ORLY·O'Reilly Automotive, Inc.

Realized volatility (21d)

18.6% 37th pct

Below its peak

-20.6%

vs 200-day average

-6.7%

Up days (1y)

50%

O'Reilly Automotive, Inc. is currently running 18.6% annualised volatility over the last 21 sessions. Measured against ORLY's own 13 years of daily returns rather than a market-wide average, that is the 37th percentile — on the quiet side for this stock, against a typical reading of 20.7%. The distinction matters because a number that looks calm for one stock is turbulent for another, and the absolute figure on its own tells you neither.

ORLY is trading -20.6% below its running peak. Across 12 full years on file, its median worst-drawdown-in-a-year was -14.8%, and the deepest was -40.9% in 2020. The current drawdown is already deeper than this stock's typical annual low point, which puts it in the part of its range where past recoveries began — and where past declines also continued.

Price sits -6.7% from its 200-day moving average. Against every other day in its history, that gap ranks at the 8th percentile — a narrower gap than it typically runs. Over the past year ORLY closed higher on 50% of sessions, and it is currently 1 session into a falling streak.

On September specifically: over 14 years of records, ORLY finished the month higher 8 of 14 times, with a median return of +0.8% and an average of +1.3%. Its strongest month historically has been November at +4.5% on average, its weakest May at -0.4%. Seasonality is a weak signal on its own — a decade is a small sample and regimes change — but it is a real distribution rather than a rule of thumb.

Overnight risk is measurable too: ORLY has opened more than 2% away from the prior close in 73 of 3,268 sessions (2.2% of the time), with the largest gaps running +8.0% and -5.8%. For anyone holding through an event, that rate is a better guide to overnight exposure than the intraday range.

Across the last 3 dated reports on file, ORLY moved an average of 1.9% in the session after earnings, closing higher 2 of those 3 times, with a median move of +0.9% and a largest of +4.6%.

All figures computed from 3,269 daily closes between 2013-09-16 and 2026-09-15, split-adjusted, recomputed daily. Percentiles are against ORLY's own 13-year history, not a peer group or index.