O option chain Realty Income Corporation
Cboe delayed options data · as of 15:42 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 ±4.6% (53.12–58.27) · ATM IV 19.0% · P/C open interest 0.87
| 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 | |
| 16.30 | 20.20 | 61.0% | 1.00 | 0.0001 | 0.000 | 37.5 | 0 | 0.7500 | 90.0% | -0.00 | 0.0008 | -0.001 | ||||
| 13.80 | 17.70 | 50.4% | 1.00 | 0.0003 | 0.000 | 40 | 0 | 0.2500 | 1 | 62.0% | -0.00 | 0.0015 | -0.001 | |||
| 11.80 | 15.20 | 66.1% | 1.00 | 0.0011 | 0.000 | 42.5 | 0 | 0.4000 | 3,000 | 57.3% | -0.01 | 0.0031 | -0.002 | |||
| 9.30 | 12.70 | 1 | 54.7% | 1.00 | 0.0035 | -0.000 | 45 | 0 | 0.1000 | 68 | 36.4% | -0.01 | 0.0066 | -0.003 | ||
| 7.00 | 9.70 | 12 | 36.5% | 0.98 | 0.0108 | -0.003 | 47.5 | 0 | 0.1000 | 2 | 506 | 28.3% | -0.03 | 0.0146 | -0.005 | |
| 5.50 | 6.00 | 95 | 0.95 | 0.0317 | -0.007 | 50 | 0.1000 | 0.1500 | 13 | 2,075 | 24.7% | -0.07 | 0.0331 | -0.009 | ||
| 3.30 | 3.70 | 25 | 983 | 21.7% | 0.85 | 0.0785 | -0.015 | 52.5 | 0.3000 | 0.3500 | 270 | 2,014 | 21.0% | -0.17 | 0.0737 | -0.014 |
| 1.55 | 1.65 | 23 | 4,500 | 19.2% | 0.60 | 0.1335 | -0.019 | 55 | 0.9500 | 1.00 | 344 | 3,069 | 18.8% | -0.41 | 0.1312 | -0.019 |
| 0.4500 | 0.5000 | 345 | 5,942 | 17.6% | 0.27 | 0.1148 | -0.015 | 57.5 | 2.30 | 2.50 | 20 | 578 | 18.0% | -0.74 | 0.1179 | -0.015 |
| 0.0500 | 0.1000 | 320 | 2,181 | 16.5% | 0.10 | 0.0541 | -0.008 | 60 | 4.50 | 4.80 | 635 | 21.9% | -0.92 | 0.0526 | -0.007 | |
| 0 | 0.0500 | 13 | 293 | 19.2% | 0.04 | 0.0226 | -0.004 | 62.5 | 6.90 | 8.40 | 1 | 62 | 43.4% | -0.97 | 0.0193 | -0.003 |
| 0 | 0.0500 | 18 | 24.5% | 0.02 | 0.0100 | -0.002 | 65 | 9.20 | 9.80 | 1 | 13 | 27.5% | -0.99 | 0.0073 | -0.001 | |
| 0 | 0.0500 | 34.1% | 0.00 | 0.0026 | -0.001 | 70 | 13.10 | 15.90 | 244 | 38.9% | -1.00 | 0.0014 | 0.000 | |||
| 0 | 0.7500 | 67.1% | 0.00 | 0.0009 | -0.000 | 75 | 17.50 | 21.40 | -1.00 | 0.0003 | 0.000 | |||||
| 0 | 0.2000 | 11 | 61.0% | 0.00 | 0.0004 | -0.000 | 80 | 22.50 | 26.40 | 47.0% | -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