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O'Reilly Automotive, Inc. Common Stock ORLY

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Market datapartial · fetched 2026-10-22T23:30:52.138Z

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 · 2026-10-22T21:42:40.970688501Z

FundamentalsAlpha Vantage · unavailable

Share price$92.01
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. Common Stock options

Live interpolated ORLY call and put midpoint premiums by absolute delta.O'Reilly Automotive, Inc. Common Stock$0.53$3.59$6.65$9.71$12.77$81.06$86.30$91.54$96.78$102.0220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ORLY spot · $92.01ORLY PRICE$0.86$1.15$1.46$1.77$2.15$2.63$3.12$3.59$4.05$4.62$5.42$6.27$7.36$1.06$1.39$1.74$2.10$2.55$3.07$3.61$4.25$4.89$5.78$6.71$9.87$11.89
PutsExpensive1.17×
CallsFair1.01×
SkewBearish+3.63 pp
Implied moveBearish±$6.73
TiltBearish14.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ99.7130.8%9.3%85.3734.7%8.4%
25Δ98.3130.9%8.1%86.8734.0%7.1%
30Δ96.9930.7%7.0%88.2133.3%6.0%
35Δ95.7830.2%6.0%89.4332.6%5.1%
40Δ94.6530.2%5.2%90.5632.4%4.3%
45Δ93.6531.0%4.6%91.6332.6%3.8%
50Δ92.6631.7%4.1%92.7032.8%3.2%
55Δ91.6631.3%3.5%93.7932.8%2.7%
60Δ90.6630.5%2.9%94.8932.7%2.2%
65Δ89.6130.2%2.4%96.1533.1%1.8%
70Δ88.4630.8%2.0%97.4433.6%1.4%
75Δ87.2831.3%1.7%100.6741.5%1.3%
80Δ85.8831.7%1.3%103.0542.4%0.9%

20Δ

Calls
Pseudo strike
99.71
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
86.87
IV
34.0%
B/E move
7.1%

30Δ

Calls
Pseudo strike
96.99
IV
30.7%
B/E move
7.0%
Puts
Pseudo strike
88.21
IV
33.3%
B/E move
6.0%

35Δ

Calls
Pseudo strike
95.78
IV
30.2%
B/E move
6.0%
Puts
Pseudo strike
89.43
IV
32.6%
B/E move
5.1%

40Δ

Calls
Pseudo strike
94.65
IV
30.2%
B/E move
5.2%
Puts
Pseudo strike
90.56
IV
32.4%
B/E move
4.3%

45Δ

Calls
Pseudo strike
93.65
IV
31.0%
B/E move
4.6%
Puts
Pseudo strike
91.63
IV
32.6%
B/E move
3.8%

50Δ

Calls
Pseudo strike
92.66
IV
31.7%
B/E move
4.1%
Puts
Pseudo strike
92.70
IV
32.8%
B/E move
3.2%

55Δ

Calls
Pseudo strike
91.66
IV
31.3%
B/E move
3.5%
Puts
Pseudo strike
93.79
IV
32.8%
B/E move
2.7%

60Δ

Calls
Pseudo strike
90.66
IV
30.5%
B/E move
2.9%
Puts
Pseudo strike
94.89
IV
32.7%
B/E move
2.2%

65Δ

Calls
Pseudo strike
89.61
IV
30.2%
B/E move
2.4%
Puts
Pseudo strike
96.15
IV
33.1%
B/E move
1.8%

70Δ

Calls
Pseudo strike
88.46
IV
30.8%
B/E move
2.0%
Puts
Pseudo strike
97.44
IV
33.6%
B/E move
1.4%

75Δ

Calls
Pseudo strike
87.28
IV
31.3%
B/E move
1.7%
Puts
Pseudo strike
100.67
IV
41.5%
B/E move
1.3%

80Δ

Calls
Pseudo strike
85.88
IV
31.7%
B/E move
1.3%
Puts
Pseudo strike
103.05
IV
42.4%
B/E move
0.9%

Options history

No recorded observations