File: ORLYConsumer Discretionary · Large capCLIPPED · 2026-09-14
ORLY
O'Reilly AutomotiveMkt cap $73B
Sector benchmark XLY
Sector benchmark XLY
87.22
+1.6%
±2.8%into Sep 1884.80–89.64±2.8%monthly84.80–89.64Pullback · —Knife · FadedMomentum · —DP short-vol · 40% ▴ above 20d
Price · 6 months · daily
6m high99.40
6m low82.73
Vol vs 20d avg0.9×
Off 52-wk high-19.1%
Dark pool FINRA · T+1
Short-vol ratio40% · above 20d
Off-exchange share31%
vs own 1-yr (z)0.1
Sector RS vs XLY
−1.2%vs XLY · 63 sessions
ORLY vs XLY · 3m−1.2%
ORLY vs XLY · 6m−6.6%
ratio of closes, rebased — a relative read, not a peer percentile
Gamma profile CBOE delayed
Call wall86.67
Zero-gamma87.34
Put wall88.00
Spot vs zero-γ0.1% below
Dealer posturelong gamma · dampens moves
nearest expiry 2026-09-18 · heuristics · full profile →
Gamma history nightly
23 Jul → 14 Sep · full history →
Session over session 11 Sep → 14 Sep
Expected move · monthly 18 Sep2.78%−0.25 pp
Call and put wallheld their strikes
full listed chain, a separate capture from the gamma panel · CBOE delayed
Auto-note //Sitting below zero-gamma (87.34) — dealer hedging chases moves below it. The 86.67 call wall is the nearest-expiry ceiling heuristic; 88.00 is the floor. Options price ±2.8% into Sep 18. Dark-pool short volume at 40% and above vs its 20-day.
Composed from the nightly pipelines — every panel degrades independently when its dataset is missing. Heuristics labeled as heuristics; not investment advice.