ORLY volatilidad O'Reilly Automotive, Inc.
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.26.7%
HV20How much the stock actually moved, measured from daily closing prices over a past window (annualized). Compare with implied volatility to see what the options market priced versus what happened.16.5%
HV6031.1%
Diferencial IV − HV20
+10.2pt
Percentil en el universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
32
Percentil en historial propioWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
3/60 días registrados
Cboe delayed options data · a fecha de 09:36 UTC · Cómo se calculan estos datos
Estructura temporal de la IV
Volatilidad implícita at-the-money para cada vencimiento listado, representada por días restantes.
| Vence | DTE | ATM IV | 25Δ skewThe IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | Movimiento implícito |
|---|---|---|---|---|
| Sep 18, 2026 | 15 | 25.6% | +2.0pt | ±4.3% |
| Oct 16, 2026 | 43 | 27.0% | +3.1pt | ±7.8% |
| Nov 20, 2026 | 78 | 28.6% | +2.4pt | ±10.9% |
| Dec 18, 2026 | 106 | 29.5% | +1.9pt | ±12.9% |
| Jan 15, 2027 | 134 | 28.4% | +3.8pt | ±14.0% |
| Feb 19, 2027 | 169 | 29.3% | +2.9pt | ±16.2% |
| Mar 19, 2027 | 197 | 29.4% | +4.1pt | ±17.5% |
| Jun 17, 2027 | 287 | 31.0% | +5.2pt | ±22.2% |
| Sep 17, 2027 | 379 | 29.9% | +3.4pt | ±24.7% |
| Jan 21, 2028 | 505 | 29.7% | +2.2pt | ±28.2% |
Sonrisa de volatilidad — Sep 18, 2026
Volatilidad implícita por strike. La inclinación hacia los puts (lado izquierdo más alto) es el skew: la protección a la baja tiene un precio más alto que la subida.
callsputs
Implícita vs realizada, registro diario
IV30HV20