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O - Realty Income
Implied Volatility Analysis

Implied Volatility:
24.2%
Put/Call-Ratio:
1.13

Realty Income has an Implied Volatility (IV) of 24.2% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for O is 46 and the Implied Volatility Percentile (IVP) is 72. The current Implied Volatility Index for O is 0.58 standard deviations away from its 1 year mean.

Market Cap$41.07B
Dividend Yield4.21% ($2.87)
Next Earnings Date8/1/2022 (29d)
Implied Volatility (IV) 30d
24.20
Implied Volatility Rank (IVR) 1y
45.86
Implied Volatility Percentile (IVP) 1y
72.36
Historical Volatility (HV) 30d
26.86
IV / HV
0.90
Open Interest
53.75K
Option Volume
2.58K
Put/Call Ratio (Volume)
1.13

Data was calculated after the 7/1/2022 closing.

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