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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Realty Income Corporation (O) - NYSE Next Earnings Date: Estimated on May 4, 2026
OS Projected Window: May 4, 2026 to May 9, 2026
EVR: 0.9
Avg Daily Volume: 6,886,124    Market Cap: 60.4B
Sector: Financial    Short Interest: 3.62
Live Interactive Chart
Days to Next Earnings: 55 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 52
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
Feb. 24, 2026 AC 0.9 $66.52 @$67.50 $2.85
($66.52)
4.22% -2.28% I -0.79% I $65.99 $2.85
( $65.99 )
0.0%
Nov. 3, 2025 AC 0.8 $58.20 @$57.50 $2.27
($58.20)
3.95% -3.86% I -3.53% I $56.14 $2.05
( $56.14 )
-9.69%
Aug. 6, 2025 AC 0.8 $56.91 @$57.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 5, 2025 AC 0.9 $56.94 @$57.50
Feb. 24, 2025 AC 0.7 $57.31 @$57.50
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

 
 
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