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
$6.40
7-Day Straddle
$6.40
Avg IV
0.8%
IV Rank
37%
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
20260626 $6.40 $6.40 0.8% 37%
20260625 $6.50 $6.50 0.8% 43%
20260624 $6.90 $6.90 0.7% 31%
20260623 $6.72 $6.72 0.8% 42%
20260622 $7.15 $7.15 0.7% 26%
20260618 $7.65 $0.62 0.8% 39%
20260617 $8.20 $2.50 0.6% 20%
20260616 $8.15 $2.52 0.8% 39%
20260615 $8.60 $3.00 0.6% 18%
20260613 $9.25 $3.65 0.6% 17%
20260612 $9.20 $3.67 0.7% 33%
20260611 $9.60 $4.42 0.8% 41%
20260610 $9.20 $4.45 0.7% 25%
20260609 $9.70 $4.97 0.7% 31%
20260608 $9.75 $5.28 0.7% 26%
20260605 $10.10 $5.88 0.7% 21%
20260604 $10.70 $6.05 0.7% 29%
20260603 $11.30 $6.67 0.7% 37%
20260602 $7.50 $7.50 1.2% 100%
20260601 $7.12 $7.12 0.9% 71%
20260529 $7.03 $7.03 1.1% 92%
20260528 $7.22 $7.22 1.1% 100%
20260527 $7.28 $7.28 0.9% 68%
20260526 $7.90 $7.90 0.8% 61%
20260522 $7.70 $7.70 0.9% 72%
20260521 $7.80 $7.80 0.9% 74%
20260520 $8.25 $8.25 0.9% 62%
20260519 $8.15 $8.15 0.9% 67%
20260518 $8.40 $8.40 0.9% 68%
20260515 $8.65 $1.45 0.8% 61%
20260514 $9.25 $2.28 0.9% 67%
20260513 $9.95 $3.67 0.9% 66%
20260512 $9.30 $2.92 0.9% 66%
20260511 $9.75 $3.70 0.8% 64%
20260510 $9.25 $3.45 0.8% 64%
20260508 $9.25 $3.45 0.7% 46%
20260507 $9.20 $4.28 0.8% 61%
20260506 $9.50 $4.15 0.8% 57%
20260505 $9.20 $4.60 0.8% 54%
20260504 $9.10 $4.72 0.8% 54%
20260502 $5.15 $5.15 0.7% 49%
20260501 $5.12 $5.12 0.8% 60%
20260430 $5.15 $5.15 0.7% 49%
20260429 $5.38 $5.38 0.8% 60%
20260428 $5.45 $5.45 0.7% 50%
20260427 $5.93 $5.93 0.7% 45%
20260424 $6.38 $6.38 0.7% 47%
20260423 $6.62 $6.62 0.7% 42%
20260422 $6.78 $6.78 0.7% 50%
20260421 $6.50 $6.50 0.7% 44%
20260420 $6.55 $6.55 0.7% 41%
20260417 $6.55 $0.95 0.7% 40%
20260416 $6.95 $1.18 0.5% 23%
20260415 $7.17 $2.55 0.6% 37%
20260414 $7.45 $2.40 0.6% 31%
20260413 $7.55 $2.50 0.5% 19%
20260410 $8.05 $3.70 0.6% 31%
20260409 $8.05 $4.05 0.6% 31%
20260408 $8.40 $4.25 0.6% 27%
20260407 $9.10 $5.68 0.5% 25%