ORLY option chain O'Reilly Automotive, Inc.
Cboe delayed options data · as of 22:00 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 ±6.9% (82.94–95.19) · ATM IV 28.8% · P/C open interest 0.45
| 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 | |
| 42.10 | 46.40 | 10 | 111.1% | 1.00 | 0.0002 | 0.000 | 45 | 0 | 2.15 | 34 | 164.0% | -0.00 | 0.0002 | -0.001 | ||
| 37.90 | 41.40 | 15 | 120.7% | 1.00 | 0.0004 | 0.000 | 50 | 0 | 1.15 | 3 | 123.4% | -0.00 | 0.0004 | -0.002 | ||
| 32.90 | 36.40 | 102.7% | 0.99 | 0.0008 | 0.000 | 55 | 0 | 1.20 | 2 | 107.0% | -0.00 | 0.0008 | -0.003 | |||
| 27.20 | 31.40 | 67.4% | 0.99 | 0.0015 | -0.002 | 60 | 0 | 0.9500 | 9 | 86.2% | -0.01 | 0.0015 | -0.005 | |||
| 22.30 | 26.30 | 1 | 2 | 53.8% | 0.98 | 0.0030 | -0.006 | 65 | 0 | 1.95 | 507 | 85.9% | -0.02 | 0.0030 | -0.009 | |
| 17.60 | 21.40 | 57 | 51.6% | 0.97 | 0.0060 | -0.011 | 70 | 0 | 0.7500 | 105 | 54.9% | -0.03 | 0.0060 | -0.014 | ||
| 13.20 | 15.90 | 31 | 40.3% | 0.93 | 0.0121 | -0.020 | 75 | 0 | 0.7500 | 3 | 337 | 42.1% | -0.07 | 0.0121 | -0.022 | |
| 10.90 | 13.60 | 38.8% | 0.90 | 0.0169 | -0.025 | 77.5 | 0 | 1.15 | 40.4% | -0.10 | 0.0170 | -0.027 | ||||
| 8.60 | 11.30 | 1 | 30 | 35.7% | 0.86 | 0.0233 | -0.032 | 80 | 0.5000 | 0.7500 | 8 | 1,148 | 34.6% | -0.14 | 0.0235 | -0.033 |
| 6.50 | 9.20 | 34.2% | 0.80 | 0.0313 | -0.038 | 82.5 | 0.6000 | 1.50 | 67 | 66 | 33.8% | -0.20 | 0.0315 | -0.039 | ||
| 4.80 | 7.00 | 2 | 310 | 32.5% | 0.71 | 0.0400 | -0.044 | 85 | 0.5000 | 2.00 | 61 | 1,738 | 28.2% | -0.29 | 0.0403 | -0.045 |
| 3.30 | 5.20 | 6 | 33 | 31.5% | 0.61 | 0.0475 | -0.048 | 87.5 | 1.65 | 3.10 | 2 | 32 | 30.5% | -0.40 | 0.0480 | -0.049 |
| 2.15 | 3.10 | 10 | 1,282 | 28.0% | 0.48 | 0.0510 | -0.048 | 90 | 2.70 | 4.30 | 20 | 287 | 29.5% | -0.52 | 0.0517 | -0.049 |
| 1.75 | 2.10 | 19 | 23 | 30.6% | 0.36 | 0.0486 | -0.044 | 92.5 | 4.00 | 6.10 | 29.6% | -0.65 | 0.0496 | -0.045 | ||
| 1.05 | 1.25 | 717 | 3,054 | 29.7% | 0.25 | 0.0414 | -0.038 | 95 | 5.50 | 8.20 | 86 | 29.3% | -0.76 | 0.0426 | -0.038 | |
| 0.3000 | 0.5000 | 252 | 3,215 | 29.9% | 0.11 | 0.0239 | -0.024 | 100 | 9.80 | 12.50 | 23 | 29.5% | -0.90 | 0.0256 | -0.024 | |
| 0 | 0.6500 | 1,208 | 37.0% | 0.05 | 0.0123 | -0.014 | 105 | 14.00 | 18.00 | 33.0% | -0.97 | 0.0142 | -0.014 | |||
| 0 | 1.10 | 15 | 376 | 50.6% | 0.03 | 0.0063 | -0.008 | 110 | 18.80 | 23.00 | -0.99 | 0.0054 | -0.008 | |||
| 0 | 0.4000 | 46 | 47.4% | 0.01 | 0.0034 | -0.005 | 115 | 23.80 | 28.00 | -1.00 | 0.0000 | -0.007 | ||||
| 0 | 1.15 | 33 | 66.1% | 0.01 | 0.0019 | -0.003 | 120 | 28.80 | 32.30 | -1.00 | 0.0000 | -0.007 | ||||
| 0 | 1.15 | 6 | 72.8% | 0.00 | 0.0011 | -0.002 | 125 | 33.80 | 37.30 | -1.00 | 0.0000 | -0.007 | ||||
| 0 | 1.15 | 5 | 79.1% | 0.00 | 0.0007 | -0.001 | 130 | 38.80 | 42.30 | -1.00 | 0.0000 | -0.007 | ||||
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 — Nov 20, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs