RIO · Expected Move
Rio Tinto plc
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).
RIO straddle price & implied vol
60 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).
Current RIO Expected Move
30-Day Straddle
$7.00
7-Day Straddle
$4.40
30-Day ATM IV
31.2%
IV Rank
38%
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
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261109 | $7.00 | $4.40 | 31.2% | 38% |
| 20261106 | $7.35 | $4.65 | 32.6% | 50% |
| 20261105 | $7.53 | $5.05 | 33.6% | 58% |
| 20261104 | $4.60 | $4.60 | 31.3% | 39% |
| 20261103 | $5.15 | $5.15 | 32.6% | 50% |
| 20261102 | $5.50 | $5.50 | 33.1% | 54% |
| 20261030 | $5.43 | $5.43 | 31.8% | 43% |
| 20261029 | $5.60 | $5.60 | 31.9% | 44% |
| 20261028 | $5.42 | $5.42 | 30.3% | 30% |
| 20261027 | $5.43 | $5.43 | 30.2% | 29% |
| 20261026 | $5.62 | $5.62 | 31.3% | 39% |
| 20261023 | $5.75 | $5.75 | 30.5% | 32% |
| 20261022 | $5.75 | $5.75 | 30.1% | 28% |
| 20261021 | $6.20 | $6.20 | 29.7% | 25% |
| 20261020 | $5.97 | $5.97 | 29.0% | 19% |
| 20261019 | $6.40 | $6.40 | 30.3% | 30% |
| 20261016 | $6.38 | $0.68 | 28.6% | 16% |
| 20261015 | $6.95 | $1.65 | 30.8% | 35% |
| 20261014 | $7.05 | $2.02 | 29.9% | 27% |
| 20261013 | $7.33 | $2.75 | 30.2% | 30% |
| 20261012 | $7.40 | $2.85 | 30.2% | 29% |
| 20261009 | $7.45 | $3.17 | 29.3% | 21% |
| 20261008 | $7.80 | $3.55 | 30.4% | 31% |
| 20261007 | $8.05 | $3.88 | 31.1% | 37% |
| 20261006 | $8.30 | $4.15 | 30.8% | 35% |
| 20261005 | $8.45 | $4.53 | 31.5% | 41% |
| 20261002 | $4.68 | $4.68 | 30.9% | 35% |
| 20261001 | $4.88 | $4.88 | 31.6% | 41% |
| 20260930 | $5.10 | $5.10 | 31.4% | 39% |
| 20260929 | $4.92 | $4.92 | 29.8% | 26% |
| 20260928 | $5.68 | $5.68 | 30.7% | 34% |
| 20260925 | $5.20 | $5.20 | 29.0% | 19% |
| 20260924 | $5.45 | $5.45 | 29.4% | 23% |
| 20260923 | $5.53 | $5.53 | 29.4% | 23% |
| 20260922 | $5.75 | $5.75 | 29.4% | 22% |
| 20260921 | $5.78 | $5.78 | 28.8% | 17% |
| 20260918 | $5.72 | $0.50 | 26.8% | 0% |
| 20260917 | $6.53 | $1.43 | 29.3% | 8% |
| 20260916 | $6.55 | $2.17 | 29.7% | 12% |
| 20260915 | $6.95 | $2.60 | 30.8% | 23% |
| 20260914 | $7.07 | $2.75 | 30.7% | 22% |
| 20260911 | $7.35 | $3.52 | 30.0% | 15% |
| 20260910 | $7.80 | $3.73 | 31.4% | 29% |
| 20260909 | $8.05 | $4.00 | 30.5% | 20% |
| 20260908 | $8.10 | $4.30 | 30.4% | 19% |
| 20260904 | $8.30 | $4.65 | 29.1% | 5% |
| 20260903 | $8.60 | $5.15 | 29.8% | 13% |
| 20260902 | $5.38 | $5.38 | 30.2% | 17% |
| 20260901 | $5.58 | $5.58 | 30.5% | 20% |
| 20260831 | $5.72 | $5.72 | 30.4% | 19% |
| 20260828 | $5.80 | $5.80 | 29.4% | 9% |
| 20260827 | $6.03 | $6.03 | 29.9% | 14% |
| 20260826 | $6.28 | $6.28 | 30.5% | 20% |
| 20260825 | $6.88 | $6.88 | 31.0% | 25% |
| 20260824 | $6.75 | $6.75 | 31.0% | 25% |
| 20260821 | $7.00 | $1.17 | 30.2% | 16% |
| 20260820 | $7.33 | $2.68 | 30.6% | 21% |
| 20260819 | $6.78 | $2.10 | 29.4% | 9% |
| 20260818 | $6.47 | $2.50 | 28.5% | 0% |
| 20260817 | $6.60 | $3.10 | 28.8% | 3% |
More on RIO
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.