RIO option chain Rio Tinto Group
Cboe delayed options data · as of 21:42 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 ±6.8% (82.19–94.14) · ATM IV 28.1% · P/C open interest 1.98
| 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 | |
| 36.40 | 40.50 | 87.5% | 1.00 | 0.0003 | 0.000 | 50 | 0 | 0.2500 | 94.5% | -0.00 | 0.0003 | -0.001 | ||||
| 31.40 | 35.50 | 71.0% | 1.00 | 0.0005 | 0.000 | 55 | 0 | 0.1500 | 12 | 74.6% | -0.00 | 0.0005 | -0.002 | |||
| 26.50 | 30.60 | 67.8% | 0.99 | 0.0011 | 0.000 | 60 | 0 | 0.2000 | 6 | 65.0% | -0.01 | 0.0011 | -0.003 | |||
| 21.50 | 25.60 | 53.9% | 0.99 | 0.0024 | -0.003 | 65 | 0 | 0.2500 | 1 | 55.1% | -0.01 | 0.0025 | -0.006 | |||
| 17.90 | 19.40 | 47.0% | 0.97 | 0.0054 | -0.008 | 70 | 0 | 0.3000 | 6 | 45.0% | -0.03 | 0.0055 | -0.010 | |||
| 13.10 | 14.10 | 32.2% | 0.94 | 0.0121 | -0.016 | 75 | 0.1000 | 0.3000 | 11 | 201 | 34.7% | -0.06 | 0.0122 | -0.018 | ||
| 8.60 | 9.60 | 1 | 32.8% | 0.86 | 0.0257 | -0.029 | 80 | 0.2500 | 0.7000 | 79 | 4,217 | 33.2% | -0.14 | 0.0260 | -0.030 | |
| 4.90 | 5.40 | 200 | 178 | 30.6% | 0.70 | 0.0456 | -0.043 | 85 | 1.45 | 1.75 | 100 | 391 | 30.1% | -0.31 | 0.0463 | -0.044 |
| 2.10 | 2.35 | 91 | 940 | 28.0% | 0.44 | 0.0541 | -0.046 | 90 | 3.60 | 3.90 | 1,004 | 4,022 | 28.2% | -0.57 | 0.0556 | -0.047 |
| 0.7500 | 1.00 | 53 | 964 | 29.0% | 0.21 | 0.0392 | -0.034 | 95 | 6.90 | 7.70 | 9 | 690 | 27.3% | -0.80 | 0.0416 | -0.035 |
| 0.0500 | 0.4000 | 24 | 782 | 31.0% | 0.09 | 0.0212 | -0.021 | 100 | 11.40 | 12.60 | 1 | 65 | 32.2% | -0.93 | 0.0241 | -0.022 |
| 0 | 0.2000 | 5 | 491 | 31.1% | 0.04 | 0.0104 | -0.011 | 105 | 14.70 | 18.30 | 7 | -0.99 | 0.0098 | -0.013 | ||
| 0 | 0.2000 | 2 | 254 | 37.9% | 0.02 | 0.0052 | -0.006 | 110 | 19.70 | 23.70 | -1.00 | 0.0000 | -0.011 | |||
| 0 | 0.1500 | 1,233 | 42.4% | 0.01 | 0.0027 | -0.004 | 115 | 24.70 | 28.80 | -1.00 | 0.0000 | -0.011 | ||||
| 0 | 0.7500 | 7 | 41.9% | 0.01 | 0.0014 | -0.002 | 120 | 29.70 | 33.70 | -1.00 | 0.0000 | -0.011 | ||||
| 0 | 0.5000 | 64.3% | 0.00 | 0.0008 | -0.001 | 125 | 34.70 | 38.80 | -1.00 | 0.0000 | -0.011 | |||||
| 0 | 1.25 | 15 | 83.4% | 0.00 | 0.0005 | -0.001 | 130 | 39.70 | 43.80 | -1.00 | 0.0000 | -0.011 | ||||
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