O option chain Realty Income Corporation
Cboe delayed options data · as of 12:39 UTC
Each row is one strike. The left half is the call, the right half the put. Bid/ask are what buyers and sellers currently quote; volume is contracts traded this session; open interest is standing contracts. The highlighted row sits closest to the stock price.
This expiration prices a move of about ±4.7% (53.40–58.70) · ATM IV 18.2% · P/C open interest 0.93
| CALLS | Strike | PUTS | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Ask | Vol | OIThe number of option contracts currently outstanding at a strike or expiration. High open interest shows where positions are concentrated. | IV | ΔModel sensitivity of an option's price to a $1 move in the stock; also used as a rough moneyness scale (a 25-delta option is well out of the money). | Γ | Θ | Bid | Ask | Vol | OI | IV | Δ | Γ | Θ | |
| 16.70 | 20.60 | 60.6% | 1.00 | 0.0002 | -0.000 | 37.5 | 0 | 1.40 | 102.4% | -0.00 | 0.0008 | -0.001 | ||||
| 14.50 | 18.10 | 69.2% | 1.00 | 0.0006 | -0.000 | 40 | 0 | 1.40 | 1 | 89.3% | -0.00 | 0.0016 | -0.001 | |||
| 12.30 | 14.90 | 1.00 | 0.0015 | -0.001 | 42.5 | 0 | 1.20 | 3,000 | 73.5% | -0.01 | 0.0031 | -0.002 | ||||
| 9.80 | 12.50 | 1 | 32.7% | 0.99 | 0.0041 | -0.002 | 45 | 0 | 0.1000 | 1 | 69 | 35.9% | -0.01 | 0.0064 | -0.003 | |
| 6.50 | 10.60 | 12 | 0.98 | 0.0109 | -0.004 | 47.5 | 0.0500 | 0.1000 | 3 | 507 | 30.3% | -0.03 | 0.0136 | -0.005 | ||
| 4.70 | 6.70 | 5 | 97 | 0.95 | 0.0283 | -0.007 | 50 | 0.1000 | 0.1500 | 14 | 2,071 | 24.9% | -0.07 | 0.0297 | -0.008 | |
| 3.70 | 4.00 | 5 | 983 | 20.7% | 0.86 | 0.0675 | -0.013 | 52.5 | 0.2500 | 0.3000 | 75 | 2,010 | 20.6% | -0.15 | 0.0651 | -0.012 |
| 1.65 | 2.05 | 1,680 | 3,142 | 18.3% | 0.65 | 0.1248 | -0.017 | 55 | 0.7500 | 0.8500 | 1,181 | 2,284 | 18.1% | -0.36 | 0.1232 | -0.017 |
| 0.5500 | 0.6000 | 445 | 5,543 | 16.5% | 0.32 | 0.1250 | -0.015 | 57.5 | 2.00 | 2.20 | 121 | 466 | 17.1% | -0.70 | 0.1285 | -0.015 |
| 0.1000 | 0.1500 | 205 | 2,119 | 16.5% | 0.11 | 0.0626 | -0.008 | 60 | 3.90 | 4.50 | 1 | 635 | 18.0% | -0.91 | 0.0602 | -0.008 |
| 0 | 0.0500 | 2 | 292 | 17.4% | 0.04 | 0.0256 | -0.004 | 62.5 | 4.70 | 7.90 | 3 | 59 | -0.97 | 0.0216 | -0.003 | |
| 0 | 0.0500 | 18 | 22.5% | 0.02 | 0.0111 | -0.002 | 65 | 9.00 | 9.40 | 6 | 7 | 32.0% | -0.99 | 0.0080 | -0.002 | |
| 0 | 0.1000 | 35.0% | 0.00 | 0.0027 | -0.001 | 70 | 12.80 | 15.70 | 244 | 46.6% | -1.00 | 0.0015 | -0.000 | |||
| 0 | 2.15 | 83.3% | 0.00 | 0.0009 | -0.000 | 75 | 17.40 | 21.00 | 54.9% | -1.00 | 0.0004 | -0.000 | ||||
| 0 | 0.2000 | 11 | 57.5% | 0.00 | 0.0004 | -0.000 | 80 | 22.50 | 26.00 | 67.8% | -1.00 | 0.0001 | 0.000 | |||
Strikes shown: within ±50% of the underlying price. Intrinsic value = max(0, price − strike) for calls, max(0, strike − price) for puts; extrinsic = option price − intrinsic. Greeks and IV as computed by the exchange feed.
Volatility smile — Nov 20, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs