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Realty Income Corporation O

i

Market datapartial · fetched 2026-10-22T22:55:41.460Z

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 · 2026-10-22T22:39:03.333374284Z

FundamentalsAlpha Vantage · unavailable

Share price$56.88
1D+2.2%
AH$55.58$55.98$56.37$56.77$57.165:30 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$0.19$1.54$2.89$4.24$5.59$52.33$54.47$56.62$58.76$60.9020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive O spot · $56.88O PRICE$0.34$0.47$0.60$0.73$0.86$0.99$1.22$1.46$1.70$1.93$2.17$2.40$3.37$0.45$0.57$0.73$0.91$1.09$1.27$1.46$1.69$2.10$2.52$2.93$3.35$5.20
PutsExpensive1.10×
CallsCheap0.95×
SkewBearish+4.22 pp
Implied moveBearish±$2.68
TiltBearish14.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ59.7818.6%5.7%53.8823.7%6.1%
25Δ59.3318.7%5.1%54.6623.0%4.9%
30Δ58.8818.7%4.6%55.2622.5%4.1%
35Δ58.4318.7%4.0%55.7322.3%3.6%
40Δ57.9718.8%3.4%56.2022.0%3.1%
45Δ57.5218.8%2.9%56.6721.8%2.6%
50Δ57.1218.8%2.6%57.1321.5%2.1%
55Δ56.7218.8%2.3%57.6221.4%1.7%
60Δ56.3218.8%2.0%58.1822.0%1.4%
65Δ55.9218.8%1.7%58.7422.6%1.2%
70Δ55.5218.7%1.4%59.3023.1%0.9%
75Δ55.1218.7%1.1%59.8623.7%0.6%
80Δ54.0220.9%0.9%61.7531.0%0.6%

20Δ

Calls
Pseudo strike
59.78
IV
18.6%
B/E move
5.7%
Puts
Pseudo strike
53.88
IV
23.7%
B/E move
6.1%

25Δ

Calls
Pseudo strike
59.33
IV
18.7%
B/E move
5.1%
Puts
Pseudo strike
54.66
IV
23.0%
B/E move
4.9%

30Δ

Calls
Pseudo strike
58.88
IV
18.7%
B/E move
4.6%
Puts
Pseudo strike
55.26
IV
22.5%
B/E move
4.1%

35Δ

Calls
Pseudo strike
58.43
IV
18.7%
B/E move
4.0%
Puts
Pseudo strike
55.73
IV
22.3%
B/E move
3.6%

40Δ

Calls
Pseudo strike
57.97
IV
18.8%
B/E move
3.4%
Puts
Pseudo strike
56.20
IV
22.0%
B/E move
3.1%

45Δ

Calls
Pseudo strike
57.52
IV
18.8%
B/E move
2.9%
Puts
Pseudo strike
56.67
IV
21.8%
B/E move
2.6%

50Δ

Calls
Pseudo strike
57.12
IV
18.8%
B/E move
2.6%
Puts
Pseudo strike
57.13
IV
21.5%
B/E move
2.1%

55Δ

Calls
Pseudo strike
56.72
IV
18.8%
B/E move
2.3%
Puts
Pseudo strike
57.62
IV
21.4%
B/E move
1.7%

60Δ

Calls
Pseudo strike
56.32
IV
18.8%
B/E move
2.0%
Puts
Pseudo strike
58.18
IV
22.0%
B/E move
1.4%

65Δ

Calls
Pseudo strike
55.92
IV
18.8%
B/E move
1.7%
Puts
Pseudo strike
58.74
IV
22.6%
B/E move
1.2%

70Δ

Calls
Pseudo strike
55.52
IV
18.7%
B/E move
1.4%
Puts
Pseudo strike
59.30
IV
23.1%
B/E move
0.9%

75Δ

Calls
Pseudo strike
55.12
IV
18.7%
B/E move
1.1%
Puts
Pseudo strike
59.86
IV
23.7%
B/E move
0.6%

80Δ

Calls
Pseudo strike
54.02
IV
20.9%
B/E move
0.9%
Puts
Pseudo strike
61.75
IV
31.0%
B/E move
0.6%

Options history

No recorded observations