IntraAlpha
Create free account Start free

Rio Tinto plc RIO

BASIC MATERIALS · OTHER INDUSTRIAL METALS & MINING
i

Market dataready · fetched 2026-11-12T02:36:49.782Z

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: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-12T00:07:26.498504192Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-12T02:36:48.685235+00:00

Share price$84.64
1D-0.2%
AH$84.32$84.54$84.76$84.98$85.205:30 AM6:30 AM9:00 AM1:00 PM2:00 PMRIO
Sold putSold callAH

Rio Tinto plc options

Live interpolated RIO call and put midpoint premiums by absolute delta.Rio Tinto plc$0.31$2.12$3.93$5.74$7.55$78.63$81.94$85.25$88.56$91.8720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive RIO spot · $84.64RIO PRICE$0.50$0.66$0.81$0.96$1.11$1.26$1.51$1.88$2.25$2.63$3.00$3.38$3.75$0.56$0.75$0.95$1.14$1.33$1.52$1.71$2.29$3.08$3.86$4.65$5.44$7.03
PutsExpensive1.17×
CallsCheap0.63×
SkewBearish+7.54 pp
Implied moveBearish±$3.22
TiltBearish18.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ89.1233.7%5.9%80.8233.7%5.2%
25Δ88.3932.6%5.2%81.4833.2%4.6%
30Δ87.6531.6%4.5%82.1432.8%4.1%
35Δ86.9130.6%3.8%82.8032.3%3.5%
40Δ86.1729.6%3.1%83.4631.8%3.0%
45Δ85.4328.5%2.4%84.1131.4%2.4%
50Δ84.7727.8%1.9%84.7730.9%1.9%
55Δ84.2327.3%1.7%85.6132.7%1.6%
60Δ83.6926.8%1.5%86.5435.6%1.4%
65Δ83.1526.4%1.3%87.4738.5%1.2%
70Δ82.6125.9%1.1%88.4041.4%1.0%
75Δ82.0625.5%0.9%89.3344.4%0.9%
80Δ81.5225.0%0.7%91.0550.6%0.7%

20Δ

Calls
Pseudo strike
89.12
IV
33.7%
B/E move
5.9%
Puts
Pseudo strike
80.82
IV
33.7%
B/E move
5.2%

25Δ

Calls
Pseudo strike
88.39
IV
32.6%
B/E move
5.2%
Puts
Pseudo strike
81.48
IV
33.2%
B/E move
4.6%

30Δ

Calls
Pseudo strike
87.65
IV
31.6%
B/E move
4.5%
Puts
Pseudo strike
82.14
IV
32.8%
B/E move
4.1%

35Δ

Calls
Pseudo strike
86.91
IV
30.6%
B/E move
3.8%
Puts
Pseudo strike
82.80
IV
32.3%
B/E move
3.5%

40Δ

Calls
Pseudo strike
86.17
IV
29.6%
B/E move
3.1%
Puts
Pseudo strike
83.46
IV
31.8%
B/E move
3.0%

45Δ

Calls
Pseudo strike
85.43
IV
28.5%
B/E move
2.4%
Puts
Pseudo strike
84.11
IV
31.4%
B/E move
2.4%

50Δ

Calls
Pseudo strike
84.77
IV
27.8%
B/E move
1.9%
Puts
Pseudo strike
84.77
IV
30.9%
B/E move
1.9%

55Δ

Calls
Pseudo strike
84.23
IV
27.3%
B/E move
1.7%
Puts
Pseudo strike
85.61
IV
32.7%
B/E move
1.6%

60Δ

Calls
Pseudo strike
83.69
IV
26.8%
B/E move
1.5%
Puts
Pseudo strike
86.54
IV
35.6%
B/E move
1.4%

65Δ

Calls
Pseudo strike
83.15
IV
26.4%
B/E move
1.3%
Puts
Pseudo strike
87.47
IV
38.5%
B/E move
1.2%

70Δ

Calls
Pseudo strike
82.61
IV
25.9%
B/E move
1.1%
Puts
Pseudo strike
88.40
IV
41.4%
B/E move
1.0%

75Δ

Calls
Pseudo strike
82.06
IV
25.5%
B/E move
0.9%
Puts
Pseudo strike
89.33
IV
44.4%
B/E move
0.9%

80Δ

Calls
Pseudo strike
81.52
IV
25.0%
B/E move
0.7%
Puts
Pseudo strike
91.05
IV
50.6%
B/E move
0.7%

Options history

IV · four-Friday blend31.70%
Daily EOD
RIO29.5%30.8%32.1%2026-10-19: 30.66%2026-10-20: 29.68%2026-10-21: 30.04%2026-10-22: 29.91%2026-10-23: 30.83%2026-10-26: 31.20%2026-10-27: 30.58%2026-10-28: 31.23%2026-10-29: 31.95%2026-10-30: 31.70%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
30.66%
29.68%
30.04%
29.91%
30.83%
31.20%
30.58%
31.23%
31.95%
31.70%