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 ±17.5% (74.30–105.80) · ATM IV 28.5% · P/C open interest 0.29
| 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 | |
| 40.10 | 43.40 | 47.0% | 0.98 | 0.0018 | 0.000 | 50 | 0 | 0.9500 | 1 | 48.2% | -0.02 | 0.0018 | -0.004 | |||
| 35.40 | 38.70 | 43.5% | 0.96 | 0.0027 | 0.000 | 55 | 0 | 1.75 | 47.8% | -0.04 | 0.0028 | -0.005 | ||||
| 30.70 | 33.90 | 38.8% | 0.95 | 0.0040 | -0.001 | 60 | 0.1000 | 2.65 | 2 | 46.4% | -0.05 | 0.0041 | -0.006 | |||
| 26.20 | 29.40 | 36.7% | 0.92 | 0.0058 | -0.003 | 65 | 0.2500 | 3.00 | 41.6% | -0.08 | 0.0060 | -0.008 | ||||
| 21.80 | 24.50 | 32.4% | 0.89 | 0.0082 | -0.006 | 70 | 0.9500 | 3.30 | 12 | 38.4% | -0.12 | 0.0085 | -0.010 | |||
| 17.60 | 20.30 | 30.7% | 0.84 | 0.0112 | -0.009 | 75 | 1.55 | 2.40 | 6 | 30.8% | -0.17 | 0.0116 | -0.013 | |||
| 15.60 | 18.30 | 29.8% | 0.81 | 0.0128 | -0.011 | 77.5 | 1.05 | 2.95 | 27.7% | -0.20 | 0.0134 | -0.014 | ||||
| 13.70 | 16.40 | 2 | 29.2% | 0.77 | 0.0145 | -0.012 | 80 | 2.55 | 3.70 | 30.0% | -0.24 | 0.0152 | -0.015 | |||
| 11.90 | 14.90 | 29.2% | 0.73 | 0.0162 | -0.013 | 82.5 | 3.10 | 4.30 | 28.9% | -0.28 | 0.0171 | -0.016 | ||||
| 10.00 | 13.00 | 27.7% | 0.69 | 0.0177 | -0.014 | 85 | 3.90 | 5.20 | 4 | 28.6% | -0.32 | 0.0189 | -0.017 | |||
| 8.60 | 11.50 | 27.6% | 0.64 | 0.0191 | -0.015 | 87.5 | 4.90 | 6.10 | 28.2% | -0.37 | 0.0205 | -0.017 | ||||
| 8.30 | 9.80 | 28.7% | 0.59 | 0.0201 | -0.016 | 90 | 6.20 | 7.20 | 28.3% | -0.43 | 0.0219 | -0.018 | ||||
| 6.90 | 8.30 | 27.7% | 0.54 | 0.0208 | -0.016 | 92.5 | 7.30 | 8.40 | 27.6% | -0.48 | 0.0229 | -0.018 | ||||
| 6.00 | 7.10 | 27.7% | 0.49 | 0.0211 | -0.016 | 95 | 8.20 | 9.80 | 26.5% | -0.54 | 0.0236 | -0.018 | ||||
| 4.80 | 6.20 | 27.3% | 0.44 | 0.0210 | -0.016 | 97.5 | 9.60 | 12.50 | 28.2% | -0.60 | 0.0240 | -0.018 | ||||
| 4.20 | 5.30 | 84 | 27.6% | 0.39 | 0.0205 | -0.016 | 100 | 11.60 | 14.20 | 28.8% | -0.65 | 0.0239 | -0.017 | |||
| 2.80 | 3.90 | 1 | 27.4% | 0.31 | 0.0187 | -0.015 | 105 | 15.10 | 17.80 | 28.0% | -0.75 | 0.0231 | -0.016 | |||
| 1.95 | 2.65 | 27.2% | 0.24 | 0.0163 | -0.013 | 110 | 19.30 | 22.10 | 28.5% | -0.84 | 0.0216 | -0.014 | ||||
| 1.10 | 1.95 | 26.9% | 0.18 | 0.0137 | -0.011 | 115 | 23.70 | 26.70 | 28.7% | -0.92 | 0.0196 | -0.013 | ||||
| 0.7000 | 1.40 | 3 | 27.1% | 0.14 | 0.0113 | -0.010 | 120 | 28.00 | 31.80 | -0.97 | 0.0146 | -0.010 | ||||
| 0.0500 | 1.20 | 26.4% | 0.11 | 0.0092 | -0.008 | 125 | 32.90 | 37.10 | 32.6% | -1.00 | 0.0020 | -0.017 | ||||
| 0 | 5.00 | 41.9% | 0.08 | 0.0075 | -0.007 | 130 | 37.80 | 42.00 | -1.00 | 0.0000 | -0.017 | |||||
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 — May 21, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs