Rio Tinto Group (RIO) Options History
Historical options analytics archive for RIO with monthly max pain, implied volatility, gamma exposure, and put/call data.
220 months of complete options data available.
RIO monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for RIO. Volatility and put/call columns are averages across trading days within the month; max pain, net GEX, and net DEX are the end-of-month values (last trading day of the month).
| Month | Days | Avg ATM IV | Avg IV Rank | End Max Pain | End Net GEX | End Net DEX | Avg P/C |
|---|---|---|---|---|---|---|---|
| 2026-09 | 21 | 29.5% | 44.9% | $97.50 | $1.3M | -$71.8M | 1.08 |
| 2026-08 | 21 | 30.4% | 49.2% | $100.00 | $6.5M | -$208.2M | 1.02 |
| 2026-07 | 22 | 36.4% | 76.9% | $95.00 | $4.3M | -$196.6M | 1.18 |
| 2026-06 | 21 | 35.7% | 73.5% | $100.00 | $2.2M | -$119.2M | 0.70 |
| 2026-05 | 20 | 34.1% | 66.2% | $97.50 | $8.9M | -$480.2M | 0.65 |
| 2026-04 | 21 | 33.2% | 51.0% | $92.50 | $5.9M | -$373.5M | 1.26 |
This archive aggregates RIO's daily end-of-day options snapshots into monthly summaries, spanning 2007-01 through 2026-09. Each month rolls up the underlying snapshot archive, which provides continuous end-of-day coverage from 2007 to present: implied-volatility levels, IV rank, and the put/call ratio are time-averaged across the month; total call and put volume are summed; and dealer positioning (net gamma and delta exposure) and the max-pain strike are taken at the month's final trading day. The result is a long-horizon view of how RIO option pricing, volatility regime, and dealer hedging pressure evolved month over month, useful for backtesting strategy assumptions and for studying volatility-regime shifts around earnings and macro events. The most recent aggregated month (2026-09) shows an average ATM implied volatility near 29.5%, a month-end max-pain strike around $97.50, an average put/call ratio of 1.08.
2026
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep
2025
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2024
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2023
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2022
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2021
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2020
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2019
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2018
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2017
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2016
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2015
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2014
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2013
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2012
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2011
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2010
2009
2008
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2007
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Frequently asked RIO history questions
- How much options history is available for RIO?
- This archive holds 220 months of RIO options analytics, spanning 2007-01 through 2026-09. Each entry is a monthly rollup of RIO's daily end-of-day options snapshot record, which provides continuous coverage from 2007 to present. Use the year-grouped links on this page to jump to any specific month within the RIO archive.
- What data does each monthly RIO aggregate contain?
- Every monthly row summarizes that month of RIO option activity: time-averaged ATM implied volatility and IV rank, the month-end max-pain strike, end-of-month net dealer gamma (GEX) and delta (DEX) exposure, the average put/call ratio, and total call and put volume. For example, 2026-09 recorded an average ATM implied volatility near 29.5%, an average IV rank of 44.9%, a month-end max-pain strike around $97.50, an average put/call ratio of 1.08.
- How is the RIO options-history archive built and how often does it update?
- The archive is derived from RIO's daily end-of-day options snapshots, which capture spot, the full listed chain, implied volatility, and dealer-positioning exposures each trading day. Those daily records are rolled up into the monthly summaries shown here and refreshed as new end-of-day data lands. Traders use the long-horizon view to backtest strategy assumptions, study how RIO's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.