RIO option chain Rio Tinto Group
Cboe delayed options data · as of 22:01 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 ±16.3% (75.11–104.42) · ATM IV 30.4% · P/C open interest 0.94
| 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 | |
| 44.60 | 46.70 | 47.8% | 0.99 | 0.0010 | 0.000 | 45 | 0 | 0.6000 | 14 | 57.8% | -0.02 | 0.0016 | -0.005 | |||
| 42.20 | 44.10 | 0.99 | 0.0013 | 0.000 | 47.5 | 0.0500 | 0.6500 | 864 | 55.3% | -0.03 | 0.0020 | -0.006 | ||||
| 39.80 | 41.70 | 1 | 42.7% | 0.98 | 0.0016 | -0.000 | 50 | 0.1000 | 0.5500 | 126 | 50.6% | -0.03 | 0.0024 | -0.007 | ||
| 35.00 | 36.60 | 8 | 30.3% | 0.97 | 0.0024 | -0.002 | 55 | 0.2500 | 0.7500 | 163 | 47.2% | -0.04 | 0.0035 | -0.008 | ||
| 30.20 | 32.10 | 3 | 40.3% | 0.96 | 0.0038 | -0.004 | 60 | 0.4000 | 0.9500 | 225 | 42.8% | -0.07 | 0.0051 | -0.010 | ||
| 25.70 | 27.10 | 1 | 16 | 37.0% | 0.94 | 0.0057 | -0.007 | 65 | 0.7000 | 1.20 | 23 | 39.0% | -0.09 | 0.0073 | -0.013 | |
| 21.00 | 23.00 | 7 | 37.0% | 0.90 | 0.0085 | -0.010 | 70 | 1.30 | 1.85 | 1 | 235 | 37.4% | -0.14 | 0.0103 | -0.015 | |
| 16.80 | 18.60 | 8 | 34.9% | 0.85 | 0.0122 | -0.014 | 75 | 2.20 | 2.65 | 89 | 35.5% | -0.20 | 0.0140 | -0.018 | ||
| 14.80 | 16.40 | 1 | 33.6% | 0.82 | 0.0143 | -0.016 | 77.5 | 2.65 | 3.20 | 71 | 34.2% | -0.23 | 0.0160 | -0.019 | ||
| 13.00 | 14.30 | 21 | 32.8% | 0.78 | 0.0166 | -0.018 | 80 | 3.40 | 3.90 | 103 | 33.8% | -0.28 | 0.0180 | -0.020 | ||
| 11.20 | 12.50 | 8 | 32.1% | 0.74 | 0.0188 | -0.019 | 82.5 | 3.80 | 4.70 | 354 | 32.1% | -0.32 | 0.0199 | -0.021 | ||
| 9.60 | 10.80 | 2 | 31.6% | 0.69 | 0.0208 | -0.021 | 85 | 4.70 | 5.60 | 177 | 31.4% | -0.38 | 0.0215 | -0.022 | ||
| 8.20 | 9.20 | 22 | 31.3% | 0.63 | 0.0225 | -0.022 | 87.5 | 5.90 | 6.70 | 94 | 31.3% | -0.43 | 0.0226 | -0.022 | ||
| 6.90 | 7.80 | 198 | 31.0% | 0.57 | 0.0237 | -0.022 | 90 | 7.00 | 7.60 | 211 | 29.8% | -0.49 | 0.0233 | -0.022 | ||
| 5.70 | 6.60 | 46 | 30.8% | 0.51 | 0.0243 | -0.023 | 92.5 | 8.40 | 9.30 | 172 | 30.2% | -0.54 | 0.0233 | -0.022 | ||
| 4.70 | 5.50 | 1 | 186 | 30.5% | 0.45 | 0.0242 | -0.023 | 95 | 10.00 | 10.90 | 167 | 30.2% | -0.60 | 0.0228 | -0.021 | |
| 3.80 | 4.60 | 400 | 106 | 30.3% | 0.40 | 0.0235 | -0.022 | 97.5 | 11.50 | 12.70 | 146 | 30.0% | -0.65 | 0.0219 | -0.020 | |
| 3.10 | 3.70 | 400 | 551 | 30.0% | 0.35 | 0.0224 | -0.021 | 100 | 13.40 | 14.60 | 54 | 30.4% | -0.70 | 0.0206 | -0.018 | |
| 2.15 | 2.60 | 1 | 271 | 30.8% | 0.26 | 0.0193 | -0.019 | 105 | 17.20 | 18.70 | 19 | 30.6% | -0.77 | 0.0175 | -0.015 | |
| 1.40 | 1.85 | 1 | 554 | 31.2% | 0.19 | 0.0159 | -0.016 | 110 | 21.40 | 23.00 | 10 | 30.9% | -0.83 | 0.0144 | -0.012 | |
| 0.8500 | 1.35 | 127 | 31.6% | 0.14 | 0.0128 | -0.014 | 115 | 25.80 | 27.50 | 31.5% | -0.87 | 0.0115 | -0.010 | |||
| 0.5500 | 1.00 | 2 | 270 | 32.3% | 0.11 | 0.0102 | -0.011 | 120 | 30.40 | 32.20 | 1 | 31.8% | -0.91 | 0.0091 | -0.007 | |
| 0.5000 | 0.7500 | 77 | 34.0% | 0.08 | 0.0080 | -0.009 | 125 | 35.10 | 37.00 | 32.9% | -0.93 | 0.0072 | -0.005 | |||
| 0.1000 | 0.6500 | 59 | 33.4% | 0.06 | 0.0064 | -0.008 | 130 | 39.90 | 41.80 | 33.9% | -0.95 | 0.0058 | -0.003 | |||
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 — Mar 19, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs