O'Reilly Automotive Inc. (ORLY)
NASDAQ: ORLY
· Real-Time Price · USD
104.79
-0.18 (-0.17%)
At close: Oct 03, 2025, 3:59 PM
104.80
0.01%
After-hours: Oct 03, 2025, 07:54 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 | 0.9398 | 0.0022 | -0.2316 | 0.0247 |
| 60.00 | 0.9203 | 0.0029 | -0.278 | 0.0307 |
| 65.00 | 0.9235 | 0.0034 | -0.2203 | 0.0297 |
| 70.00 | 0.9134 | 0.0043 | -0.2133 | 0.0326 |
| 75.00 | 0.9683 | 0.0034 | -0.0601 | 0.0147 |
| 80.00 | 0.9938 | 0.0014 | -0.0159 | 0.0036 |
| 85.00 | 0.8672 | 0.0093 | -0.1839 | 0.0444 |
| 90.00 | 0.9318 | 0.0110 | -0.0648 | 0.0272 |
| 95.00 | 0.9694 | 0.0112 | -0.0249 | 0.0143 |
| 100.00 | 0.8625 | 0.0393 | -0.0529 | 0.0455 |
| 105.00 | 0.1657 | 0.1811 | -0.1284 | 0.1614 |
| 110.00 | -0.5739 | 0.1119 | -0.1024 | 0.1181 |
| 115.00 | -0.7007 | 0.0552 | -0.1303 | 0.0948 |
| 120.00 | -0.8138 | 0.0289 | -0.1129 | 0.0635 |
| 125.00 | -0.8458 | 0.0197 | -0.1191 | 0.0542 |
| 130.00 | -0.7084 | 0.0238 | -0.3016 | 0.0942 |
| 135.00 | -0.7316 | 0.0201 | -0.3192 | 0.0890 |
| 140.00 | -0.7496 | 0.0174 | -0.3346 | 0.0849 |
| 145.00 | -0.7705 | 0.0152 | -0.3375 | 0.0796 |
| 150.00 | -0.7759 | 0.0138 | -0.3607 | 0.0786 |
| 155.00 | -0.7857 | 0.0125 | -0.372 | 0.0760 |