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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Realty Income Corporation (O) - NYSE Next Earnings Date: Aug. 6, 2025 AC
EVR: 0.8
Avg Daily Volume: 5,861,766    Market Cap: 51.6B
Sector: Financial    Short Interest: 3.34
Live Interactive Chart
Days to Next Earnings: 5 Days
Implied Move Monthly: 3.18%       Expires on: Aug. 15, 2025

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 50
Earnings Date Pre-ER EVR IMPLIED MOVE APPROACHING EARNINGS Inside or Outside IMPL. Move
POST EARNINGS: At Market Close
Pre-ER Close Position Straddle @Trade Price Implied Move Max Move I/O Closing Move I/O Close Price Straddle @Trade Price Return
Aug. 6, 2025 AC None $0.00 @$57.50 $1.80
($56.57)
3.18% -None% I -None% I $0.00 $0.00
( N/A )
None%
May 5, 2025 AC 0.9 $56.94 @$57.50 $1.85
($56.94)
3.22% 1.07% I -0.26% I $56.79 $1.55
( $56.79 )
-16.22%
Feb. 24, 2025 AC 0.7 $57.31 @$57.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Nov. 4, 2024 AC 0.7 $59.29 @$60.00
Aug. 5, 2024 AC 0.6 $59.18 @$60.00
May 6, 2024 AC 0.7 $55.45 @$55.00
Feb. 20, 2024 AC 0.7 $52.47 @$52.50
Nov. 6, 2023 AC 0.7 $50.46 @$50.00
Aug. 2, 2023 AC 0.7 $60.37 @$60.00
May 3, 2023 AC 0.8 $60.97 @$60.00

 
 
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