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Realty Income Corporation O

i

Market dataready · fetched 2026-11-12T01:03:28.829Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-12T00:49:36.699945139Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T01:03:28.391722+00:00

Share price$59.49
1D+0.8%
AH$58.99$59.15$59.31$59.46$59.625:30 AM6:30 AM9:00 AM1:00 PM2:00 PMO
Sold putSold callAH

Realty Income Corporation options

Live interpolated O call and put midpoint premiums by absolute delta.Realty Income Corporation$0.18$0.75$1.32$1.89$2.46$56.19$57.82$59.46$61.09$62.7220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive O spot · $59.49O PRICE$0.68$0.89$1.09$1.30$1.51$1.71$1.92$2.13$0.24$0.31$0.39$0.47$0.55$0.63$0.70$0.78$0.86$1.18$1.55$1.92$2.29
PutsCheap0.82×
Calls——
Skew——
Implied moveBullish±$1.59
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ57.8020.8%3.2%
25Δ58.0720.3%2.9%
30Δ58.3419.8%2.6%
35Δ58.6119.3%2.3%
40Δ58.8818.8%2.0%
45Δ59.7118.8%1.5%59.1418.3%1.6%
50Δ59.4219.4%1.4%59.4117.8%1.3%
55Δ59.1320.1%1.2%59.6817.2%1.0%
60Δ58.8420.7%1.1%59.9516.7%0.7%
65Δ58.5521.4%0.9%60.3517.6%0.5%
70Δ58.2622.1%0.8%60.7818.8%0.4%
75Δ57.9722.7%0.7%61.2019.9%0.4%
80Δ57.6823.4%0.5%61.6321.1%0.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
57.80
IV
20.8%
B/E move
3.2%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
58.07
IV
20.3%
B/E move
2.9%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
58.34
IV
19.8%
B/E move
2.6%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
58.61
IV
19.3%
B/E move
2.3%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
58.88
IV
18.8%
B/E move
2.0%

45Δ

Calls
Pseudo strike
59.71
IV
18.8%
B/E move
1.5%
Puts
Pseudo strike
59.14
IV
18.3%
B/E move
1.6%

50Δ

Calls
Pseudo strike
59.42
IV
19.4%
B/E move
1.4%
Puts
Pseudo strike
59.41
IV
17.8%
B/E move
1.3%

55Δ

Calls
Pseudo strike
59.13
IV
20.1%
B/E move
1.2%
Puts
Pseudo strike
59.68
IV
17.2%
B/E move
1.0%

60Δ

Calls
Pseudo strike
58.84
IV
20.7%
B/E move
1.1%
Puts
Pseudo strike
59.95
IV
16.7%
B/E move
0.7%

65Δ

Calls
Pseudo strike
58.55
IV
21.4%
B/E move
0.9%
Puts
Pseudo strike
60.35
IV
17.6%
B/E move
0.5%

70Δ

Calls
Pseudo strike
58.26
IV
22.1%
B/E move
0.8%
Puts
Pseudo strike
60.78
IV
18.8%
B/E move
0.4%

75Δ

Calls
Pseudo strike
57.97
IV
22.7%
B/E move
0.7%
Puts
Pseudo strike
61.20
IV
19.9%
B/E move
0.4%

80Δ

Calls
Pseudo strike
57.68
IV
23.4%
B/E move
0.5%
Puts
Pseudo strike
61.63
IV
21.1%
B/E move
0.3%

Options history

IV · four-Friday blend20.19%
Daily close
O15.2%17.9%20.6%2026-08-17: 16.95%2026-08-21: 16.29%2026-08-24: 16.25%2026-08-25: 15.94%2026-08-26: 16.46%2026-08-28: 16.09%2026-08-31: 15.92%2026-09-01: 16.13%2026-09-02: 16.12%2026-09-03: 15.57%2026-09-09: 17.15%2026-09-10: 17.32%2026-09-21: 17.09%2026-09-22: 17.16%2026-09-23: 18.04%2026-09-24: 18.32%2026-09-25: 18.30%2026-09-28: 19.20%2026-09-29: 19.07%2026-10-13: 18.89%2026-10-16: 18.22%2026-10-19: 18.51%2026-10-20: 18.14%2026-10-21: 18.89%2026-10-22: 19.56%2026-10-23: 19.32%2026-10-26: 19.88%2026-10-27: 18.91%2026-10-28: 19.18%2026-10-29: 19.36%2026-10-30: 20.19%Aug 17Sep 24Oct 30
31 observations2026-08-17 — 2026-10-30
Table
DateIV (%)
16.95%
16.29%
16.25%
15.94%
16.46%
16.09%
15.92%
16.13%
16.12%
15.57%
17.15%
17.32%
17.09%
17.16%
18.04%
18.32%
18.30%
19.20%
19.07%
18.89%
18.22%
18.51%
18.14%
18.89%
19.56%
19.32%
19.88%
18.91%
19.18%
19.36%
20.19%