ORLY option chain O'Reilly Automotive, Inc.
Cboe delayed options data · as of 15:41 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 ±9.1% (81.85–98.25) · ATM IV 28.2% · P/C open interest 0.61
| 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 | |
| 38.70 | 42.40 | 75.9% | 1.00 | 0.0004 | 0.000 | 50 | 0 | 0.7500 | 1 | 85.0% | -0.00 | 0.0004 | -0.002 | |||
| 33.60 | 37.50 | 47 | 62.8% | 0.99 | 0.0009 | 0.000 | 55 | 0 | 0.7500 | 3 | 73.1% | -0.01 | 0.0009 | -0.002 | ||
| 28.80 | 32.50 | 1 | 56.2% | 0.99 | 0.0017 | 0.000 | 60 | 0 | 0.7500 | 5 | 62.1% | -0.01 | 0.0017 | -0.004 | ||
| 23.70 | 27.40 | 15 | 39.6% | 0.98 | 0.0032 | -0.003 | 65 | 0 | 0.7500 | 42 | 51.8% | -0.02 | 0.0033 | -0.006 | ||
| 19.30 | 21.80 | 21 | 28.9% | 0.96 | 0.0062 | -0.007 | 70 | 0 | 0.7500 | 229 | 42.2% | -0.04 | 0.0062 | -0.010 | ||
| 15.00 | 16.70 | 69 | 31.4% | 0.92 | 0.0115 | -0.013 | 75 | 0.3500 | 0.4500 | 373 | 33.5% | -0.08 | 0.0116 | -0.015 | ||
| 12.30 | 14.80 | 30.4% | 0.89 | 0.0154 | -0.017 | 77.5 | 0.5500 | 0.9500 | 5 | 34.4% | -0.11 | 0.0156 | -0.019 | |||
| 10.70 | 12.40 | 6 | 32.1% | 0.85 | 0.0201 | -0.021 | 80 | 0.8500 | 0.9500 | 465 | 31.2% | -0.15 | 0.0204 | -0.022 | ||
| 8.70 | 10.40 | 31.5% | 0.80 | 0.0256 | -0.025 | 82.5 | 1.10 | 1.40 | 3 | 36 | 29.5% | -0.21 | 0.0260 | -0.026 | ||
| 7.30 | 7.70 | 67 | 28.8% | 0.73 | 0.0313 | -0.029 | 85 | 1.85 | 2.00 | 3 | 369 | 29.4% | -0.28 | 0.0318 | -0.030 | |
| 5.60 | 6.10 | 1 | 28.8% | 0.64 | 0.0362 | -0.032 | 87.5 | 2.45 | 2.85 | 2 | 11 | 28.1% | -0.36 | 0.0370 | -0.033 | |
| 4.20 | 4.50 | 1 | 330 | 27.9% | 0.55 | 0.0392 | -0.033 | 90 | 3.60 | 4.10 | 1 | 139 | 28.6% | -0.46 | 0.0403 | -0.034 |
| 3.10 | 3.50 | 6 | 28.4% | 0.45 | 0.0396 | -0.033 | 92.5 | 4.80 | 5.50 | 28.1% | -0.56 | 0.0411 | -0.034 | |||
| 2.20 | 2.35 | 2 | 998 | 27.5% | 0.36 | 0.0373 | -0.031 | 95 | 6.50 | 6.90 | 99 | 27.6% | -0.66 | 0.0392 | -0.032 | |
| 1.50 | 1.85 | 28.2% | 0.28 | 0.0332 | -0.028 | 97.5 | 8.30 | 8.90 | 28.1% | -0.74 | 0.0354 | -0.029 | ||||
| 1.00 | 1.15 | 27 | 1,040 | 27.5% | 0.21 | 0.0282 | -0.025 | 100 | 10.30 | 11.20 | 283 | 29.5% | -0.81 | 0.0307 | -0.026 | |
| 0.3500 | 0.5500 | 2 | 626 | 27.3% | 0.12 | 0.0187 | -0.018 | 105 | 14.20 | 16.40 | 16 | 32.0% | -0.91 | 0.0219 | -0.019 | |
| 0 | 0.7500 | 74 | 32.0% | 0.07 | 0.0119 | -0.013 | 110 | 18.10 | 22.00 | 33.5% | -0.97 | 0.0151 | -0.013 | |||
| 0 | 0.7500 | 29 | 37.5% | 0.04 | 0.0075 | -0.009 | 115 | 22.90 | 27.00 | 10.9% | -1.00 | 0.0040 | -0.011 | |||
| 0 | 0.7500 | 26 | 42.6% | 0.03 | 0.0048 | -0.006 | 120 | 27.90 | 31.90 | -1.00 | 0.0000 | -0.011 | ||||
| 0 | 0.7500 | 6 | 47.3% | 0.02 | 0.0032 | -0.004 | 125 | 32.90 | 37.00 | 41.6% | -1.00 | 0.0000 | -0.011 | |||
| 0 | 0.7500 | 55 | 51.7% | 0.01 | 0.0021 | -0.003 | 130 | 37.90 | 42.00 | 45.0% | -1.00 | 0.0000 | -0.011 | |||
| 0 | 0.7500 | 5 | 55.8% | 0.01 | 0.0015 | -0.002 | 135 | 42.90 | 47.00 | 44.9% | -1.00 | 0.0000 | -0.011 | |||
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 — Dec 18, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs