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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Realty Income Corporation (O) - NYSE Next Earnings Date: Estimated on Nov. 2, 2026
OS Projected Window: Nov. 2, 2026 to Nov. 7, 2026
EVR: 1.0
Avg Daily Volume: 6,354,129    Market Cap: 53.6B
Sector: Real Estate    Short Interest: 4.33
Live Interactive Chart
Days to Next Earnings: 42 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 54
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. 5, 2026 AC 0.9 $62.70 @$62.50 $2.12
($62.70)
3.39% 3.58% O -0.54% I $62.36 $1.67
( $62.36 )
-21.23%
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 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Nov. 3, 2025 AC 0.8 $58.20 @$57.50
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

 
 
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