Open
⌘K
Sign in Sign up

Realty Income Corporation O 59.22 1.72 2.99%

Previous-day view · Wed Nov 4 close. You are previewing the previous trading day. Subscribe to see today live and every other date — Trader is $59/mo. Sign up Sign in

Expected move

November 04, 2026 close · $59.10
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±0.8% ±$0.46 $58.64 – $59.56 $58.54 – $59.66 $58.11 – $60.09
2 sessions ±1.1% ±$0.64 $58.46 – $59.74 $58.32 – $59.88 $57.72 – $60.48
3 sessions ±1.4% ±$0.81 $58.29 – $59.91 $58.14 – $60.06 $57.38 – $60.82
1 week ±1.7% ±$1.03 $58.07 – $60.13 $57.84 – $60.36 $56.91 – $61.29
2 weeks ±2.4% ±$1.44 $57.66 – $60.54 $57.32 – $60.88 $56.02 – $62.18
3 weeks ±3.1% ±$1.81 $57.29 – $60.91 $56.85 – $61.35 $55.28 – $62.92
1 month ±3.7% ±$2.18 $56.92 – $61.28 $56.38 – $61.82 $54.48 – $63.72
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. Draw the cone on the chart →

Volatility premium

Beta
The forecast is for the current session, which this plan does not open.

Earnings: priced against what happened

Average implied move
±2.98%
Average actual move
1.35%
Beyond the implied move
1 / 3
Median IV change
-18.24%
Reaction session Implied Actual Used ATM IV before → after
May 07, 2026 ±2.97% -3.47% 1.17× —
August 07, 2025 ±2.77% +0.32% 0.11× 21.5% → 16.8%
May 06, 2025 ±3.21% -0.26% 0.08× 22.5% → 17.9%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →