Rio Tinto Group

NYSE: RIO · Real-Time Price · USD
61.30
-1.22 (-1.95%)
At close: Aug 15, 2025, 2:06 PM

RIO Gamma Exposure By Expiry

The total Gamma Exposure (GEX) for RIO across all expirations is 115,569.76 shares per 1% move, with 222,322.22 from calls and 106,752.46 from puts. The put-call GEX ratio of 0.48 shows call-heavy positioning, potentially creating volatility as market makers hedge by selling into strength and buying weakness. The highest gamma concentration is at the Sep 19, 25 expiration with 89,684.58 net GEX, which may act as a magnet point for price action. Near-term exposure for Sep 19, 25 suggests potential support from positive gamma hedging flows.

RIO GEX Table

Expiry Date Call GEX Put GEX Net GEX P/C GEX
Sep 19, 25 118,116.24 -28,431.66 89,684.58 0.24
Oct 17, 25 37,262.03 -21,737.9 15,524.13 0.58
Jan 16, 26 44,996.56 -32,269.23 12,727.33 0.72
Mar 20, 26 9,800.68 -11,908.56 -2,107.88 1.22
Apr 17, 26 0 0 0 n/a
Jun 18, 26 5,403.25 -7,808.26 -2,405.01 1.45
Sep 18, 26 1,365.13 -880.77 484.36 0.65
Jan 15, 27 5,378.33 -3,716.08 1,662.25 0.69