Realty Income Corporation (O)
Overview · Option chain · Volatility · Expected-move history · Earnings
Cboe delayed options data · as of 00:36 UTC · Figures derived from the full chain (340 contracts, 8 expirations) · IV own-history percentile appears after 60 recorded days (4 so far)
Expected move — Sep 18, 2026 (15 days)
Methodology →Read from option prices: the at-the-money straddle costs this much, so the market is pricing a move of about that size in either direction by this date. It is an estimate of movement, not a prediction of direction.
Options are pricing a move of about ±2.8% (range 59.83–63.33) by Sep 18, 2026. ATM straddle: 1.75 @ strike 62.5 · ATM IV: 15.2%.
Probability distribution
Model & assumptions →The curve shows where a lognormal model, fed with current implied volatility, puts the range of outcomes at this expiration. Shaded: the expected-move band.
| Level | vs price | P(above)Model-estimated chance the stock finishes above a level at expiration, derived from current IV under a lognormal model with stated assumptions — an estimate, not a prediction. | P(below) |
|---|---|---|---|
| 55.42 | -10% | 100.0% | 0.0% |
| 58.50 | -5% | 95.1% | 4.9% |
| 61.58 | +0% | 49.4% | 50.6% |
| 64.66 | +5% | 5.5% | 94.5% |
| 67.74 | +10% | 0.1% | 99.9% |
Model-estimated probabilities of finishing above/below each level at expiration — estimates under stated assumptions, not predictions.
Probability explorer
Drag the slider to any level and see the model-estimated chance the stock finishes above or below it at the selected expiration.
Horizon: Sep 18, 2026 · lognormal model, zero drift — an estimate, not a prediction. Assumptions
Expirations
Open the chain →| Expires | DTEDays to expiration, in calendar days. | Implied move | ATM IV | Open int. |
|---|---|---|---|---|
| Sep 18, 2026 | 15 | ±2.8% | 15.2% | 44.4K |
| Oct 16, 2026 | 43 | ±4.4% | 14.8% | 8,758 |
| Dec 18, 2026 | 106 | ±6.8% | 15.2% | 26.4K |
| Jan 15, 2027 | 134 | ±8.5% | 17.1% | 35.4K |
| Mar 19, 2027 | 197 | ±10.4% | 17.7% | 4,547 |
Open interest by strike — Sep 18
Where option positions are concentrated. Teal bars are calls, red bars are puts; the dashed line is the current price.
Largest open-interest concentrations (all expirations ≤ 60 days): 60 P · 9,59062.5 C · 9,17262.5 P · 8,36065 C · 7,10167.5 C · 3,456
IV term structure
Volatility page →At-the-money implied volatility for each expiration. A hump around a date often marks a scheduled event the market is pricing.
When does open interest expire?
Implied vs realized volatility
HV from our stored daily closes (annualized); IV30 interpolated from the chain. Method
Price, last 60 sessions
Track record
Full history →Every trading day we record what the options market is pricing for each expiration — before the outcome is known. Once expirations start resolving, this section compares expected versus actual, and the record is never rewritten. Recording since Aug 31, 2026.
Past earnings reactions
Avg |reaction| 1.2% · median 0.9% (20 reports) — two-session close-to-close window; definition
About Realty Income Corporation
Known as "The Monthly Dividend Company," Realty Income is an S&P 500 corporation committed to delivering reliable monthly income to its shareholders. Operating as a Real Estate Investment Trust (REIT), its monthly payouts are generated from the consistent cash flow of over 6,500 commercial properties, which are leased to various businesses under long-term contracts. With a remarkable 52-year operational history, the firm (NYSE: O) has announced 608 uninterrupted monthly dividends for its common stock and has increased its dividend payout 109 times since going public in 1994. It also holds a distinguished position within the S&P 500 Dividend Aristocrats index. For additional details, please visit the company's official website at www.realtyincome.com.
Real Estate · REIT - Retail · NYSE · Profile: Financial Modeling Prep
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