O (Realty Income Corporation)

Expected Move & Straddle Price History

The expected move for O is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).

Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.

Current O Expected Move
30-Day Straddle
$1.92
7-Day Straddle
$1.92
Avg IV
0.4%
IV Rank
22%
Implied one-standard-deviation move through the next 30 days. Compare to O's realized move over the same window to gauge whether options are pricing in too much (premium-selling regime) or too little (premium-buying regime). The Expected Move Tracker ranks every symbol by this measure.
O Straddle Price — Last 60 Days
Date30D Straddle7D StraddleAvg IVIV Rank
20260629 $1.92 $1.92 0.4% 22%
20260626 $1.92 $1.92 0.5% 27%
20260625 $2.05 $2.05 0.5% 31%
20260624 $2.17 $2.17 0.4% 10%
20260623 $2.27 $2.27 0.4% 15%
20260622 $2.17 $2.17 0.4% 20%
20260618 $2.30 $0.38 0.4% 22%
20260617 $2.48 $0.95 0.3% 10%
20260616 $2.42 $0.93 0.4% 24%
20260615 $2.40 $0.88 0.4% 23%
20260613 $2.73 $1.30 0.4% 13%
20260612 $2.73 $1.30 0.4% 16%
20260611 $2.75 $1.32 0.4% 22%
20260610 $2.98 $1.52 0.4% 14%
20260609 $3.20 $1.95 0.3% 9%
20260608 $3.02 $1.62 0.3% 6%
20260605 $3.25 $2.08 0.4% 12%
20260604 $3.00 $1.75 0.3% 9%
20260603 $3.00 $1.82 0.3% 8%
20260602 $1.92 $1.92 0.7% 59%
20260601 $2.02 $2.02 0.9% 89%
20260529 $2.25 $2.25 0.7% 62%
20260528 $2.23 $2.23 0.7% 65%
20260527 $2.20 $2.20 0.7% 67%
20260526 $2.22 $2.22 0.5% 40%
20260522 $2.27 $2.27 0.6% 54%
20260521 $2.33 $2.33 0.6% 46%
20260520 $2.45 $2.45 0.5% 31%
20260519 $2.45 $2.45 0.5% 37%
20260518 $2.70 $2.70 0.5% 39%
20260515 $2.92 $1.32 0.6% 49%
20260514 $2.70 $0.72 0.5% 34%
20260513 $2.90 $1.23 0.5% 29%
20260512 $2.85 $0.93 0.5% 40%
20260511 $2.85 $1.02 0.5% 39%
20260510 $2.83 $1.20 0.5% 29%
20260508 $2.83 $1.20 0.5% 34%
20260507 $3.08 $1.48 0.4% 24%
20260506 $3.40 $1.90 0.5% 37%
20260505 $3.45 $2.20 0.5% 36%
20260504 $3.55 $2.23 0.5% 35%
20260502 $2.22 $2.22 0.6% 50%
20260501 $2.15 $2.15 0.6% 49%
20260430 $2.30 $2.30 0.5% 39%
20260429 $2.35 $2.35 0.5% 41%
20260428 $2.40 $2.40 0.5% 37%
20260427 $2.45 $2.45 0.5% 41%
20260424 $2.73 $2.73 0.5% 32%
20260423 $2.58 $2.58 0.5% 32%
20260422 $2.80 $2.80 0.5% 34%
20260421 $2.83 $2.83 0.4% 19%
20260420 $2.62 $2.62 0.5% 30%
20260417 $2.77 $0.17 0.4% 28%
20260416 $2.33 $0.75 0.4% 18%
20260415 $3.00 $1.40 0.4% 19%
20260414 $3.25 $1.30 0.4% 18%
20260413 $3.10 $1.38 0.3% 11%
20260410 $3.35 $1.85 0.4% 15%
20260409 $3.30 $1.55 0.3% 11%
20260408 $3.30 $1.57 0.4% 19%