ORLY (O'Reilly Automotive, Inc.)
Expected Move & Straddle Price History
The expected move for ORLY is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).
Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.
Current ORLY Expected Move
30-Day Straddle
$6.97
7-Day Straddle
$4.15
Avg IV
0.5%
IV Rank
27%
Implied one-standard-deviation move through the next 30 days. Compare to ORLY's realized
move over the same window to gauge whether options are pricing in too much (premium-selling regime)
or too little (premium-buying regime). The
Expected Move Tracker ranks every symbol by
this measure.
ORLY Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | Avg IV | IV Rank |
|---|---|---|---|---|
| 20260807 | $6.97 | $4.15 | 0.5% | 27% |
| 20260806 | $6.90 | $4.58 | 0.5% | 22% |
| 20260805 | $4.25 | $4.25 | 0.6% | 42% |
| 20260804 | $5.22 | $5.22 | 0.6% | 43% |
| 20260803 | $4.70 | $4.70 | 0.6% | 52% |
| 20260731 | $4.88 | $4.88 | 0.6% | 40% |
| 20260730 | $5.58 | $5.58 | 0.6% | 43% |
| 20260729 | $6.95 | $6.95 | 0.6% | 52% |
| 20260728 | $7.25 | $7.25 | 0.6% | 44% |
| 20260727 | $6.90 | $6.90 | 0.5% | 31% |
| 20260724 | $7.25 | $7.25 | 0.5% | 32% |
| 20260723 | $7.12 | $7.12 | 0.5% | 35% |
| 20260722 | $7.40 | $7.40 | 0.5% | 39% |
| 20260721 | $7.60 | $7.60 | 0.5% | 35% |
| 20260720 | $8.15 | $8.15 | 0.6% | 40% |
| 20260716 | $8.10 | $1.90 | 0.5% | 34% |
| 20260715 | $8.20 | $3.33 | 0.5% | 30% |
| 20260714 | $7.70 | $2.50 | 0.5% | 25% |
| 20260713 | $7.85 | $3.20 | 0.5% | 33% |
| 20260710 | $7.77 | $2.88 | 0.4% | 20% |
| 20260709 | $7.50 | $3.17 | 0.4% | 22% |
| 20260708 | $7.85 | $3.25 | 0.5% | 35% |
| 20260707 | $8.12 | $3.70 | 0.5% | 32% |
| 20260706 | $8.30 | $4.00 | 0.5% | 37% |
| 20260702 | $4.50 | $4.50 | 0.6% | 51% |
| 20260701 | $4.20 | $4.20 | 0.5% | 32% |
| 20260630 | $4.47 | $4.47 | 0.5% | 23% |
| 20260629 | $4.08 | $4.08 | 0.6% | 49% |
| 20260626 | $4.50 | $4.50 | 0.5% | 23% |
| 20260625 | $5.15 | $5.15 | 0.4% | 20% |
| 20260624 | $4.93 | $4.93 | 0.5% | 34% |
| 20260623 | $5.25 | $5.25 | 0.4% | 17% |
| 20260622 | $4.95 | $4.95 | 0.4% | 11% |
| 20260618 | $5.67 | $1.97 | 0.4% | 20% |
| 20260617 | $5.62 | $2.15 | 0.4% | 11% |
| 20260616 | $5.70 | $1.78 | 0.4% | 12% |
| 20260615 | $6.20 | $2.20 | 0.4% | 4% |
| 20260613 | $5.90 | $2.90 | 0.3% | 1% |
| 20260612 | $6.10 | $2.85 | 0.4% | 7% |
| 20260611 | $5.92 | $3.12 | 0.5% | 22% |
| 20260610 | $6.67 | $3.33 | 0.4% | 16% |
| 20260609 | $6.60 | $3.17 | 0.3% | 0% |
| 20260608 | $6.72 | $3.40 | 0.4% | 19% |
| 20260605 | $6.85 | $3.92 | 0.3% | 0% |
| 20260604 | $6.90 | $4.25 | 0.4% | 2% |
| 20260603 | $7.38 | $4.72 | 0.4% | 0% |
| 20260602 | $4.22 | $4.22 | 0.9% | 98% |
| 20260601 | $4.65 | $4.65 | 0.9% | 100% |
| 20260529 | $4.88 | $4.88 | 0.8% | 86% |
| 20260528 | $4.57 | $4.57 | 0.7% | 68% |
| 20260527 | $5.05 | $5.05 | 0.8% | 77% |
| 20260526 | $5.32 | $5.32 | 0.7% | 66% |
| 20260522 | $5.45 | $5.45 | 0.7% | 60% |
| 20260521 | $5.73 | $5.73 | 0.7% | 74% |
| 20260520 | $5.47 | $5.47 | 0.6% | 52% |
| 20260519 | $5.68 | $5.68 | 0.6% | 38% |
| 20260518 | $6.33 | $6.33 | 0.6% | 37% |
| 20260515 | $5.35 | $2.15 | 0.6% | 53% |
| 20260514 | $5.65 | $1.48 | 0.5% | 31% |
| 20260513 | $5.60 | $2.05 | 0.6% | 42% |