ORLY option chain O'Reilly Automotive, Inc.
Cboe delayed options data · as of 06:36 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 ±16.2% (72.87–101.07) · ATM IV 29.3% · P/C open interest 0.38
| 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 | |
| 41.40 | 44.60 | 0.99 | 0.0010 | 0.000 | 45 | 0 | 0.9500 | 59.5% | -0.01 | 0.0010 | -0.002 | |||||
| 36.60 | 39.70 | 0.98 | 0.0017 | 0.000 | 50 | 0 | 0.7000 | 48.5% | -0.02 | 0.0017 | -0.003 | |||||
| 32.00 | 35.00 | 36.0% | 0.97 | 0.0028 | 0.000 | 55 | 0 | 0.6000 | 1 | 40.3% | -0.03 | 0.0028 | -0.005 | |||
| 27.90 | 30.20 | 39.4% | 0.96 | 0.0044 | 0.000 | 60 | 0 | 0.7500 | 1 | 35.5% | -0.05 | 0.0045 | -0.006 | |||
| 22.50 | 25.60 | 31.4% | 0.93 | 0.0069 | -0.003 | 65 | 0 | 2.70 | 17 | 40.8% | -0.08 | 0.0070 | -0.009 | |||
| 18.00 | 21.40 | 31.0% | 0.88 | 0.0102 | -0.007 | 70 | 0.6000 | 1.50 | 50 | 31.0% | -0.12 | 0.0105 | -0.011 | |||
| 14.90 | 17.20 | 32.9% | 0.82 | 0.0143 | -0.011 | 75 | 1.25 | 2.75 | 17 | 30.8% | -0.19 | 0.0148 | -0.014 | |||
| 10.80 | 13.70 | 1 | 30.8% | 0.74 | 0.0187 | -0.014 | 80 | 2.30 | 4.10 | 29 | 29.5% | -0.27 | 0.0196 | -0.017 | ||
| 7.90 | 10.20 | 7 | 29.7% | 0.63 | 0.0224 | -0.017 | 85 | 4.50 | 5.60 | 1 | 25 | 28.9% | -0.38 | 0.0240 | -0.019 | |
| 5.40 | 6.50 | 7 | 26.8% | 0.52 | 0.0244 | -0.018 | 90 | 6.40 | 8.70 | 22 | 28.6% | -0.51 | 0.0268 | -0.019 | ||
| 3.60 | 5.40 | 1 | 48 | 28.7% | 0.40 | 0.0240 | -0.018 | 95 | 9.10 | 11.90 | 19 | 27.6% | -0.64 | 0.0274 | -0.019 | |
| 2.05 | 3.50 | 100 | 27.2% | 0.30 | 0.0216 | -0.016 | 100 | 12.30 | 15.60 | 25.9% | -0.76 | 0.0261 | -0.017 | |||
| 0.9500 | 2.50 | 25 | 26.8% | 0.22 | 0.0181 | -0.013 | 105 | 16.80 | 20.50 | 29.0% | -0.86 | 0.0232 | -0.014 | |||
| 0.5500 | 1.80 | 37 | 27.4% | 0.16 | 0.0145 | -0.011 | 110 | 21.30 | 23.90 | -0.95 | 0.0212 | -0.012 | ||||
| 0.2000 | 1.20 | 243 | 27.2% | 0.11 | 0.0112 | -0.009 | 115 | 26.40 | 29.90 | 32.3% | -0.99 | 0.0051 | -0.021 | |||
| 0.3000 | 0.5500 | 3 | 27.2% | 0.08 | 0.0086 | -0.007 | 120 | 31.60 | 34.70 | 35.9% | -1.00 | 0.0000 | -0.022 | |||
| 0.1500 | 0.7000 | 2 | 30.0% | 0.06 | 0.0065 | -0.006 | 125 | 36.60 | 40.20 | 42.7% | -1.00 | 0.0000 | -0.022 | |||
| 0 | 0.3000 | 2 | 27.3% | 0.04 | 0.0050 | -0.004 | 130 | 41.60 | 44.70 | 42.5% | -1.00 | 0.0000 | -0.022 | |||
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 — Feb 19, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs