RIO option chain Rio Tinto Group
Cboe delayed options data · as of 03:38 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 ±26.5% (75.55–129.95) · ATM IV 33.0% · P/C open interest 0.14
| 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 | |
| 47.00 | 52.00 | 40.3% | 0.97 | 0.0019 | 0.000 | 55 | 0 | 5.00 | 54.4% | -0.06 | 0.0026 | -0.007 | ||||
| 44.00 | 46.50 | 3 | 44.5% | 0.96 | 0.0026 | -0.001 | 60 | 1.20 | 2.35 | 43.6% | -0.08 | 0.0033 | -0.008 | |||
| 38.00 | 43.00 | 40.3% | 0.94 | 0.0036 | -0.003 | 65 | 1.70 | 2.75 | 1 | 1 | 41.2% | -0.10 | 0.0042 | -0.009 | ||
| 33.50 | 38.50 | 37.8% | 0.91 | 0.0047 | -0.005 | 70 | 0.5000 | 3.40 | 11 | 34.5% | -0.12 | 0.0052 | -0.010 | |||
| 29.50 | 34.50 | 37.6% | 0.88 | 0.0060 | -0.007 | 75 | 1.00 | 5.90 | 4 | 36.8% | -0.15 | 0.0064 | -0.011 | |||
| 25.50 | 30.50 | 36.2% | 0.84 | 0.0074 | -0.009 | 80 | 2.00 | 6.90 | 4 | 35.5% | -0.19 | 0.0076 | -0.013 | |||
| 21.50 | 26.50 | 34.0% | 0.80 | 0.0088 | -0.011 | 85 | 3.50 | 8.00 | 34.5% | -0.24 | 0.0090 | -0.013 | ||||
| 18.50 | 23.00 | 33.7% | 0.75 | 0.0101 | -0.013 | 90 | 5.00 | 9.50 | 1 | 33.5% | -0.29 | 0.0102 | -0.014 | |||
| 16.70 | 20.00 | 34.9% | 0.69 | 0.0113 | -0.014 | 95 | 6.50 | 11.40 | 32.3% | -0.34 | 0.0113 | -0.015 | ||||
| 12.50 | 17.50 | 11 | 32.6% | 0.63 | 0.0121 | -0.015 | 100 | 9.00 | 13.50 | 32.1% | -0.40 | 0.0121 | -0.015 | |||
| 11.80 | 15.00 | 122 | 34.2% | 0.57 | 0.0127 | -0.015 | 105 | 11.50 | 16.10 | 31.8% | -0.46 | 0.0126 | -0.015 | |||
| 8.00 | 12.90 | 2 | 31.6% | 0.51 | 0.0129 | -0.016 | 110 | 14.50 | 19.50 | 32.4% | -0.52 | 0.0128 | -0.015 | |||
| 6.50 | 11.00 | 31.6% | 0.45 | 0.0128 | -0.016 | 115 | 17.50 | 22.50 | 31.9% | -0.58 | 0.0127 | -0.014 | ||||
| 5.00 | 9.50 | 2 | 31.4% | 0.39 | 0.0124 | -0.015 | 120 | 21.00 | 26.00 | 32.0% | -0.63 | 0.0124 | -0.013 | |||
| 4.00 | 8.30 | 5 | 31.7% | 0.35 | 0.0118 | -0.015 | 125 | 24.50 | 29.50 | 31.5% | -0.68 | 0.0118 | -0.012 | |||
| 3.00 | 7.30 | 1 | 31.8% | 0.30 | 0.0111 | -0.014 | 130 | 28.50 | 33.50 | 31.9% | -0.72 | 0.0111 | -0.011 | |||
| 2.00 | 6.50 | 31.7% | 0.26 | 0.0104 | -0.013 | 135 | 32.50 | 37.50 | 31.8% | -0.76 | 0.0104 | -0.010 | ||||
| 1.50 | 5.80 | 32.2% | 0.23 | 0.0095 | -0.012 | 140 | 37.00 | 42.00 | 32.9% | -0.80 | 0.0096 | -0.008 | ||||
| 1.00 | 5.30 | 32.6% | 0.20 | 0.0087 | -0.012 | 145 | 41.50 | 46.50 | 33.8% | -0.83 | 0.0092 | -0.007 | ||||
| 0.5000 | 5.00 | 1 | 33.1% | 0.18 | 0.0080 | -0.011 | 150 | 46.00 | 51.00 | 34.3% | -0.86 | 0.0094 | -0.007 | |||
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 — Sep 17, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs