RIO option chain Rio Tinto Group
Cboe delayed options data · as of 15:43 UTC
Each row is one strike. The left half is the call, the right half the put. Bid/ask are what buyers and sellers currently quote; volume is contracts traded this session; open interest is standing contracts. The highlighted row sits closest to the stock price.
This expiration prices a move of about ±7.1% (83.62–96.38) · ATM IV 28.4% · P/C open interest 1.83
| CALLS | Strike | PUTS | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Ask | Vol | OIThe number of option contracts currently outstanding at a strike or expiration. High open interest shows where positions are concentrated. | IV | ΔModel sensitivity of an option's price to a $1 move in the stock; also used as a rough moneyness scale (a 25-delta option is well out of the money). | Γ | Θ | Bid | Ask | Vol | OI | IV | Δ | Γ | Θ | |
| 38.40 | 42.60 | 84.7% | 1.00 | 0.0002 | -0.001 | 50 | 0 | 1.00 | 116.8% | -0.00 | 0.0002 | -0.001 | ||||
| 33.50 | 37.50 | 68.7% | 1.00 | 0.0004 | -0.001 | 55 | 0 | 0.7500 | 94.9% | -0.00 | 0.0004 | -0.001 | ||||
| 28.40 | 32.60 | 53.5% | 1.00 | 0.0008 | -0.002 | 60 | 0 | 0.6000 | 6 | 77.2% | -0.00 | 0.0008 | -0.002 | |||
| 23.60 | 27.50 | 48.4% | 0.99 | 0.0018 | -0.004 | 65 | 0 | 0.3500 | 1 | 58.2% | -0.01 | 0.0018 | -0.004 | |||
| 19.10 | 22.60 | 53.3% | 0.98 | 0.0040 | -0.007 | 70 | 0 | 2.20 | 6 | 72.4% | -0.02 | 0.0040 | -0.007 | |||
| 15.40 | 16.90 | 48.4% | 0.96 | 0.0090 | -0.013 | 75 | 0.1000 | 0.8000 | 3 | 197 | 44.7% | -0.04 | 0.0091 | -0.013 | ||
| 10.70 | 12.10 | 39.5% | 0.90 | 0.0194 | -0.024 | 80 | 0.4000 | 0.6000 | 161 | 1,117 | 33.6% | -0.10 | 0.0196 | -0.024 | ||
| 6.40 | 7.20 | 17 | 104 | 30.3% | 0.77 | 0.0362 | -0.037 | 85 | 1.00 | 1.35 | 33 | 319 | 29.8% | -0.24 | 0.0367 | -0.037 |
| 3.10 | 3.70 | 262 | 594 | 27.8% | 0.55 | 0.0497 | -0.045 | 90 | 2.85 | 3.10 | 379 | 4,002 | 29.1% | -0.46 | 0.0508 | -0.046 |
| 1.45 | 1.55 | 403 | 486 | 28.2% | 0.31 | 0.0446 | -0.040 | 95 | 5.80 | 6.30 | 6 | 691 | 29.3% | -0.70 | 0.0465 | -0.041 |
| 0.4500 | 0.6000 | 116 | 634 | 28.4% | 0.15 | 0.0284 | -0.027 | 100 | 9.10 | 10.50 | 65 | 20.9% | -0.87 | 0.0309 | -0.029 | |
| 0.2000 | 0.3000 | 186 | 239 | 31.0% | 0.07 | 0.0152 | -0.016 | 105 | 12.90 | 15.30 | 7 | -0.96 | 0.0161 | -0.017 | ||
| 0 | 0.2000 | 64 | 190 | 32.4% | 0.03 | 0.0078 | -0.009 | 110 | 18.50 | 21.90 | 48.6% | -0.99 | 0.0050 | -0.005 | ||
| 0 | 0.1500 | 1 | 1,233 | 36.7% | 0.02 | 0.0040 | -0.005 | 115 | 22.60 | 26.90 | -1.00 | 0.0008 | -0.000 | |||
| 0 | 0.3500 | 7 | 48.0% | 0.01 | 0.0021 | -0.003 | 120 | 28.40 | 31.80 | 61.0% | -1.00 | 0.0000 | 0.000 | |||
| 0 | 0.5000 | 57.0% | 0.00 | 0.0011 | -0.002 | 125 | 32.60 | 36.90 | -1.00 | 0.0000 | 0.000 | |||||
| 0 | 0.9500 | 15 | 70.3% | 0.00 | 0.0006 | -0.001 | 130 | 37.60 | 41.90 | -1.00 | 0.0000 | 0.000 | ||||
| 0 | 2.15 | 90.6% | 0.00 | 0.0004 | -0.001 | 135 | 42.60 | 46.90 | -1.00 | 0.0000 | 0.000 | |||||
Strikes shown: within ±50% of the underlying price. Intrinsic value = max(0, price − strike) for calls, max(0, strike − price) for puts; extrinsic = option price − intrinsic. Greeks and IV as computed by the exchange feed.
Volatility smile — Nov 20, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs