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
$4.95
7-Day Straddle
$4.95
Avg IV
0.4%
IV Rank
11%
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 |
|---|---|---|---|---|
| 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% |
| 20260512 | $6.02 | $2.58 | 0.6% | 38% |
| 20260511 | $6.10 | $2.53 | 0.6% | 40% |
| 20260510 | $5.83 | $2.82 | 0.6% | 51% |
| 20260508 | $5.83 | $2.82 | 0.6% | 40% |
| 20260507 | $5.78 | $2.45 | 0.5% | 21% |
| 20260506 | $6.32 | $3.08 | 0.5% | 35% |
| 20260505 | $6.33 | $3.03 | 0.5% | 25% |
| 20260504 | $6.18 | $3.12 | 0.5% | 23% |
| 20260502 | $4.00 | $4.00 | 0.9% | 100% |
| 20260501 | $3.92 | $3.92 | 0.8% | 90% |
| 20260430 | $3.80 | $3.80 | 0.8% | 99% |
| 20260429 | $5.70 | $5.70 | 0.8% | 89% |
| 20260428 | $5.17 | $5.17 | 0.8% | 96% |
| 20260427 | $6.60 | $6.60 | 0.8% | 96% |
| 20260424 | $6.45 | $6.45 | 0.7% | 70% |
| 20260423 | $6.42 | $6.42 | 0.6% | 60% |
| 20260422 | $6.53 | $6.53 | 0.7% | 76% |
| 20260421 | $6.55 | $6.55 | 0.6% | 62% |
| 20260420 | $6.28 | $6.28 | 0.7% | 63% |
| 20260417 | $6.33 | $1.30 | 0.7% | 72% |
| 20260416 | $6.77 | $3.15 | 0.6% | 54% |
| 20260415 | $6.88 | $2.55 | 0.6% | 49% |
| 20260414 | $6.55 | $2.23 | 0.6% | 49% |
| 20260413 | $6.75 | $2.33 | 0.6% | 49% |
| 20260410 | $7.05 | $3.08 | 0.6% | 48% |
| 20260409 | $7.05 | $2.83 | 0.5% | 43% |
| 20260408 | $7.85 | $3.47 | 0.5% | 42% |
| 20260407 | $7.70 | $3.85 | 0.6% | 45% |
| 20260406 | $8.00 | $4.30 | 0.5% | 44% |
| 20260402 | $8.03 | $2.92 | 0.6% | 45% |
| 20260401 | $4.90 | $4.90 | 0.5% | 41% |
| 20260331 | $5.30 | $5.30 | 0.5% | 37% |