IntraAlpha
Create free account Start free

Rio Tinto ADR RIO

BASIC MATERIALS · OTHER INDUSTRIAL METALS & MINING
i

Market dataready · fetched 2026-10-22T23:50:19.416Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T23:14:57.35195163Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T23:50:17.962218+00:00

Share price$84.60
1D-0.7%
AH$83.68$84.01$84.33$84.65$84.985:30 AM6:30 AM9:00 AM1:00 PM2:00 PMRIO
Sold putSold callAH

Rio Tinto ADR options

Live interpolated RIO call and put midpoint premiums by absolute delta.Rio Tinto ADR$0.63$3.70$6.77$9.84$12.91$71.18$78.30$85.41$92.53$99.6420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive RIO spot · $84.60RIO PRICE$0.97$0.97$1.27$1.58$1.88$2.18$2.48$2.97$3.48$3.99$4.50$5.02$5.53$0.96$1.24$1.66$2.08$2.51$2.93$3.43$4.20$4.97$5.74$6.51$8.85$12.02
PutsCheap0.79×
CallsCheap0.85×
SkewBearish+6.23 pp
Implied moveBearish±$5.92
TiltBearish21.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ103.0152.7%22.9%78.4033.8%8.5%
25Δ89.8528.2%7.4%80.0333.1%6.9%
30Δ88.9128.0%6.6%81.0833.2%6.1%
35Δ87.9627.8%5.8%82.1233.2%5.4%
40Δ87.0227.6%5.1%83.1633.3%4.7%
45Δ86.0827.4%4.3%84.2133.4%3.9%
50Δ85.1327.3%3.6%85.2833.5%3.3%
55Δ84.2727.0%3.1%86.4233.9%2.8%
60Δ83.4226.8%2.7%87.5734.4%2.4%
65Δ82.5826.5%2.3%88.7234.8%1.9%
70Δ81.7326.3%1.9%89.8635.2%1.5%
75Δ80.8826.0%1.5%92.4239.9%1.2%
80Δ80.0325.8%1.1%95.7646.7%1.0%

20Δ

Calls
Pseudo strike
103.01
IV
52.7%
B/E move
22.9%
Puts
Pseudo strike
78.40
IV
33.8%
B/E move
8.5%

25Δ

Calls
Pseudo strike
89.85
IV
28.2%
B/E move
7.4%
Puts
Pseudo strike
80.03
IV
33.1%
B/E move
6.9%

30Δ

Calls
Pseudo strike
88.91
IV
28.0%
B/E move
6.6%
Puts
Pseudo strike
81.08
IV
33.2%
B/E move
6.1%

35Δ

Calls
Pseudo strike
87.96
IV
27.8%
B/E move
5.8%
Puts
Pseudo strike
82.12
IV
33.2%
B/E move
5.4%

40Δ

Calls
Pseudo strike
87.02
IV
27.6%
B/E move
5.1%
Puts
Pseudo strike
83.16
IV
33.3%
B/E move
4.7%

45Δ

Calls
Pseudo strike
86.08
IV
27.4%
B/E move
4.3%
Puts
Pseudo strike
84.21
IV
33.4%
B/E move
3.9%

50Δ

Calls
Pseudo strike
85.13
IV
27.3%
B/E move
3.6%
Puts
Pseudo strike
85.28
IV
33.5%
B/E move
3.3%

55Δ

Calls
Pseudo strike
84.27
IV
27.0%
B/E move
3.1%
Puts
Pseudo strike
86.42
IV
33.9%
B/E move
2.8%

60Δ

Calls
Pseudo strike
83.42
IV
26.8%
B/E move
2.7%
Puts
Pseudo strike
87.57
IV
34.4%
B/E move
2.4%

65Δ

Calls
Pseudo strike
82.58
IV
26.5%
B/E move
2.3%
Puts
Pseudo strike
88.72
IV
34.8%
B/E move
1.9%

70Δ

Calls
Pseudo strike
81.73
IV
26.3%
B/E move
1.9%
Puts
Pseudo strike
89.86
IV
35.2%
B/E move
1.5%

75Δ

Calls
Pseudo strike
80.88
IV
26.0%
B/E move
1.5%
Puts
Pseudo strike
92.42
IV
39.9%
B/E move
1.2%

80Δ

Calls
Pseudo strike
80.03
IV
25.8%
B/E move
1.1%
Puts
Pseudo strike
95.76
IV
46.7%
B/E move
1.0%

Options history

No recorded observations