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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
O'Reilly Automotive (ORLY) - NASDAQ Next Earnings Date: OS Estimate: Feb. 3, 2027 AC
OS Projected Window: Feb. 1, 2027 to Feb. 6, 2027
EVR: 1.7
Avg Daily Volume: 6,163,485    Market Cap: 71.3B
Sector: Consumer Cyclical    Short Interest: 2.75
Live Interactive Chart
Days to Next Earnings: 89 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 72
Earnings Date Pre-ER EVR IMPLIED MOVE APPROACHING EARNINGS Inside or Outside IMPL. Move
POST EARNINGS: At Market Close
Pre-ER Close Position Straddle @Trade Price Implied Move Max Move I/O Closing Move I/O Close Price Straddle @Trade Price Return
Oct. 28, 2026 AC 1.7 $90.44 @$90.00 $6.03
($90.44)
6.7% -4.13% I -2.62% I $88.07 $4.58
( $88.07 )
-24.05%
July 29, 2026 AC 1.7 $90.63 @$90.00 $6.70
($90.63)
7.44% -4.96% I -3.6% I $87.36 $6.05
( $87.36 )
-9.7%
April 29, 2026 AC 1.5 $91.69 @$90.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 4, 2026 AC 1.4 $96.74 @$95.00
Oct. 22, 2025 AC 1.4 $101.21 @$101.33
July 23, 2025 AC 1.4 $95.42 @$96.00
April 23, 2025 AC 1.5 $1,380.51 @$1,380.00
Feb. 5, 2025 AC 1.6 $1,348.24 @$1,340.00
May 16, 2024 AC 1.7 $1,005.98 @$1,010.00
Feb. 7, 2024 AC 1.7 $1,067.02 @$1,070.00

 
 
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