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Rio Tinto ADR RIO

BASIC MATERIALS · OTHER INDUSTRIAL METALS & MINING
i

Market dataready · fetched 2026-10-22T22:07:53.988Z

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 · 2026-10-22T20:10:00.00257341Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T22:07:52.296166+00:00

Share price$84.14
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$0.68$2.87$5.07$7.26$9.45$70.73$77.97$85.21$92.45$99.6920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive RIO spot · $84.14RIO PRICE$0.96$1.03$1.35$1.67$1.99$2.31$2.72$3.30$3.87$4.45$5.02$5.67$7.08$0.92$1.18$1.55$1.95$2.34$2.74$3.13$3.74$4.44$5.13$5.83$6.52$8.82
PutsCheap0.70×
CallsCheap0.93×
SkewNeutral-0.18 pp
Implied moveBearish±$5.85
TiltBearish7.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ101.1350.5%21.3%78.1432.5%8.2%
25Δ89.6829.7%7.8%79.7231.7%6.7%
30Δ88.6829.7%7.0%80.8031.5%5.8%
35Δ87.6729.7%6.2%81.7831.4%5.1%
40Δ86.6729.7%5.4%82.7631.3%4.4%
45Δ85.6629.6%4.6%83.7331.1%3.7%
50Δ84.6829.7%3.9%84.7131.0%3.0%
55Δ83.7329.9%3.4%85.7331.0%2.6%
60Δ82.7730.1%3.0%86.7731.0%2.1%
65Δ81.8230.3%2.5%87.8131.0%1.7%
70Δ80.8730.5%2.1%88.8531.0%1.3%
75Δ79.8630.8%1.7%89.8931.0%0.9%
80Δ78.1932.2%1.4%92.3934.6%0.7%

20Δ

Calls
Pseudo strike
101.13
IV
50.5%
B/E move
21.3%
Puts
Pseudo strike
78.14
IV
32.5%
B/E move
8.2%

25Δ

Calls
Pseudo strike
89.68
IV
29.7%
B/E move
7.8%
Puts
Pseudo strike
79.72
IV
31.7%
B/E move
6.7%

30Δ

Calls
Pseudo strike
88.68
IV
29.7%
B/E move
7.0%
Puts
Pseudo strike
80.80
IV
31.5%
B/E move
5.8%

35Δ

Calls
Pseudo strike
87.67
IV
29.7%
B/E move
6.2%
Puts
Pseudo strike
81.78
IV
31.4%
B/E move
5.1%

40Δ

Calls
Pseudo strike
86.67
IV
29.7%
B/E move
5.4%
Puts
Pseudo strike
82.76
IV
31.3%
B/E move
4.4%

45Δ

Calls
Pseudo strike
85.66
IV
29.6%
B/E move
4.6%
Puts
Pseudo strike
83.73
IV
31.1%
B/E move
3.7%

50Δ

Calls
Pseudo strike
84.68
IV
29.7%
B/E move
3.9%
Puts
Pseudo strike
84.71
IV
31.0%
B/E move
3.0%

55Δ

Calls
Pseudo strike
83.73
IV
29.9%
B/E move
3.4%
Puts
Pseudo strike
85.73
IV
31.0%
B/E move
2.6%

60Δ

Calls
Pseudo strike
82.77
IV
30.1%
B/E move
3.0%
Puts
Pseudo strike
86.77
IV
31.0%
B/E move
2.1%

65Δ

Calls
Pseudo strike
81.82
IV
30.3%
B/E move
2.5%
Puts
Pseudo strike
87.81
IV
31.0%
B/E move
1.7%

70Δ

Calls
Pseudo strike
80.87
IV
30.5%
B/E move
2.1%
Puts
Pseudo strike
88.85
IV
31.0%
B/E move
1.3%

75Δ

Calls
Pseudo strike
79.86
IV
30.8%
B/E move
1.7%
Puts
Pseudo strike
89.89
IV
31.0%
B/E move
0.9%

80Δ

Calls
Pseudo strike
78.19
IV
32.2%
B/E move
1.4%
Puts
Pseudo strike
92.39
IV
34.6%
B/E move
0.7%

Options history

No recorded observations