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LEG VOLUME
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# Stock Stock
Price
Stock
Volume
Short Leg Time Value
% of Stock
Implied
Volatility
ROI
(If called)
Expiry Days Strike P/C Price Volume
1 ORLY 1069.27 317K 19 Apr '24 4 1050.00 C 20.00 1 0.07 0.337 0.07%
2 ORLY 1069.27 317K 17 May '24 32 1050.00 C 48.20 0 2.71 0.307 2.83%
3 ORLY 1069.27 317K 17 May '24 32 1060.00 C 42.40 3 3.10 0.302 3.23%
4 ORLY 1069.27 317K 17 May '24 32 1070.00 C 36.80 12 3.44 0.298 3.63%
5 ORLY 1069.27 317K 17 May '24 32 1080.00 C 31.80 6 2.97 0.294 4.10%
6 ORLY 1069.27 317K 16 Aug '24 123 1050.00 C 80.40 0 5.72 0.289 6.18%
7 ORLY 1069.27 317K 16 Aug '24 123 1070.00 C 71.70 0 6.71 0.288 7.26%
8 ORLY 1069.27 317K 16 Aug '24 123 1060.00 C 74.60 0 6.11 0.286 6.57%
9 ORLY 1069.27 317K 16 Aug '24 123 1080.00 C 66.40 0 6.21 0.281 7.69%
10 ORLY 1069.27 317K 15 Nov '24 214 1050.00 C 106.80 0 8.19 0.280 9.09%
11 ORLY 1069.27 317K 21 Jun '24 67 1060.00 C 54.90 0 4.27 0.277 4.50%
12 ORLY 1069.27 317K 15 Nov '24 214 1070.00 C 95.10 0 8.89 0.277 9.84%
13 ORLY 1069.27 317K 15 Nov '24 214 1080.00 C 89.00 0 8.32 0.273 10.17%
14 ORLY 1069.27 317K 20 Dec '24 249 1060.00 C 108.80 0 9.31 0.271 10.36%
15 ORLY 1069.27 317K 19 Apr '24 4 1060.00 C 16.30 0 0.66 0.271 0.67%
16 ORLY 1069.27 317K 21 Jun '24 67 1080.00 C 44.10 0 4.12 0.270 5.35%
17 ORLY 1069.27 317K 20 Dec '24 249 1070.00 C 103.30 0 9.66 0.270 10.77%
18 ORLY 1069.27 317K 20 Dec '24 249 1080.00 C 97.80 0 9.15 0.268 11.17%
19 ORLY 1069.27 317K 15 Nov '24 214 1060.00 C 100.80 0 8.56 0.267 9.45%
20 ORLY 1069.27 317K 19 Apr '24 4 1070.00 C 11.00 15 1.03 0.263 1.11%
21 ORLY 1069.27 317K 19 Apr '24 4 1080.00 C 5.90 14 0.55 0.245 1.56%
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Data Provided by HistoricalOptionData.com
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