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Rio Tinto plc RIO 83.73 0.57 0.69%

Previous-day view · Fri Nov 6 close. You are previewing the previous trading day. Subscribe to see today live and every other date — Trader is $59/mo. Sign up Sign in
ATM IV
0.313
Put Call Ratio (OI)
0.83
Put Call Ratio (Vol)
0.995
IV Rank
34.4
IV Percentile
38.2
Max pain
90

Gamma exposure (2026-11-06)

GEX estimates dealer hedging flow at each strike.

Positive GEX = dealers are long gamma; they buy the dip and sell the rip, dampening volatility. Negative GEX = dealers are short gamma; they sell the dip and buy the rip, amplifying volatility.

DTE \text{DTE}
14.0
805.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-81.3
81.3
View values by strike
RIO · Gamma exposure · 2026-11-06. USD of exposure per 1% underlying move.
StrikeCallsPuts
30.00 0 -2.16 K
32.50 17.8 -2.39 K
35.00 11.5 -1.94 K
37.50 22.7 -1.06 K
40.00 0 -4.9 K
42.50 0 -2.29 K
45.00 126 -6.96 K
47.50 24.1 -22.8 K
50.00 3.97 K -12 K
52.50 525 -10.6 K
55.00 3.8 K -44.7 K
57.50 1.01 K -9.56 K
60.00 21 K -32.4 K
62.50 0 -19.5 K
65.00 16 K -74.3 K
67.50 18.1 K -22.2 K
70.00 118 K -255 K
72.50 35.3 K -90.2 K
75.00 132 K -993 K
77.50 67.5 K -233 K
80.00 636 K -2.52 M
82.50 267 K -446 K
85.00 1.45 M -2.25 M
87.50 251 K -331 K
90.00 909 K -1.26 M
92.50 138 K -224 K
95.00 859 K -330 K
97.50 276 K -111 K
100.00 565 K -215 K
105.00 355 K -35.7 K
110.00 313 K -5.89 K
115.00 237 K -1.61 K
120.00 84.8 K -4.17 K
125.00 46.9 K -187
130.00 40.1 K 0
135.00 12.8 K 0
140.00 59.3 K 0
145.00 139 K 0
150.00 4.37 K 0
155.00 1.69 K 0
160.00 6.52 K 0
165.00 2.89 K 0