Historical Volatility (Close-to-Close) (30-Day)

Historical Volatility (Close-to-Close): The past volatility of the security over the selected time frame, calculated using the closing price on each trading day.

Realty Income Corporation (O) had 30-Day Historical Volatility (Close-to-Close) of 0.2203 for 2024-04-18.

10-Day 20-Day 30-Day 60-Day
90-Day 120-Day 150-Day 180-Day

Figures for 2024-04-18

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2203
Historical Volatility (Parkinson)	0.1514
Implied Volatility (Calls)	0.1874
Implied Volatility (Puts)	0.2317
Implied Volatility (Mean)	0.2095
Put-Call Implied Volatility Ratio	1.2364
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	1.7997
Put-Call Ratio (Open Interest)	0.4890
Forward Price	52.00
Call Breakeven Price	56.98
Put Breakeven Price	48.08
Option Breakeven Price	54.06