O option chain Realty Income Corporation
Cboe delayed options data · as of 18:41 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 ±4.5% (53.06–58.06) · ATM IV 18.8% · 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 | 20.10 | 75.1% | 1.00 | 0.0001 | 0.000 | 37.5 | 0 | 0.7500 | 89.9% | -0.00 | 0.0008 | -0.001 | ||||
| 13.90 | 17.60 | 68.7% | 1.00 | 0.0004 | 0.000 | 40 | 0 | 0.2500 | 1 | 61.8% | -0.00 | 0.0015 | -0.001 | |||
| 11.80 | 15.10 | 68.8% | 1.00 | 0.0012 | 0.000 | 42.5 | 0 | 0.4000 | 3,000 | 57.1% | -0.01 | 0.0032 | -0.002 | |||
| 9.30 | 12.60 | 1 | 57.0% | 0.99 | 0.0038 | -0.000 | 45 | 0 | 0.1000 | 1 | 68 | 36.2% | -0.01 | 0.0068 | -0.003 | |
| 7.90 | 8.40 | 12 | 29.0% | 0.98 | 0.0117 | -0.003 | 47.5 | 0.0500 | 0.1000 | 4 | 506 | 30.2% | -0.03 | 0.0150 | -0.005 | |
| 5.50 | 5.90 | 24 | 95 | 24.7% | 0.95 | 0.0333 | -0.008 | 50 | 0.1000 | 0.1500 | 32 | 2,075 | 24.4% | -0.07 | 0.0341 | -0.009 |
| 3.10 | 3.50 | 26 | 983 | 18.9% | 0.84 | 0.0808 | -0.015 | 52.5 | 0.3000 | 0.3500 | 336 | 2,014 | 20.6% | -0.18 | 0.0763 | -0.014 |
| 1.45 | 1.55 | 61 | 4,500 | 18.7% | 0.58 | 0.1338 | -0.019 | 55 | 0.9500 | 1.05 | 506 | 3,069 | 18.9% | -0.43 | 0.1339 | -0.019 |
| 0.4000 | 0.4500 | 534 | 5,942 | 17.3% | 0.27 | 0.1115 | -0.015 | 57.5 | 2.40 | 2.65 | 26 | 578 | 18.9% | -0.75 | 0.1149 | -0.015 |
| 0.0500 | 0.1000 | 447 | 2,181 | 16.9% | 0.10 | 0.0534 | -0.009 | 60 | 4.50 | 4.90 | 635 | 20.0% | -0.92 | 0.0514 | -0.008 | |
| 0 | 0.0500 | 13 | 293 | 19.5% | 0.04 | 0.0233 | -0.005 | 62.5 | 6.30 | 8.60 | 1 | 62 | 36.2% | -0.97 | 0.0198 | -0.003 |
| 0 | 0.0500 | 18 | 24.8% | 0.02 | 0.0108 | -0.003 | 65 | 9.40 | 9.70 | 3 | 13 | -0.99 | 0.0080 | -0.001 | ||
| 0 | 0.0500 | 34.4% | 0.01 | 0.0030 | -0.001 | 70 | 13.10 | 15.90 | 244 | -1.00 | 0.0016 | 0.000 | ||||
| 0 | 0.7500 | 67.6% | 0.00 | 0.0011 | -0.001 | 75 | 17.60 | 21.40 | -1.00 | 0.0004 | 0.000 | |||||
| 0 | 0.2000 | 11 | 61.4% | 0.00 | 0.0005 | -0.000 | 80 | 22.60 | 26.40 | -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