ORLY · Expected Move
O'Reilly Automotive, Inc.
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).
ORLY straddle price & implied vol
60 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).
Current ORLY Expected Move
30-Day Straddle
$6.62
7-Day Straddle
$4.10
30-Day ATM IV
27.3%
IV Rank
26%
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 | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261106 | $6.62 | $4.10 | 27.3% | 26% |
| 20261105 | $6.80 | $4.50 | 27.5% | 27% |
| 20261104 | $4.00 | $4.00 | 25.6% | 17% |
| 20261103 | $3.90 | $3.90 | 25.7% | 17% |
| 20261102 | $4.58 | $4.58 | 26.8% | 23% |
| 20261030 | $4.70 | $4.70 | 27.3% | 26% |
| 20261029 | $4.80 | $4.80 | 26.4% | 21% |
| 20261028 | $6.03 | $6.03 | 31.3% | 48% |
| 20261027 | $6.45 | $6.45 | 33.5% | 59% |
| 20261026 | $6.30 | $6.30 | 31.9% | 51% |
| 20261023 | $5.45 | $5.45 | 27.5% | 27% |
| 20261022 | $6.70 | $6.70 | 31.6% | 49% |
| 20261021 | $6.62 | $6.62 | 31.6% | 49% |
| 20261020 | $6.53 | $6.53 | 31.2% | 47% |
| 20261019 | $6.12 | $6.12 | 29.3% | 37% |
| 20261016 | $6.92 | $1.75 | 31.3% | 48% |
| 20261015 | $7.15 | $1.52 | 31.8% | 50% |
| 20261014 | $6.10 | $2.12 | 28.0% | 30% |
| 20261013 | $7.05 | $2.25 | 31.0% | 46% |
| 20261012 | $7.00 | $2.23 | 30.2% | 42% |
| 20261009 | $7.28 | $2.75 | 29.7% | 39% |
| 20261008 | $7.55 | $2.67 | 30.7% | 44% |
| 20261007 | $7.18 | $3.65 | 31.0% | 46% |
| 20261006 | $7.75 | $3.10 | 31.8% | 50% |
| 20261005 | $7.45 | $2.73 | 29.7% | 39% |
| 20261002 | $3.30 | $3.30 | 29.4% | 37% |
| 20261001 | $3.60 | $3.60 | 29.9% | 40% |
| 20260930 | $3.80 | $3.80 | 29.6% | 38% |
| 20260929 | $4.47 | $4.47 | 30.1% | 41% |
| 20260928 | $4.57 | $4.57 | 29.6% | 38% |
| 20260925 | $3.97 | $3.97 | 26.6% | 22% |
| 20260924 | $5.00 | $5.00 | 29.0% | 35% |
| 20260923 | $5.20 | $5.20 | 30.0% | 41% |
| 20260922 | $5.30 | $5.30 | 29.6% | 38% |
| 20260921 | $4.50 | $4.50 | 27.4% | 26% |
| 20260918 | $5.10 | $1.65 | 27.1% | 25% |
| 20260917 | $5.47 | $1.38 | 28.7% | 33% |
| 20260916 | $5.78 | $2.30 | 30.2% | 42% |
| 20260915 | $5.33 | $2.62 | 26.9% | 24% |
| 20260914 | $6.22 | $2.42 | 27.7% | 28% |
| 20260911 | $5.55 | $2.60 | 25.6% | 17% |
| 20260910 | $5.58 | $2.98 | 26.1% | 19% |
| 20260909 | $6.28 | $3.65 | 28.0% | 30% |
| 20260908 | $6.42 | $3.42 | 28.5% | 33% |
| 20260904 | $7.22 | $3.52 | 28.3% | 31% |
| 20260903 | $6.05 | $3.62 | 24.5% | 10% |
| 20260902 | $3.75 | $3.75 | 26.0% | 19% |
| 20260901 | $3.92 | $3.92 | 26.4% | 21% |
| 20260831 | $4.00 | $4.00 | 26.2% | 20% |
| 20260828 | $4.20 | $4.20 | 25.3% | 15% |
| 20260827 | $4.53 | $4.53 | 26.3% | 21% |
| 20260826 | $4.42 | $4.42 | 25.5% | 16% |
| 20260825 | $5.07 | $5.07 | 27.5% | 27% |
| 20260824 | $5.25 | $5.25 | 27.4% | 26% |
| 20260821 | $5.12 | $0.78 | 26.1% | 19% |
| 20260820 | $5.17 | $1.68 | 25.9% | 18% |
| 20260819 | $5.62 | $2.23 | 26.5% | 21% |
| 20260818 | $5.78 | $2.00 | 27.2% | 25% |
| 20260817 | $5.65 | $2.17 | 26.0% | 19% |
| 20260814 | $6.03 | $2.45 | 26.6% | 22% |
More on ORLY
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.