O'Grady attended Clarkstown High School North in New City, New York, where he played baseball and American football.

Playing as a quarterback, O'Grady tore three ligaments in his right knee, which resulted in his missing his senior season at Clarkstown North.

[2] In 2013, he split his first professional season between the rookie–level Orem Owlz and Single–A Burlington Bees, logging a cumulative 3–1 record and 2.18 ERA with 46 strikeouts in 24 games.

[6] On March 30, 2016, O'Grady was returned to the Angels after failing to make Cincinnati's Opening Day roster.

[10] In 13 games (6 starts) for the Marlins in his rookie campaign, O'Grady compiled a 4.36 ERA with 30 strikeouts across 33 innings of work.