ORLY option chain O'Reilly Automotive, Inc.
Cboe delayed options data · as of 09:36 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 ±23.7% (66.68–108.08) · ATM IV 28.8% · P/C open interest 0.27
| 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 | |
| 38.30 | 42.00 | 33.7% | 0.96 | 0.0025 | 0.000 | 50 | 0 | 2.85 | 46.3% | -0.04 | 0.0026 | -0.004 | ||||
| 33.80 | 38.00 | 35.5% | 0.94 | 0.0036 | -0.001 | 55 | 0.1000 | 3.10 | 41.6% | -0.06 | 0.0037 | -0.005 | ||||
| 29.00 | 33.60 | 1 | 31.9% | 0.92 | 0.0050 | -0.002 | 60 | 0.5000 | 4.90 | 42.7% | -0.09 | 0.0052 | -0.006 | |||
| 25.50 | 29.40 | 3 | 33.0% | 0.89 | 0.0067 | -0.004 | 65 | 1.15 | 2.55 | 32.1% | -0.12 | 0.0070 | -0.008 | |||
| 21.30 | 24.70 | 29.3% | 0.84 | 0.0086 | -0.006 | 70 | 2.15 | 3.40 | 57 | 31.4% | -0.17 | 0.0092 | -0.009 | |||
| 17.50 | 22.00 | 30.4% | 0.79 | 0.0107 | -0.008 | 75 | 1.50 | 5.00 | 27.8% | -0.22 | 0.0115 | -0.011 | ||||
| 15.00 | 18.20 | 200 | 30.2% | 0.73 | 0.0127 | -0.010 | 80 | 4.00 | 6.60 | 29.1% | -0.29 | 0.0139 | -0.012 | |||
| 11.10 | 15.70 | 28.8% | 0.66 | 0.0144 | -0.011 | 85 | 6.00 | 8.60 | 17 | 28.8% | -0.37 | 0.0162 | -0.013 | |||
| 8.60 | 12.30 | 27.3% | 0.58 | 0.0156 | -0.012 | 90 | 8.50 | 10.50 | 1 | 27.8% | -0.45 | 0.0181 | -0.014 | |||
| 7.70 | 10.00 | 28.6% | 0.51 | 0.0162 | -0.012 | 95 | 10.50 | 13.60 | 26.7% | -0.54 | 0.0195 | -0.014 | ||||
| 5.40 | 8.20 | 15 | 27.7% | 0.43 | 0.0162 | -0.012 | 100 | 13.50 | 18.00 | 27.7% | -0.64 | 0.0204 | -0.014 | |||
| 3.00 | 6.90 | 26.4% | 0.37 | 0.0155 | -0.011 | 105 | 17.00 | 22.00 | 27.7% | -0.73 | 0.0209 | -0.014 | ||||
| 2.00 | 5.30 | 2 | 25.8% | 0.30 | 0.0145 | -0.011 | 110 | 21.00 | 26.00 | 27.3% | -0.81 | 0.0210 | -0.013 | |||
| 2.05 | 4.00 | 57 | 26.7% | 0.25 | 0.0131 | -0.010 | 115 | 25.80 | 29.30 | -0.89 | 0.0205 | -0.013 | ||||
| 1.60 | 3.40 | 27.5% | 0.21 | 0.0117 | -0.009 | 120 | 30.00 | 35.00 | -0.96 | 0.0174 | -0.012 | |||||
| 0.7500 | 2.75 | 26.7% | 0.17 | 0.0103 | -0.008 | 125 | 35.00 | 40.00 | -0.99 | 0.0030 | -0.011 | |||||
| 0 | 3.40 | 28.6% | 0.14 | 0.0089 | -0.007 | 130 | 40.00 | 45.00 | -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 — Sep 17, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs