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O'Reilly Automotive ORLY 92.34 2.35 2.61%

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ATM IV
0.25
Put Call Ratio (OI)
0.418
Put Call Ratio (Vol)
0.331
IV Rank
21.3
IV Percentile
18
Max pain
90

Gamma exposure (2026-11-04)

GEX estimates dealer hedging flow at each strike.

Positive GEX = dealers are long gamma; they buy the dip and sell the rip, dampening volatility. Negative GEX = dealers are short gamma; they sell the dip and buy the rip, amplifying volatility.

DTE \text{DTE}
16.0
807.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-67.7
67.7
View values by strike
ORLY · Gamma exposure · 2026-11-04. USD of exposure per 1% underlying move.
StrikeCallsPuts
45.00 12.3 K -768
47.50 66.6 0
50.00 534 -1.74 K
55.00 2.43 K -5.63 K
60.00 26.7 K -5.5 K
65.00 31.1 K -32.8 K
70.00 18.2 K -54.2 K
75.00 63.1 K -131 K
77.50 159 -8.34 K
80.00 96.4 K -250 K
82.50 891 -24.6 K
85.00 166 K -914 K
87.50 21.3 K -74.9 K
90.00 1.38 M -610 K
92.50 206 K -127 K
95.00 3.58 M -336 K
97.50 158 K -23.1 K
100.00 2.02 M -144 K
105.00 530 K -46.3 K
110.00 402 K -4.24 K
115.00 188 K -335
120.00 72.7 K 0
125.00 53.3 K 0
130.00 8.75 K 0
135.00 17.4 K 0
140.00 1.34 K 0
145.00 5.74 K 0
150.00 4.89 K 0
155.00 603 0
160.00 57 K 0