The on-loan hitman opened the scoring in a thumping 4-1 win against Morecambe to keep Dale five points clear at the top of League Two.
After the game, Dale held successful talks with Manchester United over an extended loan deal for goalkeeper Tom Heaton, who will stay at the club for a further month, with a 24-hour recall clause.
And assistant boss Dave Flitcroft outlined the importance of keeping O'Grady too.
"Where we would find a striker to replace Chris O'Grady, I just don't know," he said. "We search every day for players who could make the club better but he is at the very pinnacle of his form.
"The club is working hard to try to bring him in from Oldham and we are just praying a deal is done."
O'Grady's 12th-minute opener ended Morecambe's resistance and Chris Dagnall doubled the lead soon after.
A second-half brace from on-loan Hull ace Will Atkinson added gloss to the result with Wayne Curtis' 84th-minute effort mere consolation for the visitors.
Flitcroft praised `Team Rochdale' for their work in ensuring the game went ahead despite freezing conditions.
"Glenn Murray was sold on the back of us not being able to get games on two seasons ago and that affected our cash flow," he recalled.
"That had a massive detriment and this year, after spending money on the pitch, we are reaping the dividends. We've been a laughing stock in the past - being the first game called off - but all credit to the board and groundstaff for their investment and hard work."
DALE: Heaton 7, McArdle 7, Stanton 8, Dawson 7, T Kennedy 7, Atkinson 8, Taylor 7, J Kennedy 7, Thompson 7 (Rundle, 71, 7), O'Grady 9, Dagnall 8 (Higginbotham, 65, 7). Not used: Taberner, Flynn, Toner, Glover, Jones
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MPs gravy train, UK (29/12/2009 at 12:06)
Edski Vega, Nottingham (29/12/2009 at 17:29)
As he was going nowhere fast at Oldham, he should be available for no more than £30,000 with a clause if we get promoted this season and a future sell on clause - that would be an astonishing deal for Oldham - given he is out of contract at the end of the season.
knighthowler (30/12/2009 at 21:32)
Observer,, Little Owdham ! (10/01/2010 at 00:08)
However he is obviously going to be unhappy leaving Spotland and the Rochdale people now, but I seriously suspect that a deal will be done and Chris will leave Oldham, but if Rochdale thinke that £30k is the right price I'm sure he'll be off somewhere else in the Championship and at the right price, however if Rochdale see sense and listen to Richard Hill and make a sensible offer ?.. you never know he may want to stay at lower league level !... if he stayed at B.P. he will probably end up there anyway !