ORLY option chain O'Reilly Automotive, Inc.
Cboe delayed options data · as of 21:36 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 ±27.9% (63.20–112.00) · ATM IV 29.3% · P/C open interest 0.06
| 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 | |
| 44.00 | 48.00 | 2 | 37.5% | 0.97 | 0.0018 | 0.000 | 45 | 0 | 2.90 | 11 | 47.0% | -0.03 | 0.0019 | -0.003 | ||
| 39.50 | 43.50 | 13 | 34.9% | 0.95 | 0.0026 | 0.000 | 50 | 0 | 2.95 | 1 | 41.4% | -0.05 | 0.0027 | -0.004 | ||
| 35.00 | 39.50 | 85 | 34.2% | 0.93 | 0.0036 | 0.000 | 55 | 0 | 3.20 | 3 | 37.0% | -0.07 | 0.0038 | -0.005 | ||
| 31.00 | 34.70 | 743 | 31.5% | 0.91 | 0.0048 | -0.001 | 60 | 0.0500 | 3.50 | 10 | 33.1% | -0.10 | 0.0051 | -0.006 | ||
| 27.00 | 30.70 | 681 | 30.6% | 0.87 | 0.0062 | -0.003 | 65 | 0.8000 | 3.90 | 59 | 31.2% | -0.13 | 0.0067 | -0.007 | ||
| 23.50 | 27.00 | 253 | 30.6% | 0.83 | 0.0077 | -0.004 | 70 | 1.65 | 4.70 | 7 | 29.8% | -0.18 | 0.0084 | -0.008 | ||
| 20.00 | 24.00 | 624 | 30.7% | 0.79 | 0.0093 | -0.006 | 75 | 2.50 | 5.30 | 55 | 27.4% | -0.23 | 0.0102 | -0.009 | ||
| 17.00 | 20.60 | 401 | 30.0% | 0.73 | 0.0107 | -0.007 | 80 | 4.50 | 7.00 | 129 | 27.8% | -0.29 | 0.0121 | -0.010 | ||
| 14.00 | 17.90 | 197 | 29.5% | 0.67 | 0.0119 | -0.008 | 85 | 6.90 | 9.90 | 9 | 29.2% | -0.36 | 0.0138 | -0.011 | ||
| 11.90 | 15.20 | 45 | 29.5% | 0.61 | 0.0129 | -0.009 | 90 | 9.30 | 12.40 | 8 | 29.0% | -0.43 | 0.0154 | -0.012 | ||
| 9.70 | 12.90 | 93 | 29.0% | 0.55 | 0.0135 | -0.010 | 95 | 12.00 | 15.00 | 9 | 28.5% | -0.51 | 0.0167 | -0.012 | ||
| 7.60 | 10.80 | 235 | 28.3% | 0.49 | 0.0137 | -0.010 | 100 | 14.50 | 19.00 | 61 | 28.5% | -0.59 | 0.0177 | -0.012 | ||
| 6.00 | 9.10 | 111 | 28.1% | 0.43 | 0.0136 | -0.010 | 105 | 18.00 | 21.40 | 26.7% | -0.67 | 0.0185 | -0.012 | |||
| 4.60 | 7.70 | 435 | 27.8% | 0.37 | 0.0132 | -0.010 | 110 | 22.00 | 26.00 | 24 | 27.9% | -0.75 | 0.0192 | -0.012 | ||
| 3.50 | 6.40 | 105 | 27.6% | 0.32 | 0.0125 | -0.009 | 115 | 26.00 | 29.50 | 2 | 25.6% | -0.82 | 0.0194 | -0.011 | ||
| 2.65 | 5.50 | 185 | 27.6% | 0.28 | 0.0117 | -0.009 | 120 | 30.50 | 34.00 | -0.90 | 0.0204 | -0.010 | ||||
| 3.00 | 4.10 | 460 | 28.4% | 0.23 | 0.0107 | -0.008 | 125 | 35.00 | 39.50 | 1 | -0.96 | 0.0153 | -0.010 | |||
| 1.30 | 4.20 | 16 | 27.8% | 0.20 | 0.0098 | -0.007 | 130 | 40.00 | 44.80 | -0.99 | 0.0037 | -0.014 | ||||
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 21, 2028
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs