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O - Realty Income
Implied Volatility Analysis

Implied Volatility:
20.6%
Put/Call-Ratio:
0.53

Realty Income has an Implied Volatility (IV) of 20.6% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for O is 21 and the Implied Volatility Percentile (IVP) is 30. The current Implied Volatility Index for O is -0.66 standard deviations away from its 1 year mean.

Market Cap$41.36B
Dividend Yield4.28% ($2.68)
Next Earnings Date5/3/2023 (32d)
Implied Volatility (IV) 30d
20.63
Implied Volatility Rank (IVR) 1y
21.28
Implied Volatility Percentile (IVP) 1y
30.02
Historical Volatility (HV) 30d
24.62
IV / HV
0.84
Open Interest
64.86K
Option Volume
2.26K
Put/Call Ratio (Volume)
0.53

Data was calculated after the 3/31/2023 closing.

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