RIO (Rio Tinto plc)

Expected Move & Straddle Price History

The expected move for RIO is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).

Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.

Current RIO Expected Move
30-Day Straddle
$5.15
7-Day Straddle
$5.15
Avg IV
0.7%
IV Rank
23%
Implied one-standard-deviation move through the next 30 days. Compare to RIO's realized move over the same window to gauge whether options are pricing in too much (premium-selling regime) or too little (premium-buying regime). The Expected Move Tracker ranks every symbol by this measure.
RIO Straddle Price — Last 60 Days
Date30D Straddle7D StraddleAvg IVIV Rank
20260925 $5.15 $5.15 0.7% 23%
20260924 $5.45 $5.45 0.7% 21%
20260923 $5.53 $5.53 0.6% 16%
20260922 $5.75 $5.75 0.7% 26%
20260921 $5.78 $5.78 0.7% 20%
20260918 $5.72 $0.50 0.6% 11%
20260917 $6.53 $1.43 0.6% 17%
20260916 $6.55 $2.17 0.6% 7%
20260915 $6.95 $2.60 0.6% 7%
20260914 $7.07 $2.75 0.7% 18%
20260911 $7.35 $3.52 0.5% 0%
20260910 $7.80 $3.73 0.6% 12%
20260909 $8.05 $4.00 0.5% 2%
20260908 $8.10 $4.30 0.6% 16%
20260904 $8.30 $4.65 0.5% 0%
20260903 $8.60 $5.15 0.5% 0%
20260902 $5.38 $5.38 0.8% 39%
20260901 $5.58 $5.58 0.9% 46%
20260831 $5.72 $5.72 1.0% 70%
20260828 $5.80 $5.80 0.9% 54%
20260827 $6.03 $6.03 0.8% 30%
20260826 $6.28 $6.28 0.9% 49%
20260825 $6.88 $6.88 0.7% 22%
20260824 $6.75 $6.75 0.8% 34%
20260821 $7.00 $1.17 0.7% 25%
20260820 $7.33 $2.68 0.8% 36%
20260819 $6.78 $2.10 0.7% 30%
20260818 $6.47 $2.50 0.7% 22%
20260817 $6.60 $3.10 0.7% 21%
20260814 $6.88 $3.08 0.7% 28%
20260813 $7.12 $4.80 0.7% 32%
20260812 $7.40 $3.98 0.6% 18%
20260811 $7.55 $4.35 0.7% 25%
20260810 $8.10 $4.78 0.6% 19%
20260806 $8.65 $5.70 0.6% 17%
20260805 $5.85 $5.85 0.8% 43%
20260804 $6.35 $6.35 0.8% 43%
20260803 $6.10 $6.10 0.8% 40%
20260731 $6.45 $6.45 0.8% 34%
20260730 $6.65 $6.65 0.7% 31%
20260729 $7.23 $7.23 0.8% 34%
20260728 $7.10 $7.10 0.8% 34%
20260727 $7.25 $7.25 0.7% 29%
20260724 $7.65 $7.65 0.7% 25%
20260723 $8.00 $8.00 0.7% 25%
20260722 $7.85 $7.85 0.7% 23%
20260721 $7.75 $7.75 0.7% 24%
20260720 $7.45 $7.45 0.7% 25%
20260716 $8.35 $1.75 0.6% 18%
20260715 $8.60 $2.45 0.6% 15%
20260714 $8.25 $2.77 0.6% 15%
20260713 $8.70 $2.92 0.6% 17%
20260710 $9.40 $3.20 0.6% 13%
20260709 $8.45 $3.60 0.6% 13%
20260708 $9.55 $4.22 0.6% 17%
20260707 $9.60 $4.50 0.6% 13%
20260706 $10.05 $4.62 0.6% 11%
20260702 $5.08 $5.08 0.9% 53%
20260701 $5.55 $5.55 0.9% 58%