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
$4.50
7-Day Straddle
$4.50
Avg IV
0.5%
IV Rank
29%
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 |
|---|---|---|---|---|
| 20260921 | $4.50 | $4.50 | 0.5% | 29% |
| 20260918 | $5.10 | $1.65 | 0.3% | 1% |
| 20260917 | $5.47 | $1.38 | 0.4% | 4% |
| 20260916 | $5.78 | $2.30 | 0.5% | 30% |
| 20260915 | $5.33 | $2.62 | 0.4% | 18% |
| 20260914 | $6.22 | $2.42 | 0.4% | 14% |
| 20260911 | $5.55 | $2.60 | 0.3% | 2% |
| 20260910 | $5.58 | $2.98 | 0.4% | 20% |
| 20260909 | $6.28 | $3.65 | 0.4% | 12% |
| 20260908 | $6.42 | $3.42 | 0.4% | 10% |
| 20260904 | $7.22 | $3.52 | 0.4% | 12% |
| 20260903 | $6.05 | $3.62 | 0.4% | 15% |
| 20260902 | $3.75 | $3.75 | 0.7% | 71% |
| 20260901 | $3.92 | $3.92 | 0.6% | 53% |
| 20260831 | $4.00 | $4.00 | 0.6% | 58% |
| 20260828 | $4.20 | $4.20 | 0.6% | 45% |
| 20260827 | $4.53 | $4.53 | 0.6% | 53% |
| 20260826 | $4.42 | $4.42 | 0.6% | 51% |
| 20260825 | $5.07 | $5.07 | 0.6% | 50% |
| 20260824 | $5.25 | $5.25 | 0.5% | 29% |
| 20260821 | $5.12 | $0.78 | 0.6% | 41% |
| 20260820 | $5.17 | $1.68 | 0.5% | 36% |
| 20260819 | $5.62 | $2.23 | 0.5% | 36% |
| 20260818 | $5.78 | $2.00 | 0.6% | 43% |
| 20260817 | $5.65 | $2.17 | 0.5% | 31% |
| 20260814 | $6.03 | $2.45 | 0.4% | 21% |
| 20260813 | $5.88 | $3.47 | 0.5% | 26% |
| 20260812 | $6.75 | $3.65 | 0.4% | 5% |
| 20260811 | $6.50 | $3.88 | 0.4% | 11% |
| 20260810 | $6.47 | $3.83 | 0.4% | 13% |
| 20260806 | $6.82 | $4.05 | 0.4% | 17% |
| 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% |