strike
96.99
IV
30.8%
B/E move
7.0%
Puts
Pseudo strike
88.20
IV
33.3%
B/E move
6.0%

35Δ

Calls
Pseudo strike
95.77
IV
30.3%
B/E move
6.0%
Puts
Pseudo strike
89.42
IV
32.5%
B/E move
5.1%

40Δ

Calls
Pseudo strike
94.64
IV
30.2%
B/E move
5.2%
Puts
Pseudo strike
90.56
IV
32.3%
B/E move
4.3%

45Δ

Calls
Pseudo strike
93.65
IV
31.0%
B/E move
4.7%
Puts
Pseudo strike
91.62
IV
32.6%
B/E move
3.7%

50Δ

Calls
Pseudo strike
92.65
IV
31.8%
B/E move
4.1%
Puts
Pseudo strike
92.69
IV
32.8%
B/E move
3.2%

55Δ

Calls
Pseudo strike
91.65
IV
31.3%
B/E move
3.5%
Puts
Pseudo strike
93.78
IV
32.7%
B/E move
2.7%

60Δ

Calls
Pseudo strike
90.65
IV
30.6%
B/E move
2.9%
Puts
Pseudo strike
94.87
IV
32.7%
B/E move
2.2%

65Δ

Calls
Pseudo strike
89.59
IV
30.3%
B/E move
2.4%
Puts
Pseudo strike
96.13
IV
33.1%
B/E move
1.8%

70Δ

Calls
Pseudo strike
88.45
IV
30.9%
B/E move
2.0%
Puts
Pseudo strike
97.42
IV
33.5%
B/E move
1.4%

75Δ

Calls
Pseudo strike
87.25
IV
31.4%
B/E move
1.7%
Puts
Pseudo strike
100.63
IV
41.4%
B/E move
1.3%

80Δ

Calls
Pseudo strike
85.85
IV
31.8%
B/E move
1.3%
Puts
Pseudo strike
103.01
IV
42.3%
B/E move
0.9%

Options history

No recorded observations