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O - Realty Income
Implied Volatility Analysis

Implied Volatility:
20.1%
Put/Call-Ratio:
0.56

Realty Income has an Implied Volatility (IV) of 20.1% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for O is 23 and the Implied Volatility Percentile (IVP) is 18. The current Implied Volatility Index for O is -0.99 standard deviations away from its 1 year mean.

Market Cap$40.46B
Dividend Yield4.51% ($2.91)
Next Earnings Date2/21/2023 (85d)
Next Dividend Date11/30/2022 (2d) !
Implied Volatility (IV) 30d
20.07
Implied Volatility Rank (IVR) 1y
22.62
Implied Volatility Percentile (IVP) 1y
17.86
Historical Volatility (HV) 30d
19.32
IV / HV
1.04
Open Interest
65.31K
Option Volume
629.00
Put/Call Ratio (Volume)
0.56

Data was calculated after the 11/25/2022 closing.

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