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
$8.10
7-Day Straddle
$4.78
Avg IV
0.6%
IV Rank
19%
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
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%
20260630 $5.70 $5.70 0.9% 48%
20260629 $5.90 $5.90 0.8% 37%
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%