O · Expected Move
Realty Income Corporation
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).
O straddle price & implied vol
60 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).
Current O Expected Move
30-Day Straddle
$2.77
7-Day Straddle
$1.50
30-Day ATM IV
18.1%
IV Rank
20%
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 | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261113 | $2.77 | $1.50 | 18.1% | 20% |
| 20261112 | $2.62 | $1.50 | 17.5% | 17% |
| 20261111 | $2.65 | $1.35 | 17.2% | 16% |
| 20261110 | $2.75 | $1.55 | 17.9% | 19% |
| 20261109 | $2.65 | $1.60 | 17.3% | 16% |
| 20261106 | $3.08 | $1.98 | 19.6% | 28% |
| 20261105 | $3.23 | $2.17 | 20.3% | 31% |
| 20261104 | $1.78 | $1.78 | 17.8% | 18% |
| 20261103 | $2.05 | $2.05 | 19.2% | 26% |
| 20261102 | $2.30 | $2.30 | 20.9% | 34% |
| 20261030 | $2.42 | $2.42 | 20.8% | 34% |
| 20261029 | $2.15 | $2.15 | 19.2% | 25% |
| 20261028 | $2.33 | $2.33 | 33.9% | 100% |
| 20261027 | $2.33 | $2.33 | 19.2% | 26% |
| 20261026 | $2.35 | $2.35 | 19.4% | 27% |
| 20261023 | $2.52 | $2.52 | 19.4% | 27% |
| 20261022 | $2.60 | $2.60 | 19.9% | 29% |
| 20261021 | $2.40 | $2.40 | 18.7% | 23% |
| 20261020 | $2.58 | $2.58 | 33.8% | 100% |
| 20261019 | $2.48 | $2.48 | 18.3% | 71% |
| 20261016 | $2.65 | $1.30 | 17.7% | 62% |
| 20261015 | $2.58 | $0.77 | 18.1% | 67% |
| 20261014 | $2.65 | $0.70 | 18.8% | 80% |
| 20261013 | $2.48 | $0.78 | 17.6% | 59% |
| 20261012 | $2.40 | $0.88 | 16.7% | 45% |
| 20261009 | $2.70 | $1.22 | 18.0% | 67% |
| 20261008 | $2.65 | $1.35 | 18.5% | 75% |
| 20261007 | $2.62 | $1.48 | 17.1% | 50% |
| 20261006 | $2.65 | $1.35 | 17.4% | 55% |
| 20261005 | $2.95 | $1.65 | 19.2% | 86% |
| 20261002 | $1.68 | $1.68 | 19.1% | 85% |
| 20261001 | $2.00 | $2.00 | 19.9% | 100% |
| 20260930 | $1.70 | $1.70 | 19.6% | 100% |
| 20260929 | $1.65 | $1.65 | 18.5% | 81% |
| 20260928 | $1.88 | $1.88 | 19.2% | 93% |
| 20260925 | $1.80 | $1.80 | 17.7% | 66% |
| 20260924 | $1.97 | $1.97 | 18.2% | 74% |
| 20260923 | $1.85 | $1.85 | 17.3% | 59% |
| 20260922 | $2.00 | $2.00 | 16.1% | 36% |
| 20260921 | $1.98 | $1.98 | 16.2% | 38% |
| 20260918 | $2.10 | $0.83 | 15.1% | 17% |
| 20260917 | $2.08 | $0.50 | 16.0% | 34% |
| 20260916 | $2.17 | $0.85 | 16.7% | 48% |
| 20260915 | $2.45 | $1.27 | 16.3% | 40% |
| 20260914 | $2.25 | $1.10 | 15.8% | 30% |
| 20260911 | $2.33 | $1.07 | 15.8% | 29% |
| 20260910 | $2.45 | $1.25 | 15.9% | 30% |
| 20260909 | $2.50 | $1.35 | 16.4% | 32% |
| 20260908 | $2.55 | $1.62 | 15.6% | 21% |
| 20260904 | $2.73 | $1.88 | 15.0% | 12% |
| 20260903 | $2.40 | $1.60 | 14.4% | 4% |
| 20260902 | $1.75 | $1.75 | 15.3% | 17% |
| 20260901 | $1.88 | $1.88 | 15.5% | 20% |
| 20260831 | $1.83 | $1.83 | 14.9% | 11% |
| 20260828 | $1.75 | $1.75 | 14.7% | 8% |
| 20260827 | $1.85 | $1.85 | 14.8% | 9% |
| 20260826 | $1.90 | $1.90 | 15.5% | 19% |
| 20260825 | $1.82 | $1.82 | 14.5% | 5% |
| 20260824 | $2.02 | $2.02 | 14.8% | 9% |
| 20260821 | $1.98 | $0.22 | 14.1% | 0% |
More on O
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.