O volatility Realty Income Corporation
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.18.7%
HV20How much the stock actually moved, measured from daily closing prices over a past window (annualized). Compare with implied volatility to see what the options market priced versus what happened.15.7%
HV6013.5%
IV − HV20 spread
+3.0pt
Universe percentileWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
4
Own-history percentileWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
29/60 days recorded
Cboe delayed options data · as of 06:40 UTC · How these are computed
IV term structure
At-the-money implied volatility for each listed expiration, plotted by days remaining.
| Expires | DTE | ATM IV | 25Δ skewThe IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | Implied move |
|---|---|---|---|---|
| Nov 20, 2026 | 31 | 18.7% | +2.0pt | ±4.5% |
| Dec 18, 2026 | 59 | 18.4% | +0.7pt | ±6.0% |
| Jan 15, 2027 | 87 | 19.4% | +1.9pt | ±7.6% |
| Mar 19, 2027 | 150 | 18.3% | +2.3pt | ±9.3% |
| Jun 17, 2027 | 240 | 20.5% | -0.9pt | ±13.0% |
| Sep 17, 2027 | 332 | 20.6% | +3.3pt | ±15.0% |
| Jan 21, 2028 | 458 | 20.9% | +2.8pt | ±17.6% |
Volatility smile — Nov 20, 2026
Implied volatility by strike. The tilt toward puts (left side higher) is the skew: downside protection priced richer than upside.
callsputs
Implied vs realized, daily record
IV30HV20