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O'Reilly Automotive, Inc. Common Stock ORLY

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Market datapartial · fetched 2026-10-22T18:11:50.610Z

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 · 2026-10-22T18:11:39.325844897Z

FundamentalsAlpha Vantage · unavailable

Share price$91.60
1D+2.2%
$89.07$89.75$90.42$91.10$91.775:30 AM6:30 AM9:00 AM1:00 PMORLY
Sold putSold call

O'Reilly Automotive, Inc. Common Stock options

Live interpolated ORLY call and put midpoint premiums by absolute delta.O'Reilly Automotive, Inc. Common Stock$0.45$3.90$7.35$10.81$14.26$80.43$85.70$90.97$96.24$101.5120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ORLY spot · $91.60ORLY PRICE$0.82$1.08$1.43$1.78$2.15$2.53$2.95$3.46$3.97$4.60$5.27$5.93$6.56$1.03$1.39$1.76$2.14$2.55$3.07$3.59$4.23$4.89$5.72$6.70$11.06$13.26
PutsExpensive1.20×
CallsFair0.98×
SkewBearish+5.53 pp
Implied moveBearish±$6.54
TiltBearish18.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ98.9429.4%8.9%85.1234.1%8.2%
25Δ97.4229.0%7.5%86.4634.1%7.1%
30Δ96.3829.7%6.8%87.7733.9%6.1%
35Δ95.3430.5%6.0%88.9733.3%5.2%
40Δ94.2930.5%5.3%90.1532.7%4.4%
45Δ93.2430.2%4.6%91.2132.7%3.8%
50Δ92.2130.0%3.9%92.2832.8%3.2%
55Δ91.2330.0%3.4%93.3832.8%2.7%
60Δ90.2530.1%2.9%94.4832.7%2.2%
65Δ89.2230.1%2.4%95.7033.0%1.8%
70Δ88.1730.1%2.0%97.0233.5%1.4%
75Δ87.1629.5%1.6%101.3046.0%1.5%
80Δ86.2028.0%1.3%103.9047.4%1.1%

20Δ

Calls
Pseudo strike
98.94
IV
29.4%
B/E move
8.9%
Puts
Pseudo strike
85.12
IV
34.1%
B/E move
8.2%

25Δ

Calls
Pseudo strike
97.42
IV
29.0%
B/E move
7.5%
Puts
Pseudo strike
86.46
IV
34.1%
B/E move
7.1%

30Δ

Calls
Pseudo strike
96.38
IV
29.7%
B/E move
6.8%
Puts
Pseudo strike
87.77
IV
33.9%
B/E move
6.1%

35Δ

Calls
Pseudo strike
95.34
IV
30.5%
B/E move
6.0%
Puts
Pseudo strike
88.97
IV
33.3%
B/E move
5.2%

40Δ

Calls
Pseudo strike
94.29
IV
30.5%
B/E move
5.3%
Puts
Pseudo strike
90.15
IV
32.7%
B/E move
4.4%

45Δ

Calls
Pseudo strike
93.24
IV
30.2%
B/E move
4.6%
Puts
Pseudo strike
91.21
IV
32.7%
B/E move
3.8%

50Δ

Calls
Pseudo strike
92.21
IV
30.0%
B/E move
3.9%
Puts
Pseudo strike
92.28
IV
32.8%
B/E move
3.2%

55Δ

Calls
Pseudo strike
91.23
IV
30.0%
B/E move
3.4%
Puts
Pseudo strike
93.38
IV
32.8%
B/E move
2.7%

60Δ

Calls
Pseudo strike
90.25
IV
30.1%
B/E move
2.9%
Puts
Pseudo strike
94.48
IV
32.7%
B/E move
2.2%

65Δ

Calls
Pseudo strike
89.22
IV
30.1%
B/E move
2.4%
Puts
Pseudo strike
95.70
IV
33.0%
B/E move
1.8%

70Δ

Calls
Pseudo strike
88.17
IV
30.1%
B/E move
2.0%
Puts
Pseudo strike
97.02
IV
33.5%
B/E move
1.4%

75Δ

Calls
Pseudo strike
87.16
IV
29.5%
B/E move
1.6%
Puts
Pseudo strike
101.30
IV
46.0%
B/E move
1.5%

80Δ

Calls
Pseudo strike
86.20
IV
28.0%
B/E move
1.3%
Puts
Pseudo strike
103.90
IV
47.4%
B/E move
1.1%

Options history

No recorded observations