ORLY option chain O'Reilly Automotive, Inc.
Cboe delayed options data · as of 18:41 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 ±10.4% (80.08–98.69) · ATM IV 26.3% · P/C open interest 0.47
| 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 | |
| 42.80 | 46.70 | 25 | 1.00 | 0.0004 | 0.000 | 45 | 0 | 0.7500 | 80.2% | -0.00 | 0.0004 | -0.001 | ||||
| 37.80 | 41.80 | 1 | 0.99 | 0.0007 | 0.000 | 50 | 0 | 0.2000 | 79 | 56.0% | -0.01 | 0.0007 | -0.002 | |||
| 33.00 | 36.90 | 1 | 0.99 | 0.0013 | 0.000 | 55 | 0 | 2.20 | 94 | 76.0% | -0.01 | 0.0013 | -0.003 | |||
| 28.40 | 31.30 | 6 | 0.98 | 0.0024 | -0.002 | 60 | 0 | 2.25 | 91 | 65.5% | -0.02 | 0.0024 | -0.004 | |||
| 23.40 | 26.40 | 25 | 0.97 | 0.0044 | -0.005 | 65 | 0 | 2.40 | 101 | 56.4% | -0.03 | 0.0044 | -0.007 | |||
| 19.00 | 21.40 | 5 | 24.5% | 0.94 | 0.0076 | -0.008 | 70 | 0 | 2.60 | 335 | 47.8% | -0.06 | 0.0077 | -0.010 | ||
| 14.60 | 16.80 | 146 | 28.7% | 0.89 | 0.0128 | -0.013 | 75 | 0.5500 | 0.8500 | 2 | 391 | 31.4% | -0.11 | 0.0130 | -0.015 | |
| 12.30 | 14.60 | 27.6% | 0.86 | 0.0163 | -0.016 | 77.5 | 0.9000 | 1.10 | 1 | 30.6% | -0.14 | 0.0166 | -0.017 | |||
| 9.50 | 13.30 | 227 | 27.6% | 0.82 | 0.0202 | -0.019 | 80 | 1.30 | 1.45 | 1 | 271 | 29.5% | -0.19 | 0.0207 | -0.020 | |
| 8.00 | 10.20 | 24.4% | 0.76 | 0.0244 | -0.021 | 82.5 | 1.70 | 2.00 | 1 | 28.3% | -0.24 | 0.0250 | -0.023 | |||
| 7.30 | 8.20 | 1 | 158 | 27.2% | 0.70 | 0.0284 | -0.024 | 85 | 2.50 | 2.70 | 11 | 1,451 | 28.0% | -0.31 | 0.0293 | -0.025 |
| 5.60 | 6.40 | 1 | 25.7% | 0.62 | 0.0317 | -0.025 | 87.5 | 3.40 | 3.60 | 1 | 20 | 27.4% | -0.39 | 0.0329 | -0.026 | |
| 4.40 | 5.00 | 729 | 25.8% | 0.54 | 0.0337 | -0.026 | 90 | 4.50 | 4.70 | 31 | 258 | 26.8% | -0.47 | 0.0353 | -0.027 | |
| 3.70 | 3.80 | 1 | 26.7% | 0.46 | 0.0341 | -0.026 | 92.5 | 5.70 | 6.10 | 1 | 26.2% | -0.56 | 0.0362 | -0.027 | ||
| 2.70 | 2.85 | 1 | 658 | 26.2% | 0.37 | 0.0328 | -0.025 | 95 | 7.10 | 9.70 | 494 | 31.5% | -0.65 | 0.0353 | -0.026 | |
| 1.30 | 1.55 | 30 | 1,675 | 25.7% | 0.24 | 0.0266 | -0.020 | 100 | 10.50 | 12.90 | 122 | 29.0% | -0.80 | 0.0302 | -0.022 | |
| 0.6500 | 0.8500 | 1 | 934 | 26.2% | 0.15 | 0.0192 | -0.015 | 105 | 15.00 | 17.40 | 191 | 31.5% | -0.91 | 0.0242 | -0.018 | |
| 0.2500 | 0.6500 | 1 | 2,016 | 27.8% | 0.09 | 0.0130 | -0.011 | 110 | 19.10 | 22.80 | 101 | 34.4% | -0.98 | 0.0169 | -0.013 | |
| 0 | 1.70 | 1,020 | 37.8% | 0.06 | 0.0087 | -0.008 | 115 | 23.80 | 27.70 | 36.0% | -1.00 | 0.0001 | -0.008 | |||
| 0.1500 | 0.4000 | 387 | 33.2% | 0.04 | 0.0058 | -0.006 | 120 | 28.80 | 32.70 | 40.6% | -1.00 | 0.0000 | -0.008 | |||
| 0 | 2.25 | 55 | 50.1% | 0.02 | 0.0039 | -0.004 | 125 | 33.80 | 37.70 | 44.9% | -1.00 | 0.0000 | -0.008 | |||
| 0 | 2.20 | 15 | 54.0% | 0.02 | 0.0027 | -0.003 | 130 | 38.80 | 42.70 | 48.9% | -1.00 | 0.0000 | -0.008 | |||
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