I'm guessing you are using O'Day as a type of pitcher rather than as a specific trade target. The Os just re-signed him to a multi-year deal after outbidding the Nats. I don't think there is any way he would be traded. If you said Koji Uehara or Joe Smith, it might be more realistic. As for what it would take for that type (established righty set up guy who could close if necessary), I'm going to guess a guy like Motte who we just traded for, close to the majors as a reliever, or perhaps one of the pitching Taylor types and a good lower minors arm, or perhaps a good lower minors position prospect.