What move does the options market price into O Reilly Automotive's report?

Implied ±10.6%, either direction · provisional.

How often does O Reilly Automotive move more than the options market prices?

1 of the last 6 reports moved at least as far as the implied move.

ORLYNasdaqRetail-Auto & Home Supply Stores

O Reilly Automotive Inc (ORLY) earnings date, market-implied expected move, and options open interest by expiry

88.24

Closed16:00 ET

Open89.54Volume10.4MMkt cap$71.3BP/E27.49EPS3.21

Day88.24 – 90.870%52-wk82.59 – 102.4628%

ORLY

O Reilly Automotive Inc

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±10.6%implied · straddle

78.8197.43

spot 88.12exp Feb 19ATM strike 87.5ATM straddle 10.95IV 28%

Oct 30 closeprovisional

Expected move

Inputs

Next report

Feb 3

after close · in 95 days

est.Q4 FY26

Calendar

Next report

Last report

−2.62%

vs ±6.5% implied · ×0.40

shaded = implied · ▲▼ = realized

Oct 28 '26 · confirmed

Implied vs realized

Linked news

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News

Largest filed tie

13F top-10 QoQ

−1.75%

shares held · 10 largest managers

13F · Jun 30 '26124d lag

1,666 managers

Top fund weight

1.90%

ORLY weight · XLY

N-PORTJun 30 '26

11 funds

Last reportshaded = implied▲▼ = realized× = |realized| ÷ implied

O Reilly Automotive (ORLY) is expected to report on Feb 3 after close (estimated date).

Implied vs realized

8 reports

1 of 6≥ implied

avg implied: ±5.9%
avg realized: ±3.7%

Feb 5 '25Feb 5 '25confirmed±4.9%▼−1.30%×0.27

Apr 23 '25Apr 23 '25confirmed±6.3%▼−2.05%×0.33

Jul 23 '25Jul 23 '25confirmed—▲+2.87%—

Q3 FY25Oct 22 '25confirmed—▼−2.90%—

Feb 4 '26Feb 4 '26confirmed±5.7%▼−4.01%×0.71

Q1 FY26Apr 29 '26confirmed±5.3%▲+8.41%×1.58

Q2 FY26Jul 29 '26confirmed±6.6%▼−3.61%×0.55

Oct 28 '26Oct 28 '26confirmed±6.5%▼−2.62%×0.40

quarterimplied−10%0+10%realized×

Oct '26±6.5%▼−2.62%×0.40

Q2 FY26±6.6%

Shaded = implied · tick ▲▼ = realized · × = |realized| ÷ impliedSource: options EOD · implied at prior close · realized close to close

Implied vs realized

Positioning

OI · 5 expiries · Oct 23 close

0.25OI · 5 expiries · Oct 23 closeP/C open interest · Feb 19 · first expiry after the report

PUTS · chgexpiry · days · P/CCALLS · chgP/C

4,458+1%Nov 2020d0.4110,820+2%0.41

2,181+5%Dec 1848d0.603,627+6%0.60

3,962+1%Jan 1576d0.468,680+2%0.46

report · Feb 3 · after close · est.

235+5%Feb 19111d9440%

1,3470%Mar 19139d0.901,4980%0.90

ExpiryPutsCallsP/C

Nov 2020d4,458+1%10,820+2%0.41

Dec 1848d2,181+5%3,627+6%0.60

Jan 1576d3,962+1%8,680+2%0.46

report · Feb 3 · after close · est.

Hatched = puts · solid = calls · bars scaled per expiry · chg = OI vs prior sessionSource: options EOD

Positioning

Linked exposure

scenario · straddle±10.6%

Funds 4

XLY±0.2%

QQQ±0.0%

VUG±0.0%

RSP±0.0%

Dashed = straddleMethod 2 more funds Source: SEC filings · N-PORT · market data

Linked exposure

Revenue flow

as filedQ2 FY26

14.62%as filednet margin · revenue +7.27% QoQ · +8.11% YoY

Revenue

$4.9B+7.27% QoQ

Gross profit

$2.5B+7.22% QoQ

51.45% margin

Operating income

$986M+17.13% QoQ

20.15% margin

Pre-tax income

$924M+18.46% QoQ

Net income

$715M+18.35% QoQ

14.62% margin

Cost of revenue

$2.4B+7.32% QoQ

Operating expenses

$1.5B+1.69% QoQ

Other expense

$62M

Tax

$209M+18.82% QoQ

Revenue$4.9B+7.27%

Gross profit

$2.5B+7.22%

51.45% margin

Operating income

$986M+17.13%

20.15% margin

Pre-tax income

$924M+18.46%

Net income

$715M+18.35%

14.62% margin

Cost of revenue

$2.4B+7.32%

Operating expenses

$1.5B+1.69%

Other expense

$62M

Tax$209M+18.82%

flow · deduction · signed % = QoQSource: SEC filings · standardized · QE Jun 30 '26 · width = $

Revenue flow

Intraday

15m bars

Long dash = implied range · Oct 30 close · Hatch = extended hours · ▯ up · ▮ down · bars = volume, 15mSource: market data · 16:00 ET

Intraday

Event sensitivity

PCE ×1.40· ±1.5% vs ±1.0% · 19 releases

eventrelease day|move|up · n×base

PCEpersonal income & outlays±1.5%8 of 19×1.40

GDPgross domestic product±1.5%11 of 19×1.40

PPIproducer prices±1.4%3 of 10×1.30

NFPjobs report±1.3%6 of 10×1.26

FOMCrate decision±1.0%10 of 24×1.00

CPIconsumer prices±1.0%4 of 10×0.94

CPROFcorporate profits±0.8%7 of 12×0.79

Bar = avg |move| to ±2% · tick = ±1.0% avg day · ×base = |move| ÷ ±1.0% · min 6 releases

Earnings history

EPS 0.86 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Jul 29 '26 · confirmed	0.86	—
Q1 FY26	Apr 29 '26 · confirmed	0.72	—
Q3 FY25	Oct 22 '25 · confirmed	0.85	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod