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
$2.40
7-Day Straddle
$1.25
Avg IV
0.5%
IV Rank
34%
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
| Date | 30D Straddle | 7D Straddle | Avg IV | IV Rank |
|---|---|---|---|---|
| 20260813 | $2.40 | $1.25 | 0.5% | 34% |
| 20260812 | $2.40 | $1.23 | 0.4% | 16% |
| 20260811 | $2.58 | $1.40 | 0.4% | 30% |
| 20260810 | $2.60 | $1.48 | 0.3% | 9% |
| 20260806 | $2.92 | $1.90 | 0.5% | 37% |
| 20260805 | $2.12 | $2.12 | 0.6% | 51% |
| 20260804 | $2.15 | $2.15 | 0.5% | 47% |
| 20260803 | $2.45 | $2.45 | 0.5% | 42% |
| 20260731 | $2.40 | $2.40 | 0.4% | 30% |
| 20260730 | $2.45 | $2.45 | 0.5% | 38% |
| 20260729 | $2.45 | $2.45 | 0.4% | 24% |
| 20260728 | $2.55 | $2.55 | 0.5% | 40% |
| 20260727 | $2.62 | $2.62 | 0.4% | 26% |
| 20260724 | $2.65 | $2.65 | 0.4% | 16% |
| 20260723 | $2.67 | $2.67 | 0.4% | 29% |
| 20260722 | $2.67 | $2.67 | 0.4% | 24% |
| 20260721 | $2.73 | $2.73 | 0.3% | 13% |
| 20260720 | $2.70 | $2.70 | 0.4% | 24% |
| 20260716 | $2.80 | $0.62 | 0.3% | 11% |
| 20260715 | $3.05 | $1.12 | 0.4% | 21% |
| 20260714 | $2.97 | $1.35 | 0.4% | 20% |
| 20260713 | $3.10 | $1.32 | 0.4% | 16% |
| 20260710 | $3.15 | $1.32 | 0.3% | 0% |
| 20260709 | $3.20 | $1.52 | 0.3% | 8% |
| 20260708 | $3.30 | $1.67 | 0.4% | 15% |
| 20260707 | $3.20 | $1.73 | 0.4% | 13% |
| 20260706 | $3.30 | $1.77 | 0.3% | 10% |
| 20260702 | $2.17 | $2.17 | 0.4% | 24% |
| 20260701 | $1.72 | $1.72 | 0.6% | 45% |
| 20260630 | $1.80 | $1.80 | 0.6% | 56% |
| 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% |