This page reflects ORLY options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.
Published Snapshot
Aug 18, 2026 close
ORLY Options Chain
Data as of market close Aug 18, 2026
Compare calls and puts side by side with OI, volume, IV, and positioning context.
Control Row
Next expiry (DTE 3)
Blank greek cells usually mean usable implied volatility was unavailable for that contract in the market-close snapshot.
Open Interest by Strike
IV Skew
Volume by Strike
Calls
Strike
Last
Bid
Ask
Chg
Vol
OI
IV
Delta
Gamma
Theta
Vega
Rho
65.00
26.05
0.00
0.00
0.00
1
0
0.0%
1.000
0.0000
-0.008
0.000
0.005
70.00
18.70
19.40
22.90
0.00
4
19
164.1%
0.966
0.0056
-0.178
0.006
0.005
75.00
15.80
14.30
17.90
0.00
1
79
124.4%
0.960
0.0084
-0.155
0.007
0.006
80.00
13.50
9.30
12.90
0.00
1
296
90.2%
0.944
0.0152
-0.149
0.009
0.006
85.00
5.80
4.70
6.60
0.15
3
388
77.3%
0.835
0.0390
-0.271
0.020
0.006
90.00
1.85
1.15
1.90
0.70
173
2,246
39.5%
0.604
0.1187
-0.215
0.032
0.004
95.00
0.15
0.05
0.60
0.05
39
3,805
53.2%
0.180
0.0599
-0.194
0.022
0.001
100.00
0.02
0.00
0.05
-0.06
4
2,015
48.0%
0.014
0.0091
-0.024
0.003
0.000
105.00
0.03
0.00
0.05
0.00
1
1,339
61.3%
0.005
0.0028
-0.012
0.001
0.000
110.00
0.10
0.00
1.05
0.00
2
338
132.6%
0.062
0.0112
-0.224
0.010
0.000
115.00
0.35
0.00
0.35
0.00
15
80
123.6%
0.020
0.0048
-0.082
0.004
0.000
120.00
0.20
0.00
2.15
0.00
1
49
208.3%
0.083
0.0089
-0.439
0.013
0.001
125.00
0.07
0.00
1.15
0.00
1
5
197.5%
0.045
0.0058
-0.257
0.008
0.000
130.00
0.55
0.00
0.00
0.00
1
0
50.0%
0.000
0.0000
0.000
0.000
0.000
135.00
0.45
0.00
0.00
0.00
5
0
50.0%
0.000
0.0000
0.000
0.000
0.000
140.00
0.10
0.00
1.35
0.00
1
2
256.4%
0.040
0.0041
-0.306
0.007
0.000
Puts
Strike
Last
Bid
Ask
Chg
Vol
OI
IV
Delta
Gamma
Theta
Vega
Rho
50.00
0.11
0.00
2.15
0.00
1
10
410.5%
-0.037
0.0024
-0.453
0.007
-0.000
55.00
0.15
0.00
0.20
0.00
1
101
225.0%
-0.005
0.0008
-0.046
0.001
-0.000
60.00
0.05
0.00
0.70
0.00
1
11
235.7%
-0.020
0.0025
-0.159
0.004
-0.000
65.00
0.16
0.00
0.40
0.00
157
159
176.8%
-0.015
0.0026
-0.093
0.003
-0.000
70.00
0.03
0.00
0.10
0.00
1
660
114.1%
-0.005
0.0016
-0.023
0.001
-0.000
75.00
0.05
0.00
0.10
0.00
1
322
87.1%
-0.007
0.0027
-0.023
0.002
-0.000
80.00
0.04
0.00
0.05
0.00
8
852
55.1%
-0.005
0.0033
-0.011
0.001
-0.000
85.00
0.05
0.00
0.10
0.04
12
1,981
40.6%
-0.035
0.0233
-0.043
0.006
-0.000
90.00
0.40
0.30
0.70
-0.55
33
897
27.4%
-0.358
0.1653
-0.137
0.031
-0.003
95.00
3.15
2.35
5.40
-1.55
1
227
71.7%
-0.747
0.0542
-0.306
0.026
-0.006
100.00
8.40
7.60
10.10
0.00
10
22
96.3%
-0.856
0.0286
-0.289
0.019
-0.007
105.00
14.43
11.30
14.60
0.00
1
1
98.6%
-0.943
0.0141
-0.143
0.009
-0.008
How to Read the Chain
Use this market-close chain snapshot to compare liquidity, pricing, IV, and per-contract greeks across the active expiration.
How to scan it
Start with strike, bid/ask spread, open interest, and volume. Then use IV and greeks to decide whether a contract fits your directional, income, or volatility idea.
What matters first
Clean fills matter before a contract looks mathematically attractive. A thin market can erase the edge you think you found.
What can mislead you
Low premium, high IV, or one convenient delta do not make a trade by themselves. Check how far the strike sits from spot, expected move, and the event calendar.
Greeks are close-of-day estimates, and blank greek cells usually mean usable implied volatility was unavailable for that contract.