O option chain Realty Income Corporation
Cboe delayed options data · as of 06:36 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 ±6.8% (57.40–65.75) · ATM IV 15.2% · P/C open interest 0.62
| 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 | |
| 27.20 | 31.10 | 1.00 | 0.0001 | 0.000 | 32.5 | 0 | 1.75 | 22 | 88.3% | -0.00 | 0.0007 | -0.001 | ||||
| 24.70 | 28.60 | 1.00 | 0.0002 | 0.000 | 35 | 0 | 1.75 | 79.8% | -0.00 | 0.0010 | -0.001 | |||||
| 22.20 | 26.10 | 1.00 | 0.0004 | 0.000 | 37.5 | 0 | 0.9500 | 37 | 61.6% | -0.01 | 0.0015 | -0.001 | ||||
| 19.70 | 23.60 | 1.00 | 0.0010 | 0.000 | 40 | 0 | 0.9500 | 60 | 54.9% | -0.01 | 0.0024 | -0.002 | ||||
| 17.20 | 21.10 | 0.99 | 0.0019 | 0.000 | 42.5 | 0 | 1.15 | 1,462 | 50.9% | -0.02 | 0.0036 | -0.002 | ||||
| 14.70 | 18.60 | 0.99 | 0.0038 | 0.000 | 45 | 0 | 1.55 | 903 | 48.4% | -0.02 | 0.0056 | -0.003 | ||||
| 12.30 | 15.60 | 0.98 | 0.0071 | 0.000 | 47.5 | 0 | 0.2500 | 131 | 27.2% | -0.04 | 0.0088 | -0.003 | ||||
| 10.80 | 12.00 | 24 | 0.96 | 0.0126 | 0.000 | 50 | 0.1000 | 0.4000 | 2 | 1,210 | 26.2% | -0.06 | 0.0139 | -0.004 | ||
| 8.00 | 10.10 | 91 | 0.93 | 0.0214 | -0.002 | 52.5 | 0.2000 | 0.4500 | 491 | 22.7% | -0.09 | 0.0219 | -0.006 | |||
| 6.50 | 8.00 | 501 | 22.7% | 0.87 | 0.0344 | -0.005 | 55 | 0.4000 | 0.5000 | 1 | 1,488 | 19.4% | -0.15 | 0.0341 | -0.007 | |
| 4.50 | 5.10 | 254 | 17.1% | 0.78 | 0.0516 | -0.007 | 57.5 | 0.5500 | 1.00 | 41 | 1,050 | 18.6% | -0.24 | 0.0511 | -0.009 | |
| 2.25 | 3.20 | 12 | 1,103 | 14.0% | 0.64 | 0.0697 | -0.009 | 60 | 1.35 | 1.65 | 78 | 1,722 | 16.5% | -0.38 | 0.0690 | -0.009 |
| 1.40 | 1.80 | 53 | 1,568 | 15.3% | 0.45 | 0.0773 | -0.009 | 62.5 | 2.15 | 3.00 | 3 | 1,159 | 15.1% | -0.57 | 0.0762 | -0.009 |
| 0.7000 | 1.05 | 85 | 4,532 | 16.0% | 0.28 | 0.0657 | -0.008 | 65 | 4.20 | 4.80 | 144 | 17.1% | -0.74 | 0.0643 | -0.006 | |
| 0.3000 | 0.4000 | 87 | 3,355 | 15.3% | 0.15 | 0.0453 | -0.006 | 67.5 | 6.10 | 6.90 | 91 | 17.2% | -0.86 | 0.0438 | -0.003 | |
| 0.1000 | 0.3500 | 9 | 1,992 | 17.6% | 0.09 | 0.0284 | -0.004 | 70 | 8.20 | 9.80 | 19 | 21.7% | -0.92 | 0.0270 | -0.001 | |
| 0.0500 | 0.2500 | 302 | 18.8% | 0.05 | 0.0176 | -0.003 | 72.5 | 10.50 | 12.20 | 23.5% | -0.95 | 0.0164 | 0.000 | |||
| 0.0500 | 0.2000 | 2,395 | 21.0% | 0.03 | 0.0110 | -0.002 | 75 | 12.00 | 15.20 | 2 | 21.8% | -0.97 | 0.0101 | 0.000 | ||
| 0 | 0.3500 | 37 | 28.0% | 0.01 | 0.0047 | -0.001 | 80 | 16.80 | 20.20 | 24.9% | -0.99 | 0.0041 | 0.000 | |||
| 0 | 0.1000 | 2 | 27.1% | 0.01 | 0.0022 | -0.001 | 85 | 21.80 | 25.20 | 10 | 31.2% | -1.00 | 0.0000 | 0.000 | ||
| 0 | 0.0500 | 2 | 1 | 28.6% | 0.00 | 0.0012 | -0.000 | 90 | 27.00 | 30.40 | 43.6% | -1.00 | 0.0000 | -0.009 | ||
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 — Dec 18, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs