Rio Tinto Group (RIO) Delta Exposure by Expiry | DEX Options Analysis & Greeks - Stocknear

Rio Tinto Group

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