Consumer Discretionary · Consumer
ORLY Implied Volatility, IV Rank & Options Chain
O'Reilly Automotive (ORLY) options data: IV rank, options chain, GEX and Greeks. Comprehensive options market data for O'Reilly Automotive (ORLY).
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ORLY options trade with implied volatility typically in the 15% - 35% range, averaging N/A in daily volume with good liquidity. Next earnings: See earnings calendar. Weekly options and LEAPS are available.
ORLY implied volatility
As of 2026-10-26As of 2026-10-26, ORLY's 30-day implied volatility is 32.5%, placing its 1-year IV percentile at 73.0 — above 73.0% of the past year's daily IV readings, an elevated, premium-selling regime favoring credit spreads, iron condors and short strangles.
ORLY live chain, Greeks and GEX
TerminalEvery figure above is reference data. The live ORLY chain, its Greeks, the gamma profile and the flow tape update through the session inside the Terminal.
ORLY options at a glance
- Daily volume
- N/A
- IV range
- 15% - 35%
- Bid-ask spread
- N/A
- Expirations
- Weekly, monthly, LEAPS
- Open interest
- N/A
- Next earnings
- See earnings calendar
About O'Reilly Automotive (ORLY)
O'Reilly Automotive is a leading retailer of automotive aftermarket parts and accessories in the U.S. The company's dual DIY/professional model supports consistent growth.
Company profile
- Sector
- Consumer Discretionary
- Industry
- Specialty Retail
- Market cap
- $65B+
- Exchange
- NASDAQ
Key dates
- Next earnings
- See earnings calendar
- Earnings frequency
- Quarterly
- Dividend schedule
- See company page
- Fiscal year end
- December
O'Reilly Automotive operates in the Consumer Discretionary sector.
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Options analytics, live.
Chains, IV rank, expected move and dealer positioning for 5,500+ US stocks and ETFs.
- Live chains and Greeks
- IV rank and percentile
- Expected move and GEX
- Screener and strategy P&L
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ORLY options market overview
ORLY options provide good liquidity for options traders.
- Average daily volume
- N/A
- Total open interest
- N/A
- Put/call ratio
- N/A
- Typical ATM spread
- N/A
- Weekly options
- Available
- LEAPS available
- Yes
Liquidity assessment: Good
ORLY options are available for trading across multiple expirations.
ORLY implied volatility and IV rank
ORLY implied volatility reflects consumer spending trends and competitive dynamics. IV patterns are influenced by earnings, sales data, and consumer sentiment.
Earnings impact
IV typically expands before earnings and contracts after the announcement.
The post-earnings volatility drop is known as IV crush. Holders of short ORLY options should also understand early assignment risk around dividends and expiration.
Historical volatility vs IV
ORLY IV generally trades near historical volatility, with premiums expanding around earnings.
Term structure
Typically upward sloping under normal conditions.
The smile, the term structure and the cone for ORLY, on today's chain.
Open ORLY in IV IntelligenceORLY gamma exposure (GEX)
Gamma Exposure analysis for ORLY reveals dealer hedging dynamics at key strike levels.
- Typical GEX profile. ORLY tends to operate in a positive gamma environment during normal conditions.
- Key levels.
- Dealer hedging.
Where the gamma sits on ORLY right now, strike by strike.
See live ORLY GEXCommon ORLY options strategies
These are strategies commonly used by traders on ORLY options, based on typical market characteristics. This is not investment advice.
Key considerations for ORLY options
- ORLY options liquidity varies by expiration - prefer near-term and monthly expirations for tighter spreads
- Monitor earnings dates for IV expansion/contraction patterns
- Consider the stock's beta when sizing positions
ORLY key events
Earnings months. January, April, July, October
ORLY options data by API, or in Claude
Every number on this page is one request away. The implied volatility API returns ORLY's IV rank and percentile, the gamma exposure API its dealer positioning by strike, and the chain API every strike with Greeks. Connected to the ApexVol MCP server, Claude, Cursor or ChatGPT can ask for them in plain English.
curl -H "Authorization: Bearer avmcp_YOUR_TOKEN" \
"https://apexvol.com/api/mcp/data/iv-rank/ORLY"What is ORLY's IV rank right now, and where is its gamma flip?
Claude calls get_iv_rank and get_gexTry GEX on ORLY in the console, more prompts for ORLY, or set the server up in Claude Desktop, Claude Code, Cursor or ChatGPT.
- Written by
- ApexVol Research Team
Quantitative options research. All calculations use live institutional-grade data — the same source professional volatility desks use. - Reviewed by
- Ryan Silk, ApexVol Founder
Reviewed for technical accuracy. 10+ years trading options; built ApexVol's pricing engine, Greeks model and IV-rank methodology.
Revised as market conditions and institutional data change. Last revised 2026-10-26. How we research →
Track this name's volatility weekly. The week's biggest IV movers and the expected earnings moves, straight from the data.
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Questions
Frequently asked
about ORLY options.
What is ORLY's typical implied volatility?
ORLY implied volatility typically ranges from 15% - 35%.
Does ORLY have weekly options?
ORLY offers weekly options.
What is ORLY's options trading profile?
ORLY (O'Reilly Automotive) options trade with good liquidity, averaging N/A in daily volume, typical bid-ask spreads of N/A. Implied volatility typically falls in the 15% - 35% range. The position sits in the Consumer Discretionary category for portfolio diversification and options strategy design.
How does ORLY implied volatility behave around earnings?
IV typically expands before earnings and contracts after the announcement. Next scheduled earnings: See earnings calendar. Traders often size short premium positions for the post-earnings IV crush, while long premium buyers should be aware that the IV decline can outweigh small directional moves.
What options strategies work well on ORLY?
Popular strategies on ORLY options include Covered Calls, Vertical Spreads, Iron Condors. Strategy selection depends on the current IV environment versus the 15% - 35% typical range, days to next earnings, and the trader's directional outlook. Higher IV regimes favour premium-selling strategies; lower IV regimes favour directional debit spreads or long premium plays.
What is ORLY's gamma exposure (GEX)?
Gamma exposure (GEX) measures how options dealers' hedging of their net gamma position can influence ORLY's intraday price action. ORLY tends to operate in a positive gamma environment during normal conditions. Positive GEX tends to dampen volatility and create mean-reverting moves, while negative GEX can amplify swings. View live ORLY GEX levels and the gamma-flip point on ApexVol.
What is ORLY's IV rank?
ORLY's IV rank shows where ORLY's current implied volatility sits within its trailing 1-year range, scored 0–100. A reading near 100 means IV is near its yearly high — options are relatively expensive, which favors premium-selling strategies like credit spreads and iron condors. A reading near 0 means IV is near its yearly low, favoring premium-buying. ORLY implied volatility typically ranges from 15% - 35%. Check ORLY's live IV rank and percentile on ApexVol's IV analytics.
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