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O’Reilly Automotive Inc ORLY

CONSUMER CYCLICAL · AUTO PARTS
i

Market dataready · fetched 2026-10-23T00:21:46.925Z

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 · 2026-10-22T23:50:30.623504622Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-23T00:21:46.267323+00:00

Share price$91.98
1D+2.7%
AH$89.04$89.84$90.65$91.46$92.265:30 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$0.54$3.56$6.59$9.61$12.64$81.08$86.32$91.56$96.79$102.0320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ORLY spot · $91.98ORLY PRICE$0.86$1.16$1.46$1.78$2.16$2.65$3.13$3.60$4.06$4.66$5.47$6.34$7.44$1.05$1.38$1.73$2.10$2.54$3.06$3.59$4.22$4.86$5.73$6.65$9.76$11.77
PutsExpensive1.16×
CallsFair1.02×
SkewBearish+3.25 pp
Implied moveBearish±$6.73
TiltBearish13.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ99.7030.9%9.3%85.3634.6%8.3%
25Δ98.3031.0%8.1%86.8533.9%7.1%
30Δ96.9830.8%7.0%88.1933.2%6.0%
35Δ95.7630.3%6.0%89.4032.5%5.1%
40Δ94.6230.3%5.2%90.5432.2%4.3%
45Δ93.6331.1%4.7%91.6032.5%3.7%
50Δ92.6331.9%4.1%92.6632.7%3.2%
55Δ91.6331.4%3.5%93.7532.6%2.7%
60Δ90.6230.7%2.9%94.8432.6%2.2%
65Δ89.5630.5%2.4%96.0932.9%1.8%
70Δ88.4031.1%2.1%97.3633.3%1.4%
75Δ87.1931.6%1.7%100.5441.2%1.3%
80Δ85.7832.1%1.4%102.9042.0%0.9%

20Δ

Calls
Pseudo strike
99.70
IV
30.9%
B/E move
9.3%
Puts
Pseudo strike
85.36
IV
34.6%
B/E move
8.3%

25Δ

Calls
Pseudo strike
98.30
IV
31.0%
B/E move
8.1%
Puts
Pseudo strike
86.85
IV
33.9%
B/E move
7.1%

30Δ

Calls
Pseudo strike
96.98
IV
30.8%
B/E move
7.0%
Puts
Pseudo strike
88.19
IV
33.2%
B/E move
6.0%

35Δ

Calls
Pseudo strike
95.76
IV
30.3%
B/E move
6.0%
Puts
Pseudo strike
89.40
IV
32.5%
B/E move
5.1%

40Δ

Calls
Pseudo strike
94.62
IV
30.3%
B/E move
5.2%
Puts
Pseudo strike
90.54
IV
32.2%
B/E move
4.3%

45Δ

Calls
Pseudo strike
93.63
IV
31.1%
B/E move
4.7%
Puts
Pseudo strike
91.60
IV
32.5%
B/E move
3.7%

50Δ

Calls
Pseudo strike
92.63
IV
31.9%
B/E move
4.1%
Puts
Pseudo strike
92.66
IV
32.7%
B/E move
3.2%

55Δ

Calls
Pseudo strike
91.63
IV
31.4%
B/E move
3.5%
Puts
Pseudo strike
93.75
IV
32.6%
B/E move
2.7%

60Δ

Calls
Pseudo strike
90.62
IV
30.7%
B/E move
2.9%
Puts
Pseudo strike
94.84
IV
32.6%
B/E move
2.2%

65Δ

Calls
Pseudo strike
89.56
IV
30.5%
B/E move
2.4%
Puts
Pseudo strike
96.09
IV
32.9%
B/E move
1.8%

70Δ

Calls
Pseudo strike
88.40
IV
31.1%
B/E move
2.1%
Puts
Pseudo strike
97.36
IV
33.3%
B/E move
1.4%

75Δ

Calls
Pseudo strike
87.19
IV
31.6%
B/E move
1.7%
Puts
Pseudo strike
100.54
IV
41.2%
B/E move
1.3%

80Δ

Calls
Pseudo strike
85.78
IV
32.1%
B/E move
1.4%
Puts
Pseudo strike
102.90
IV
42.0%
B/E move
0.9%

Options history

No recorded observations