O'Reilly Automotive Inc (ORLY) Historical Volatility

Tracking ORLY historical volatility helps you see how much O'Reilly Automotive Inc's stock price has actually moved over past periods, giving you a baseline to judge whether current option premiums are fair, cheap, or expensive. While implied volatility tells you what the market expects, O'Reilly Automotive Inc's HV tells you what really happened. Use our scanner to monitor ORLY 30 day historical volatility alongside longer lookback windows and spot the moments when realized and implied diverge.

Historical volatility is the annualized standard deviation of an underlying's past returns, typically measured over rolling windows like 10, 20, 30, or 60 days. The ORLY 30 day historical volatility is one of the most widely watched readings because it balances responsiveness with stability. Comparing O'Reilly Automotive Inc's HV to its implied volatility reveals the volatility risk premium — when IV sits well above HV, option sellers tend to have an edge; when HV runs hot relative to IV, buyers may be underpaying for movement.

O'Reilly Automotive, Inc., together with its subsidiaries, operates as a retailer and supplier of automotive aftermarket parts, tools, supplies, equipment, and accessories in the United States. The company provides new and remanufactured automotive hard parts and maintenance items, such as alternators, batteries, brake system components, belts, chassis parts, driveline parts, engine parts, fuel pumps, hoses, starters, temperature control, water pumps, antifreeze, appearance products, engine additives, filters, fluids, lighting products, and oil and wiper blades; and accessories, including floor mats, seat covers, and truck accessories.

Its stores offer auto body paint and related materials, automotive tools, and professional service provider service equipment. The company's stores also provide enhanced services and programs comprising used oil, oil filter, and battery recycling; battery, wiper, and bulb replacement; battery diagnostic testing; electrical and module testing; check engine light code extraction; loaner tool program; drum and rotor resurfacing; custom hydraulic hoses; and professional paint shop mixing and related materials. Its stores offer do-it-yourself and professional service provider customers a selection of products for domestic and imported automobiles, vans, and trucks. As of December 31, 2021, the company owned and operated 5,759 stores in the United States, and 25 stores in Mexico. O'Reilly Automotive, Inc. was founded in 1957 and is headquartered in Springfield, Missouri.

Sizing a long premium trade, modeling a covered call, or hunting volatility arbitrage all come back to one question: how much has the stock actually moved? Our scanner puts O'Reilly Automotive Inc's historical volatility side-by-side with implied readings across every lookback window, so you can see exactly where ORLY HV is running hot, cold, or in line. Make the ORLY 30 day historical volatility — and every other window — work for your edge instead of against it.