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
59 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: average implied volatility (right axis).
Current O Expected Move
30-Day Straddle
$1.65
7-Day Straddle
$1.65
Avg IV
54.4%
IV Rank
47%
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 |
|---|---|---|---|---|
| 20260929 | $1.65 | $1.65 | 54.4% | 47% |
| 20260928 | $1.88 | $1.88 | 55.3% | 49% |
| 20260925 | $1.80 | $1.80 | 49.6% | 39% |
| 20260924 | $1.97 | $1.97 | 48.5% | 37% |
| 20260923 | $1.85 | $1.85 | 48.7% | 37% |
| 20260922 | $2.00 | $2.00 | 37.7% | 18% |
| 20260921 | $1.98 | $1.98 | 33.0% | 10% |
| 20260918 | $2.10 | $0.83 | 36.3% | 16% |
| 20260917 | $2.08 | $0.50 | 30.7% | 7% |
| 20260916 | $2.17 | $0.85 | 36.9% | 17% |
| 20260915 | $2.45 | $1.27 | 37.2% | 18% |
| 20260914 | $2.25 | $1.10 | 35.7% | 15% |
| 20260911 | $2.33 | $1.07 | 32.5% | 10% |
| 20260910 | $2.45 | $1.25 | 31.1% | 7% |
| 20260909 | $2.50 | $1.35 | 35.7% | 15% |
| 20260908 | $2.55 | $1.62 | 36.2% | 16% |
| 20260904 | $2.73 | $1.88 | 31.1% | 7% |
| 20260903 | $2.40 | $1.60 | 28.3% | 2% |
| 20260902 | $1.75 | $1.75 | 36.6% | 17% |
| 20260901 | $1.88 | $1.88 | 59.1% | 55% |
| 20260831 | $1.83 | $1.83 | 51.7% | 43% |
| 20260828 | $1.75 | $1.75 | 57.9% | 53% |
| 20260827 | $1.85 | $1.85 | 46.9% | 34% |
| 20260826 | $1.90 | $1.90 | 53.7% | 46% |
| 20260825 | $1.82 | $1.82 | 45.1% | 31% |
| 20260824 | $2.02 | $2.02 | 49.7% | 39% |
| 20260821 | $1.98 | $0.22 | 51.9% | 43% |
| 20260820 | $2.33 | $0.92 | 50.8% | 41% |
| 20260819 | $2.17 | $0.90 | 41.9% | 26% |
| 20260818 | $2.17 | $0.85 | 49.8% | 39% |
| 20260817 | $2.23 | $0.90 | 48.7% | 37% |
| 20260814 | $2.38 | $1.07 | 45.4% | 32% |
| 20260813 | $2.40 | $1.25 | 47.0% | 34% |
| 20260812 | $2.40 | $1.23 | 36.4% | 16% |
| 20260811 | $2.58 | $1.40 | 44.4% | 30% |
| 20260810 | $2.60 | $1.48 | 32.4% | 9% |
| 20260806 | $2.92 | $1.90 | 48.7% | 37% |
| 20260805 | $2.12 | $2.12 | 56.9% | 51% |
| 20260804 | $2.15 | $2.15 | 54.3% | 47% |
| 20260803 | $2.45 | $2.45 | 51.3% | 42% |
| 20260731 | $2.40 | $2.40 | 44.3% | 30% |
| 20260730 | $2.45 | $2.45 | 48.9% | 38% |
| 20260729 | $2.45 | $2.45 | 41.1% | 24% |
| 20260728 | $2.55 | $2.55 | 50.2% | 40% |
| 20260727 | $2.62 | $2.62 | 42.1% | 26% |
| 20260724 | $2.65 | $2.65 | 36.4% | 16% |
| 20260723 | $2.67 | $2.67 | 43.7% | 29% |
| 20260722 | $2.67 | $2.67 | 40.9% | 24% |
| 20260721 | $2.73 | $2.73 | 34.6% | 13% |
| 20260720 | $2.70 | $2.70 | 40.8% | 24% |
| 20260716 | $2.80 | $0.62 | 33.5% | 11% |
| 20260715 | $3.05 | $1.12 | 39.1% | 21% |
| 20260714 | $2.97 | $1.35 | 38.6% | 20% |
| 20260713 | $3.10 | $1.32 | 36.2% | 16% |
| 20260710 | $3.15 | $1.32 | 26.9% | 0% |
| 20260709 | $3.20 | $1.52 | 32.9% | 8% |
| 20260708 | $3.30 | $1.67 | 38.3% | 15% |
| 20260707 | $3.20 | $1.73 | 36.6% | 13% |
| 20260706 | $3.30 | $1.77 | 34.7% | 10% |
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.