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Realty Income Corporation O

i

Market datapartial · fetched 2026-10-22T19:23:43.532Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T19:23:40.613383251Z

FundamentalsAlpha Vantage · unavailable

Share price$57.02
1D+2.4%
$55.58$55.98$56.38$56.79$57.195:30 AM6:30 AM9:00 AM1:00 PMO
Sold putSold call

Realty Income Corporation options

Live interpolated O call and put midpoint premiums by absolute delta.Realty Income Corporation$0.07$2.41$4.74$7.07$9.41$52.14$54.37$56.61$58.84$61.0820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive O spot · $57.02O PRICE$0.33$0.45$0.58$0.70$0.83$0.95$1.15$1.38$1.62$1.85$2.09$2.32$3.02$0.46$0.59$0.76$0.94$1.13$1.31$1.50$1.80$2.19$2.57$2.96$3.38$8.73
PutsExpensive1.19×
CallsCheap0.90×
SkewBearish+7.12 pp
Implied moveBearish±$2.64
TiltBearish24.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ59.8218.0%5.5%53.9524.3%6.2%
25Δ59.3918.0%4.9%54.7623.6%5.0%
30Δ58.9617.9%4.4%55.3423.2%4.3%
35Δ58.5217.9%3.9%55.8322.9%3.7%
40Δ58.0917.8%3.3%56.3222.7%3.2%
45Δ57.6617.8%2.8%56.8022.4%2.7%
50Δ57.2617.8%2.4%57.2922.2%2.1%
55Δ56.8717.7%2.2%57.8122.3%1.8%
60Δ56.4917.7%1.9%58.3622.7%1.5%
65Δ56.1017.6%1.6%58.9123.2%1.2%
70Δ55.7217.6%1.4%59.4623.6%0.9%
75Δ55.3417.5%1.1%60.0324.1%0.7%
80Δ54.5019.2%0.9%65.1947.8%1.0%

20Δ

Calls
Pseudo strike
59.82
IV
18.0%
B/E move
5.5%
Puts
Pseudo strike
53.95
IV
24.3%
B/E move
6.2%

25Δ

Calls
Pseudo strike
59.39
IV
18.0%
B/E move
4.9%
Puts
Pseudo strike
54.76
IV
23.6%
B/E move
5.0%

30Δ

Calls
Pseudo strike
58.96
IV
17.9%
B/E move
4.4%
Puts
Pseudo strike
55.34
IV
23.2%
B/E move
4.3%

35Δ

Calls
Pseudo strike
58.52
IV
17.9%
B/E move
3.9%
Puts
Pseudo strike
55.83
IV
22.9%
B/E move
3.7%

40Δ

Calls
Pseudo strike
58.09
IV
17.8%
B/E move
3.3%
Puts
Pseudo strike
56.32
IV
22.7%
B/E move
3.2%

45Δ

Calls
Pseudo strike
57.66
IV
17.8%
B/E move
2.8%
Puts
Pseudo strike
56.80
IV
22.4%
B/E move
2.7%

50Δ

Calls
Pseudo strike
57.26
IV
17.8%
B/E move
2.4%
Puts
Pseudo strike
57.29
IV
22.2%
B/E move
2.1%

55Δ

Calls
Pseudo strike
56.87
IV
17.7%
B/E move
2.2%
Puts
Pseudo strike
57.81
IV
22.3%
B/E move
1.8%

60Δ

Calls
Pseudo strike
56.49
IV
17.7%
B/E move
1.9%
Puts
Pseudo strike
58.36
IV
22.7%
B/E move
1.5%

65Δ

Calls
Pseudo strike
56.10
IV
17.6%
B/E move
1.6%
Puts
Pseudo strike
58.91
IV
23.2%
B/E move
1.2%

70Δ

Calls
Pseudo strike
55.72
IV
17.6%
B/E move
1.4%
Puts
Pseudo strike
59.46
IV
23.6%
B/E move
0.9%

75Δ

Calls
Pseudo strike
55.34
IV
17.5%
B/E move
1.1%
Puts
Pseudo strike
60.03
IV
24.1%
B/E move
0.7%

80Δ

Calls
Pseudo strike
54.50
IV
19.2%
B/E move
0.9%
Puts
Pseudo strike
65.19
IV
47.8%
B/E move
1.0%

Options history

No recorded observations