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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Realty Income Corporation (O) - NYSE Next Earnings Date: OS Estimate: Aug. 4, 2025 AC
OS Projected Window: Aug. 4, 2025 to Aug. 9, 2025
EVR: 0.8
Avg Daily Volume: 5,199,202    Market Cap: 50.6B
Sector: Financial    Short Interest: 2.4
Live Interactive Chart
Days to Next Earnings: 55 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 49
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
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 $2.25
($57.31)
3.91% -5.54% O -1.86% I $56.24 $2.40
( $56.24 )
6.67%
Nov. 4, 2024 AC 0.7 $59.29 @$60.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Feb. 21, 2023 AC 0.8 $65.22 @$65.00

 
 
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