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Realty Income Corporation O

i

Market datapartial · fetched 2026-10-22T21:56:08.333Z

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 · 2026-10-22T21:52:42.092736193Z

FundamentalsAlpha Vantage · unavailable

Share price$56.91
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$0.18$1.61$3.04$4.47$5.90$52.31$54.47$56.62$58.78$60.9420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive O spot · $56.91O PRICE$0.34$0.47$0.60$0.73$0.86$0.98$1.21$1.44$1.67$1.90$2.13$2.37$3.14$0.45$0.57$0.73$0.92$1.10$1.29$1.47$1.73$2.15$2.57$2.99$3.41$5.49
PutsExpensive1.12×
CallsCheap0.93×
SkewBearish+4.95 pp
Implied moveBearish±$2.68
TiltBearish16.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ59.7918.5%5.6%53.8923.8%6.1%
25Δ59.3418.5%5.1%54.6823.1%4.9%
30Δ58.8918.5%4.5%55.2822.7%4.2%
35Δ58.4518.5%4.0%55.7522.4%3.6%
40Δ58.0018.6%3.4%56.2322.2%3.1%
45Δ57.5518.6%2.9%56.7022.0%2.6%
50Δ57.1518.5%2.5%57.1721.7%2.1%
55Δ56.7618.5%2.3%57.6721.8%1.7%
60Δ56.3718.4%2.0%58.2422.4%1.4%
65Δ55.9718.4%1.7%58.8123.0%1.2%
70Δ55.5818.3%1.4%59.3723.6%0.9%
75Δ55.1818.3%1.1%59.9424.3%0.7%
80Δ54.2619.7%0.9%62.0432.7%0.6%

20Δ

Calls
Pseudo strike
59.79
IV
18.5%
B/E move
5.6%
Puts
Pseudo strike
53.89
IV
23.8%
B/E move
6.1%

25Δ

Calls
Pseudo strike
59.34
IV
18.5%
B/E move
5.1%
Puts
Pseudo strike
54.68
IV
23.1%
B/E move
4.9%

30Δ

Calls
Pseudo strike
58.89
IV
18.5%
B/E move
4.5%
Puts
Pseudo strike
55.28
IV
22.7%
B/E move
4.2%

35Δ

Calls
Pseudo strike
58.45
IV
18.5%
B/E move
4.0%
Puts
Pseudo strike
55.75
IV
22.4%
B/E move
3.6%

40Δ

Calls
Pseudo strike
58.00
IV
18.6%
B/E move
3.4%
Puts
Pseudo strike
56.23
IV
22.2%
B/E move
3.1%

45Δ

Calls
Pseudo strike
57.55
IV
18.6%
B/E move
2.9%
Puts
Pseudo strike
56.70
IV
22.0%
B/E move
2.6%

50Δ

Calls
Pseudo strike
57.15
IV
18.5%
B/E move
2.5%
Puts
Pseudo strike
57.17
IV
21.7%
B/E move
2.1%

55Δ

Calls
Pseudo strike
56.76
IV
18.5%
B/E move
2.3%
Puts
Pseudo strike
57.67
IV
21.8%
B/E move
1.7%

60Δ

Calls
Pseudo strike
56.37
IV
18.4%
B/E move
2.0%
Puts
Pseudo strike
58.24
IV
22.4%
B/E move
1.4%

65Δ

Calls
Pseudo strike
55.97
IV
18.4%
B/E move
1.7%
Puts
Pseudo strike
58.81
IV
23.0%
B/E move
1.2%

70Δ

Calls
Pseudo strike
55.58
IV
18.3%
B/E move
1.4%
Puts
Pseudo strike
59.37
IV
23.6%
B/E move
0.9%

75Δ

Calls
Pseudo strike
55.18
IV
18.3%
B/E move
1.1%
Puts
Pseudo strike
59.94
IV
24.3%
B/E move
0.7%

80Δ

Calls
Pseudo strike
54.26
IV
19.7%
B/E move
0.9%
Puts
Pseudo strike
62.04
IV
32.7%
B/E move
0.6%

Options history

No recorded observations