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Realty Income options imply 1.3% move in share price post-earnings

Realty Income options imply 1.3% move in share price post-earnings

Pre-earnings options volume in Realty Income (O) is 1.6x normal with calls leading puts 5:2. Implied volatility suggests the market is anticipating a move near 1.3%, or 77c, after results are released. Median move over the past eight quarters is 0.8%.

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