O options: IV rank, expected move and trade screens
Realty Income Corp · Real Estate
As of the close on . In the app, data is refreshed intraday.
O closed at $54.13 on Oct 2, 2026 with 30-day implied volatility of 18.9%. That is in the upper half of its one-year range (IV rank 57), so premiums are somewhat richer than usual for O. Measured by IV percentile, IV is higher than 76% of the past year's readings. Options expiring Oct 16 (14 days out) price a one standard deviation move of about $1.93, or 3.6%.
The price is below both its 50-day (-10.7%) and 200-day (-12.4%) moving averages. It is trading within 1.1% of its 52-week low. The 14-day RSI of 20.2 is under 30, a level often described as oversold. The 14-day average true range is $0.87, about 1.6% of the price, a measure of a typical day's range.
Option volume at the close (4.43K contracts) was 0.7x its average, quieter than usual. A negative beta of -0.01 means O has tended to move against the broad market. None of our preset screens found trades on O at the close.
O stats at the close
- Price
- $54.13
- Market cap $51.2B
- Implied volatility
- 18.9%
- 30-day, at the money
- IV rank
- 57
- IV sits 57% of the way from its one-year low to its one-year high.
- IV percentile
- 76
- IV is higher than 76% of the past year's readings.
- ATR (14-day)
- $0.87
- 1.6% of the price on a typical day
- RSI (14-day)
- 20.2
- Under 30, often called oversold
- 52-week range
- -19.9% from high
- +1.1% from the 52-week low
- Moving averages
- -10.7% vs 50-day
- -12.4% vs the 200-day
- Beta
- -0.01
- Sensitivity to the broad market
- Option volume
- 0.7x avg
- 4.43K contracts vs 6.31K average
O expected move by expiration
Expected move = price x at-the-money IV x the square root of (days to expiration / 365), a one standard deviation range. The straddle is the at-the-money call plus put, the market's own price for a move. Compare expected moves across stocks.
| Expiration | IV | Expected move | 1 SD range | Straddle |
|---|---|---|---|---|
| Oct 16, 202614 days | 18.2% | ±$1.93 (3.6%) | $52.20 to $56.06 | $1.67 |
| Nov 20, 202649 days | 19.1% | ±$3.80 (7.0%) | $50.33 to $57.93 | $3.08 |
| Dec 18, 202677 days | 19.3% | ±$4.80 (8.9%) | $49.33 to $58.93 | $3.85 |
Each expiration has its own implied volatility, and short-dated IV reacts more to near-term events, so the nearest expiration can differ a lot from the 30-day figure.
Trades that pass our screens as of the close
O options FAQ
- What is O's IV rank?
- At the close on Oct 2, 2026, O's IV rank was 57 with 30-day implied volatility of 18.9%. IV sits 57% of the way from its one-year low to its one-year high. Its IV percentile was 76: IV is higher than 76% of the past year's readings.
- What is the expected move for O?
- Based on the close on Oct 2, 2026, options expiring Oct 16, 2026 priced a one standard deviation move of $1.93 (3.6%), a range of $52.20 to $56.06. Roughly two times in three, the stock would finish inside that range if the options are priced fairly.
- Is O option volume above average?
- On Oct 2, 2026, O option volume was 0.7x its average, quieter than usual.
More market data
Market data as of the prior close, for information and education only. Not investment advice. Options involve substantial risk and are not suitable for every investor. See our Terms of Service.