RIO option chain Rio Tinto Group
Cboe delayed options data · as of 00:38 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 ±19.3% (83.02–122.62) · ATM IV 31.7% · P/C open interest 0.64
| 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 | |
| 47.40 | 51.30 | 8 | 46.1% | 0.98 | 0.0015 | 0.000 | 55 | 0 | 2.95 | 84 | 64.3% | -0.04 | 0.0020 | -0.007 | ||
| 43.70 | 46.60 | 3 | 54.7% | 0.97 | 0.0021 | 0.000 | 60 | 0.5500 | 2.85 | 174 | 59.2% | -0.05 | 0.0027 | -0.009 | ||
| 39.00 | 41.90 | 50.3% | 0.96 | 0.0029 | -0.002 | 65 | 0.8000 | 1.55 | 1 | 7 | 47.0% | -0.06 | 0.0037 | -0.010 | ||
| 34.40 | 37.00 | 7 | 45.4% | 0.94 | 0.0040 | -0.005 | 70 | 0.1500 | 3.70 | 222 | 47.2% | -0.08 | 0.0049 | -0.012 | ||
| 29.90 | 32.60 | 7 | 43.0% | 0.91 | 0.0055 | -0.007 | 75 | 0.5500 | 4.00 | 86 | 43.1% | -0.11 | 0.0065 | -0.014 | ||
| 26.60 | 30.40 | 1 | 37.4% | 0.90 | 0.0064 | -0.009 | 77.5 | 1.50 | 4.30 | 6 | 43.7% | -0.13 | 0.0074 | -0.015 | ||
| 25.60 | 28.20 | 14 | 40.5% | 0.88 | 0.0074 | -0.010 | 80 | 2.10 | 4.60 | 75 | 42.8% | -0.15 | 0.0084 | -0.016 | ||
| 23.70 | 24.90 | 1 | 9 | 36.3% | 0.86 | 0.0084 | -0.012 | 82.5 | 0.6000 | 3.10 | 56 | 31.2% | -0.17 | 0.0095 | -0.017 | |
| 21.50 | 23.40 | 2 | 36.6% | 0.84 | 0.0096 | -0.013 | 85 | 3.00 | 5.00 | 49 | 39.1% | -0.20 | 0.0106 | -0.018 | ||
| 19.60 | 22.10 | 22 | 37.6% | 0.81 | 0.0108 | -0.015 | 87.5 | 3.50 | 5.80 | 64 | 38.5% | -0.23 | 0.0117 | -0.019 | ||
| 17.80 | 20.40 | 2 | 203 | 37.5% | 0.78 | 0.0120 | -0.017 | 90 | 4.10 | 5.90 | 205 | 36.4% | -0.26 | 0.0129 | -0.020 | |
| 16.00 | 18.40 | 2 | 22 | 36.2% | 0.75 | 0.0132 | -0.018 | 92.5 | 3.60 | 7.30 | 106 | 34.5% | -0.29 | 0.0140 | -0.021 | |
| 14.40 | 16.90 | 50 | 36.2% | 0.71 | 0.0144 | -0.019 | 95 | 4.10 | 8.00 | 110 | 33.1% | -0.33 | 0.0150 | -0.021 | ||
| 11.50 | 15.10 | 43 | 32.7% | 0.68 | 0.0155 | -0.020 | 97.5 | 5.20 | 9.10 | 136 | 33.1% | -0.37 | 0.0158 | -0.022 | ||
| 11.40 | 13.50 | 2 | 523 | 34.6% | 0.64 | 0.0164 | -0.021 | 100 | 6.00 | 9.90 | 50 | 31.8% | -0.41 | 0.0165 | -0.022 | |
| 7.40 | 11.00 | 291 | 31.7% | 0.55 | 0.0175 | -0.023 | 105 | 8.40 | 12.80 | 19 | 31.8% | -0.49 | 0.0172 | -0.022 | ||
| 5.50 | 9.20 | 497 | 32.3% | 0.47 | 0.0177 | -0.023 | 110 | 11.30 | 15.50 | 1 | 30.9% | -0.57 | 0.0171 | -0.021 | ||
| 3.30 | 7.20 | 139 | 30.8% | 0.39 | 0.0170 | -0.022 | 115 | 14.80 | 18.90 | 31.1% | -0.65 | 0.0162 | -0.019 | |||
| 1.90 | 5.00 | 183 | 28.8% | 0.32 | 0.0157 | -0.021 | 120 | 18.80 | 22.80 | 1 | 32.0% | -0.71 | 0.0148 | -0.017 | ||
| 1.00 | 3.40 | 74 | 27.5% | 0.26 | 0.0141 | -0.019 | 125 | 23.10 | 27.00 | 33.3% | -0.77 | 0.0132 | -0.014 | |||
| 0.3000 | 4.00 | 50 | 30.8% | 0.21 | 0.0123 | -0.017 | 130 | 27.30 | 31.30 | 34.0% | -0.81 | 0.0115 | -0.012 | |||
| 0.0500 | 3.60 | 8 | 32.2% | 0.17 | 0.0106 | -0.015 | 135 | 31.80 | 35.50 | 34.4% | -0.85 | 0.0100 | -0.009 | |||
| 0 | 1.65 | 11 | 28.5% | 0.13 | 0.0091 | -0.013 | 140 | 36.30 | 39.10 | 31.9% | -0.88 | 0.0096 | -0.008 | |||
| 0.9000 | 1.35 | 1 | 575 | 33.3% | 0.11 | 0.0077 | -0.011 | 145 | 40.90 | 44.80 | 36.2% | -0.92 | 0.0100 | -0.009 | ||
| 0 | 1.15 | 8 | 30.8% | 0.09 | 0.0065 | -0.010 | 150 | 45.50 | 49.50 | 36.5% | -0.96 | 0.0118 | -0.009 | |||
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