O expected-move history Realty Income Corporation
Every trading day after the close we record what the options market was pricing — per expiration, before the outcome was known. When an expiration passes, the outcome is written next to the original estimate. Estimates are never revised after the fact. How to read these statistics · recording since Aug 31, 2026
Comparisons resolved43
Close inside range19%
|Actual| under expected19%
Avg expected move±3.0%
Avg |actual| move4.9%
Mean abs. error2.6pt
Implied vs realized, by expiration
For each expiration: the amber outline is the expected move recorded closest to expiry; the solid bar is what the stock actually did. Signed values are printed beneath the bars.
expected (recorded)actual
Currently recorded (awaiting outcome)
| Snapshot | Expires | DTE | Spot then | Expected move | Range | Method |
|---|---|---|---|---|---|---|
| Oct 19 | Nov 20 | 32 | 55.55 | ±4.5% | 53.07–58.02 | em-1.0 |
| Oct 16 | Nov 20 | 35 | 56.06 | ±4.7% | 53.41–58.71 | em-1.0 |
| Oct 14 | Nov 20 | 37 | 55.18 | ±4.5% | 52.70–57.66 | em-1.0 |
| Oct 13 | Nov 20 | 38 | 55.01 | ±4.3% | 52.63–57.38 | em-1.0 |
| Oct 09 | Nov 20 | 42 | 54.16 | ±5.0% | 51.44–56.88 | em-1.0 |
| Oct 08 | Nov 20 | 43 | 54.23 | ±5.1% | 51.48–56.98 | em-1.0 |
| Oct 07 | Nov 20 | 44 | 53.46 | ±4.9% | 50.84–56.09 | em-1.0 |
| Oct 06 | Nov 20 | 45 | 54.25 | ±4.9% | 51.58–56.92 | em-1.0 |
| Oct 05 | Nov 20 | 46 | 53.94 | ±5.5% | 50.99–56.89 | em-1.0 |
| Oct 02 | Nov 20 | 49 | 54.13 | ±5.7% | 51.05–57.20 | em-1.0 |
| Oct 01 | Nov 20 | 50 | 53.62 | ±5.9% | 50.47–56.77 | em-1.0 |
| Sep 23 | Nov 20 | 58 | 56.65 | ±5.5% | 53.52–59.77 | em-1.0 |
| Sep 22 | Nov 20 | 59 | 56.59 | ±5.6% | 53.45–59.74 | em-1.0 |
| Sep 21 | Nov 20 | 60 | 56.80 | ±5.6% | 53.62–59.98 | em-1.0 |
| Sep 18 | Nov 20 | 63 | 56.97 | ±5.9% | 53.62–60.32 | em-1.0 |
| Sep 17 | Nov 20 | 64 | 57.43 | ±5.8% | 54.10–60.76 | em-1.0 |
| Oct 19 | Dec 18 | 60 | 55.55 | ±6.0% | 52.22–58.87 | em-1.0 |
| Oct 16 | Dec 18 | 63 | 56.06 | ±6.2% | 52.59–59.53 | em-1.0 |
| Oct 14 | Dec 18 | 65 | 55.18 | ±6.2% | 51.76–58.60 | em-1.0 |
| Oct 13 | Dec 18 | 66 | 55.01 | ±6.0% | 51.71–58.31 | em-1.0 |
| Oct 09 | Dec 18 | 70 | 54.16 | ±6.5% | 50.66–57.66 | em-1.0 |
| Oct 08 | Dec 18 | 71 | 54.23 | ±6.6% | 50.66–57.81 | em-1.0 |
| Oct 07 | Dec 18 | 72 | 53.46 | ±7.3% | 49.56–57.36 | em-1.0 |
| Oct 06 | Dec 18 | 73 | 54.25 | ±6.4% | 50.77–57.73 | em-1.0 |
| Oct 05 | Dec 18 | 74 | 53.94 | ±6.6% | 50.39–57.49 | em-1.0 |
| Oct 02 | Dec 18 | 77 | 54.13 | ±7.1% | 50.28–57.98 | em-1.0 |
| Oct 01 | Dec 18 | 78 | 53.62 | ±7.5% | 49.62–57.62 | em-1.0 |
| Sep 23 | Dec 18 | 86 | 56.65 | ±6.8% | 52.77–60.52 | em-1.0 |
| Sep 22 | Dec 18 | 87 | 56.59 | ±6.9% | 52.67–60.52 | em-1.0 |
| Sep 21 | Dec 18 | 88 | 56.80 | ±6.9% | 52.90–60.70 | em-1.0 |
Resolved snapshots
| Snapshot | Expired | Expected | Actual | Inside range? | Spot → close |
|---|---|---|---|---|---|
| Oct 16, 2026 | Oct 16 | ±2.3% | +0.0% | inside | 56.06 → 56.08 |
| Oct 14, 2026 | Oct 16 | ±1.3% | +1.6% | outside | 55.18 → 56.08 |
| Oct 13, 2026 | Oct 16 | ±1.4% | +1.9% | outside | 55.01 → 56.08 |
| Oct 09, 2026 | Oct 16 | ±2.4% | +3.5% | outside | 54.16 → 56.08 |
| Oct 08, 2026 | Oct 16 | ±2.5% | +3.4% | outside | 54.23 → 56.08 |
| Oct 07, 2026 | Oct 16 | ±2.8% | +4.9% | outside | 53.46 → 56.08 |
| Oct 06, 2026 | Oct 16 | ±2.4% | +3.4% | outside | 54.25 → 56.08 |
| Oct 05, 2026 | Oct 16 | ±3.1% | +4.0% | outside | 53.94 → 56.08 |
| Oct 02, 2026 | Oct 16 | ±3.1% | +3.6% | outside | 54.13 → 56.08 |
| Oct 01, 2026 | Oct 16 | ±3.7% | +4.6% | outside | 53.62 → 56.08 |
| Sep 23, 2026 | Oct 16 | ±3.5% | -1.0% | inside | 56.65 → 56.08 |
| Sep 22, 2026 | Oct 16 | ±3.5% | -0.9% | inside | 56.59 → 56.08 |
| Sep 21, 2026 | Oct 16 | ±3.5% | -1.3% | inside | 56.80 → 56.08 |
| Sep 18, 2026 | Oct 16 | ±3.6% | -1.6% | inside | 56.97 → 56.08 |
| Sep 17, 2026 | Oct 16 | ±3.6% | -2.4% | inside | 57.43 → 56.08 |
| Sep 16, 2026 | Oct 16 | ±3.7% | -2.1% | inside | 57.30 → 56.08 |
| Sep 15, 2026 | Oct 16 | ±4.2% | -4.6% | outside | 58.76 → 56.08 |
| Sep 14, 2026 | Oct 16 | ±3.9% | -5.5% | outside | 59.34 → 56.08 |
| Sep 11, 2026 | Oct 16 | ±3.9% | -6.0% | outside | 59.65 → 56.08 |
| Sep 10, 2026 | Oct 16 | ±4.1% | -6.0% | outside | 59.69 → 56.08 |
| Sep 09, 2026 | Oct 16 | ±4.1% | -6.9% | outside | 60.25 → 56.08 |
| Sep 08, 2026 | Oct 16 | ±4.3% | -8.5% | outside | 61.30 → 56.08 |
| Sep 07, 2026 | Oct 16 | ±4.2% | -8.7% | outside | 61.40 → 56.08 |
| Sep 04, 2026 | Oct 16 | ±4.2% | -8.7% | outside | 61.40 → 56.08 |
| Sep 03, 2026 | Oct 16 | ±4.4% | -8.9% | outside | 61.58 → 56.08 |
| Sep 02, 2026 | Oct 16 | ±4.3% | -8.9% | outside | 61.59 → 56.08 |
| Sep 01, 2026 | Oct 16 | ±4.7% | -8.3% | outside | 61.16 → 56.08 |
| Aug 31, 2026 | Oct 16 | ±4.6% | -8.7% | outside | 61.42 → 56.08 |
| Sep 18, 2026 | Sep 18 | ±1.5% | -0.5% | inside | 56.97 → 56.66 |
| Sep 17, 2026 | Sep 18 | ±0.9% | -1.3% | outside | 57.43 → 56.66 |
| Sep 16, 2026 | Sep 18 | ±1.0% | -1.1% | outside | 57.30 → 56.66 |
| Sep 15, 2026 | Sep 18 | ±2.5% | -3.6% | outside | 58.76 → 56.66 |
| Sep 14, 2026 | Sep 18 | ±1.9% | -4.5% | outside | 59.34 → 56.66 |
| Sep 11, 2026 | Sep 18 | ±1.8% | -5.0% | outside | 59.65 → 56.66 |
| Sep 10, 2026 | Sep 18 | ±2.1% | -5.1% | outside | 59.69 → 56.66 |
| Sep 09, 2026 | Sep 18 | ±2.2% | -6.0% | outside | 60.25 → 56.66 |
| Sep 08, 2026 | Sep 18 | ±2.7% | -7.6% | outside | 61.30 → 56.66 |
| Sep 07, 2026 | Sep 18 | ±2.6% | -7.7% | outside | 61.40 → 56.66 |
| Sep 04, 2026 | Sep 18 | ±2.6% | -7.7% | outside | 61.40 → 56.66 |
| Sep 03, 2026 | Sep 18 | ±2.8% | -8.0% | outside | 61.58 → 56.66 |
| Sep 02, 2026 | Sep 18 | ±2.6% | -8.0% | outside | 61.59 → 56.66 |
| Sep 01, 2026 | Sep 18 | ±3.1% | -7.4% | outside | 61.16 → 56.66 |
| Aug 31, 2026 | Sep 18 | ±3.1% | -7.8% | outside | 61.42 → 56.66 |
Outcomes compare the recorded range with the closing price on expiration day. Method version shown per row where it differs; current: em-1.0.