Rio Tinto Group (RIO)
NYSE: RIO
· Real-Time Price · USD
61.40
-1.12 (-1.79%)
At close: Aug 15, 2025, 11:50 AM
RIO Delta Exposure By Expiry
The total Delta Exposure (DEX) for RIO across all expirations shows 821,203.82 net shares that market makers must hedge, with 1,888,356.01 from calls and 1,067,152.19 from puts. The put-call delta ratio of 0.57 suggests neutral market maker positioning. The largest delta concentration at Sep 19, 25 with 516,610.18 net DEX represents significant hedging pressure that may cap upside moves. The nearest expiration on Sep 19, 25 carries positive delta requiring market makers to short shares, potentially creating resistance.
RIO DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Sep 19, 25 | 671,726.98 | -155,116.8 | 516,610.18 | 0.23 |
| Oct 17, 25 | 286,264.48 | -152,044.66 | 134,219.82 | 0.53 |
| Jan 16, 26 | 487,927.1 | -358,813.82 | 129,113.28 | 0.74 |
| Mar 20, 26 | 135,453.51 | -173,598 | -38,144.49 | 1.28 |
| Apr 17, 26 | 0 | 0 | 0 | n/a |
| Jun 18, 26 | 98,854.41 | -141,574.98 | -42,720.57 | 1.43 |
| Sep 18, 26 | 61,108.75 | -15,364.26 | 45,744.49 | 0.25 |
| Jan 15, 27 | 147,020.78 | -70,639.67 | 76,381.11 | 0.48 |