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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Realty Income Corporation (O) - NYSE Next Earnings Date: OS Estimate: Aug. 3, 2026 AC
OS Projected Window: Aug. 3, 2026 to Aug. 8, 2026
EVR: 0.9
Avg Daily Volume: 5,724,154    Market Cap: 59.1B
Sector: Financial    Short Interest: 3.3
Live Interactive Chart
Days to Next Earnings: 66 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 53
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 6, 2026 AC 0.9 $64.01 @$65.00 $1.85
($64.01)
2.85% -3.89% O -3.46% O $61.79 $2.93
( $61.79 )
58.38%
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 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 6, 2025 AC 0.8 $56.91 @$57.50
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

 
 
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