ORLY option chain O'Reilly Automotive, Inc.
Cboe delayed options data · as of 18:36 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 ±13.9% (75.45–99.75) · ATM IV 28.1% · P/C open interest 0.41
| 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 | |
| 41.60 | 44.80 | 25 | 43.3% | 0.99 | 0.0011 | 0.000 | 45 | 0 | 0.7500 | 63.8% | -0.01 | 0.0011 | -0.003 | |||
| 36.80 | 39.90 | 1 | 43.7% | 0.98 | 0.0017 | 0.000 | 50 | 0 | 0.2500 | 79 | 45.8% | -0.02 | 0.0017 | -0.004 | ||
| 31.80 | 35.10 | 1 | 38.0% | 0.97 | 0.0027 | 0.000 | 55 | 0 | 0.7500 | 94 | 47.1% | -0.03 | 0.0028 | -0.006 | ||
| 27.50 | 30.30 | 6 | 41.9% | 0.95 | 0.0043 | -0.001 | 60 | 0.0500 | 0.7500 | 91 | 40.3% | -0.05 | 0.0044 | -0.007 | ||
| 22.70 | 25.60 | 25 | 37.4% | 0.93 | 0.0066 | -0.004 | 65 | 0.1500 | 0.8000 | 100 | 34.7% | -0.07 | 0.0068 | -0.010 | ||
| 18.80 | 20.40 | 5 | 34.4% | 0.89 | 0.0100 | -0.008 | 70 | 0.4500 | 2.20 | 332 | 37.4% | -0.11 | 0.0102 | -0.013 | ||
| 14.50 | 16.10 | 151 | 32.0% | 0.83 | 0.0146 | -0.013 | 75 | 1.20 | 1.80 | 91 | 30.8% | -0.17 | 0.0149 | -0.016 | ||
| 10.30 | 12.60 | 143 | 30.4% | 0.75 | 0.0198 | -0.017 | 80 | 2.00 | 3.20 | 265 | 29.6% | -0.26 | 0.0204 | -0.019 | ||
| 7.50 | 9.00 | 156 | 29.7% | 0.63 | 0.0245 | -0.019 | 85 | 3.80 | 4.60 | 359 | 28.2% | -0.37 | 0.0256 | -0.021 | ||
| 4.90 | 6.10 | 322 | 28.3% | 0.50 | 0.0269 | -0.021 | 90 | 5.90 | 7.40 | 198 | 27.9% | -0.51 | 0.0286 | -0.022 | ||
| 2.90 | 4.10 | 244 | 27.6% | 0.38 | 0.0259 | -0.020 | 95 | 8.90 | 10.40 | 497 | 27.0% | -0.65 | 0.0283 | -0.020 | ||
| 1.75 | 3.10 | 535 | 28.8% | 0.27 | 0.0223 | -0.018 | 100 | 12.20 | 14.50 | 123 | 26.3% | -0.77 | 0.0254 | -0.018 | ||
| 1.10 | 1.80 | 589 | 28.4% | 0.19 | 0.0179 | -0.015 | 105 | 16.50 | 18.90 | 191 | 26.3% | -0.86 | 0.0216 | -0.014 | ||
| 0.4500 | 1.15 | 2,025 | 27.8% | 0.13 | 0.0139 | -0.012 | 110 | 20.90 | 23.90 | 101 | -0.92 | 0.0169 | -0.011 | |||
| 0.1500 | 0.8500 | 1,006 | 28.3% | 0.10 | 0.0106 | -0.010 | 115 | 26.00 | 29.20 | 33.8% | -0.97 | 0.0157 | -0.004 | |||
| 0.2000 | 0.6500 | 414 | 30.7% | 0.07 | 0.0080 | -0.008 | 120 | 31.00 | 34.20 | 37.8% | -1.00 | 0.0022 | -0.016 | |||
| 0 | 0.7500 | 55 | 33.0% | 0.05 | 0.0061 | -0.006 | 125 | 36.00 | 39.20 | 41.4% | -1.00 | 0.0000 | -0.018 | |||
| 0.0500 | 0.7500 | 15 | 36.4% | 0.04 | 0.0047 | -0.005 | 130 | 41.00 | 44.20 | 44.9% | -1.00 | 0.0000 | -0.018 | |||
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 — Jan 15, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs