Realty Income Corporation (O)
Overview · Option chain · Volatility · Expected-move history · Earnings
Cboe delayed options data · as of 06:40 UTC · Figures derived from the full chain (344 contracts, 8 expirations) · IV own-history percentile appears after 60 recorded days (29 so far)
Expected move · Nov 20, 2026 (31 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 ±4.5% (range 53.04–57.99) by Nov 20, 2026. ATM straddle: 2.48 @ strike 55 · ATM IV: 18.7%.
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) |
|---|---|---|---|
| 49.96 | -10% | 97.2% | 2.8% |
| 52.74 | -5% | 81.9% | 18.1% |
| 55.51 | -0% | 48.9% | 51.1% |
| 58.29 | +5% | 17.8% | 82.2% |
| 61.06 | +10% | 3.8% | 96.2% |
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: Nov 20, 2026 · lognormal model with 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. |
|---|---|---|---|---|
| Nov 20, 2026 | 31 | ±4.5% | 18.7% | 26.3K |
| Dec 18, 2026 | 59 | ±6.0% | 18.4% | 35.4K |
| Jan 15, 2027 | 87 | ±7.6% | 19.4% | 40.8K |
| Mar 19, 2027 | 150 | ±9.3% | 18.3% | 16.2K |
Open interest by strike · Nov 20
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): 57.5 C · 7,44655 P · 6,61955 C · 5,94660 C · 5,43465 C · 4,364
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
Daily closes; Financial Modeling Prep.
Track record
Full history →Of 43 recorded snapshot-versus-outcome comparisons so far, the close landed inside the expected range 18.6% of the time.
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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