O'Reilly Automotive Inc. (ORLY)
NASDAQ: ORLY
· Real-Time Price · USD
106.10
1.52 (1.45%)
At close: Sep 26, 2025, 3:59 PM
106.73
0.59%
After-hours: Sep 26, 2025, 07:57 PM EDT
O'Reilly Automotive Greeks
Delta, Gamma, Theta, and Vega Greek Charts for ORLY options.
Delta Table
| Strike Price | Delta | Gamma | Theta | Vega |
|---|---|---|---|---|
| 55.00 | 0.9692 | 0.0017 | -0.0552 | 0.0207 |
| 60.00 | 0.9623 | 0.0022 | -0.0592 | 0.0245 |
| 65.00 | 0.9605 | 0.0027 | -0.0537 | 0.0254 |
| 70.00 | 0.9257 | 0.0041 | -0.0893 | 0.0419 |
| 75.00 | 0.9080 | 0.0053 | -0.0947 | 0.0491 |
| 80.00 | 0.8940 | 0.0069 | -0.0907 | 0.0545 |
| 85.00 | 0.8759 | 0.0092 | -0.0859 | 0.0610 |
| 90.00 | 0.9322 | 0.0109 | -0.0359 | 0.0390 |
| 95.00 | 0.9078 | 0.0184 | -0.0346 | 0.0492 |
| 100.00 | 0.7683 | 0.0344 | -0.0545 | 0.0908 |
| 105.00 | 0.1558 | 0.1309 | -0.0933 | 0.2328 |
| 110.00 | -0.3978 | 0.0946 | -0.0912 | 0.2026 |
| 115.00 | -0.6549 | 0.0475 | -0.0816 | 0.1375 |
| 120.00 | -0.6813 | 0.0348 | -0.1033 | 0.1359 |
| 125.00 | -0.8096 | 0.0187 | -0.0713 | 0.0862 |
| 130.00 | -0.6802 | 0.0245 | -0.1558 | 0.1448 |
| 135.00 | -0.7157 | 0.0200 | -0.1603 | 0.1316 |
| 140.00 | -0.756 | 0.0165 | -0.1528 | 0.1165 |
| 145.00 | -0.7899 | 0.0134 | -0.1443 | 0.1023 |
| 150.00 | -0.8265 | 0.0116 | -0.1249 | 0.0893 |
| 155.00 | -0.7897 | 0.0119 | -0.1706 | 0.1047 |