ORLY option chain O'Reilly Automotive, Inc.
Cboe delayed options data · as of 12:39 UTC
Each row is one strike. The left half is the call, the right half the put. Bid/ask are what buyers and sellers currently quote; volume is contracts traded this session; open interest is standing contracts. The highlighted row sits closest to the stock price.
This expiration prices a move of about ±7.8% (82.34–96.19) · ATM IV 31.1% · P/C open interest 0.44
| CALLS | Strike | PUTS | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Ask | Vol | OIThe number of option contracts currently outstanding at a strike or expiration. High open interest shows where positions are concentrated. | IV | ΔModel sensitivity of an option's price to a $1 move in the stock; also used as a rough moneyness scale (a 25-delta option is well out of the money). | Γ | Θ | Bid | Ask | Vol | OI | IV | Δ | Γ | Θ | |
| 42.70 | 46.20 | 10 | 75.3% | 1.00 | 0.0001 | -0.001 | 45 | 0 | 2.15 | 34 | 157.4% | -0.00 | 0.0001 | -0.001 | ||
| 37.40 | 41.30 | 15 | 1.00 | 0.0003 | -0.001 | 50 | 0 | 1.75 | 3 | 130.2% | -0.00 | 0.0003 | -0.001 | |||
| 32.40 | 36.50 | 1.00 | 0.0006 | -0.002 | 55 | 0 | 1.20 | 2 | 102.9% | -0.00 | 0.0006 | -0.002 | ||||
| 27.40 | 30.90 | 0.99 | 0.0013 | -0.004 | 60 | 0 | 1.45 | 9 | 91.4% | -0.01 | 0.0013 | -0.004 | ||||
| 23.30 | 26.00 | 2 | 53.0% | 0.98 | 0.0027 | -0.007 | 65 | 0.0500 | 0.4000 | 2 | 505 | 59.3% | -0.01 | 0.0027 | -0.007 | |
| 18.40 | 21.30 | 57 | 50.4% | 0.97 | 0.0057 | -0.012 | 70 | 0 | 0.5000 | 4 | 109 | 48.6% | -0.03 | 0.0057 | -0.012 | |
| 13.60 | 16.20 | 31 | 39.6% | 0.93 | 0.0116 | -0.020 | 75 | 0.2500 | 0.5000 | 8 | 333 | 40.9% | -0.07 | 0.0117 | -0.020 | |
| 11.30 | 13.70 | 35.9% | 0.90 | 0.0164 | -0.025 | 77.5 | 0.3500 | 0.6000 | 37.2% | -0.10 | 0.0165 | -0.025 | ||||
| 9.10 | 11.60 | 30 | 36.0% | 0.86 | 0.0225 | -0.031 | 80 | 0.5000 | 0.9000 | 1,148 | 35.0% | -0.14 | 0.0227 | -0.031 | ||
| 6.90 | 9.40 | 10 | 10 | 33.1% | 0.80 | 0.0298 | -0.037 | 82.5 | 0.9000 | 1.45 | 66 | 18 | 34.8% | -0.20 | 0.0301 | -0.038 |
| 5.00 | 7.40 | 310 | 31.7% | 0.72 | 0.0376 | -0.043 | 85 | 1.60 | 1.90 | 31 | 1,728 | 33.4% | -0.28 | 0.0380 | -0.044 | |
| 3.50 | 5.30 | 3 | 32 | 29.6% | 0.62 | 0.0440 | -0.047 | 87.5 | 2.45 | 3.30 | 23 | 14 | 35.1% | -0.39 | 0.0447 | -0.048 |
| 2.45 | 3.80 | 31 | 1,260 | 29.8% | 0.50 | 0.0472 | -0.048 | 90 | 3.00 | 4.60 | 59 | 243 | 32.4% | -0.50 | 0.0482 | -0.049 |
| 1.55 | 2.45 | 9 | 16 | 28.7% | 0.39 | 0.0458 | -0.046 | 92.5 | 4.10 | 6.30 | 31.6% | -0.62 | 0.0471 | -0.047 | ||
| 1.25 | 1.40 | 43 | 3,015 | 29.3% | 0.29 | 0.0404 | -0.041 | 95 | 5.70 | 8.10 | 86 | 31.1% | -0.73 | 0.0421 | -0.042 | |
| 0.4500 | 0.6000 | 116 | 3,210 | 30.2% | 0.14 | 0.0258 | -0.028 | 100 | 9.70 | 12.30 | 23 | 30.0% | -0.88 | 0.0279 | -0.030 | |
| 0 | 0.9000 | 1,208 | 37.6% | 0.07 | 0.0144 | -0.017 | 105 | 14.00 | 17.90 | 37.6% | -0.96 | 0.0156 | -0.019 | |||
| 0 | 1.15 | 376 | 48.2% | 0.04 | 0.0079 | -0.010 | 110 | 18.90 | 22.80 | 42.2% | -0.99 | 0.0062 | -0.008 | |||
| 0 | 1.15 | 46 | 55.7% | 0.02 | 0.0044 | -0.006 | 115 | 23.90 | 27.80 | 49.1% | -1.00 | 0.0016 | -0.001 | |||
| 0 | 2.15 | 33 | 72.9% | 0.01 | 0.0025 | -0.004 | 120 | 28.90 | 32.80 | 55.5% | -1.00 | 0.0003 | -0.000 | |||
| 0 | 1.15 | 6 | 69.0% | 0.01 | 0.0015 | -0.003 | 125 | 34.10 | 37.40 | 54.0% | -1.00 | 0.0000 | 0.000 | |||
| 0 | 1.35 | 5 | 77.6% | 0.00 | 0.0009 | -0.002 | 130 | 38.90 | 42.80 | 67.3% | -1.00 | 0.0000 | 0.000 | |||
Strikes shown: within ±50% of the underlying price. Intrinsic value = max(0, price − strike) for calls, max(0, strike − price) for puts; extrinsic = option price − intrinsic. Greeks and IV as computed by the exchange feed.
Volatility smile — Nov 20, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs