Rio Tinto Group (RIO)
NYSE: RIO
· Real-Time Price · USD
64.78
-0.65 (-0.99%)
At close: Sep 26, 2025, 3:59 PM
64.30
-0.75%
After-hours: Sep 26, 2025, 07:43 PM EDT
RIO Delta Exposure By Expiry
The total Delta Exposure (DEX) for RIO across all expirations shows 843,355.79 net shares that market makers must hedge, with 2,058,079.82 from calls and 1,214,724.03 from puts. The put-call delta ratio of 0.59 suggests neutral market maker positioning.
RIO DEX Table
Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
---|---|---|---|---|
Oct 17, 25 | 472,386.22 | -152,208.65 | 320,177.57 | 0.32 |
Nov 21, 25 | 130,902.34 | -33,781.94 | 97,120.4 | 0.26 |
Dec 19, 25 | 172,130.22 | -76,607.88 | 95,522.34 | 0.45 |
Jan 16, 26 | 589,638.22 | -410,726.31 | 178,911.91 | 0.70 |
Mar 20, 26 | 203,651.17 | -211,518.93 | -7,867.76 | 1.04 |
Apr 17, 26 | 19,131.7 | -8,058.4 | 11,073.3 | 0.42 |
Jun 18, 26 | 144,029.59 | -216,147.27 | -72,117.68 | 1.50 |
Sep 18, 26 | 77,842.43 | -19,270 | 58,572.43 | 0.25 |
Jan 15, 27 | 244,192.76 | -80,773.25 | 163,419.51 | 0.33 |
Jan 21, 28 | 4,175.17 | -5,631.4 | -1,456.23 | 1.35 |