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RIORio Tinto plc

Options Analysis Report
Market Cap $161.6B|NYSE
● 2026-09-11$99.39
NEUTRAL
Analysis: 2026-09-10 EOD data
1Y +58.9%YTD +22.1%7D -3.8%
3,390
30D
±8.6%
28%

RIO Options Overview

bullish flow. Conditions favor option buyers.

REWARDS

RISK ANALYSIS

5.3VALUESENTIMENTACTIVITYLIQUIDITYTIMING

Snowflake Analysis

Balanced conditions with no clear edge

Learn
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RIO Gamma Walls

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Value

Is IV priced right?

7.8
ExpensiveCheap

Measures whether options are cheap, fair, or rich relative to historical and peer

levels.

Risk Checks7/9 checks passed
≤35%

IV Rank 46.3% — elevated vs history

<1.05x

IV/HV 1.04x — IV ≤ HV

Sector Relative≤50%

Sector percentile 12% — below sector median

<1.1x

Front/Back 0.99x — contango

<1.25x

Put/Call IV 1.16x — elevated

<80%

ATM IV 32.8% — normal range

<80%

Effective IV 52.5% (ATM 32.8% + spread 9.8% + bias) — good value

<3.0%

Total drag 14.29% (spread 9.83% + slippage 4.46%) — high friction

≥5.0

Vega efficiency 20.91 (vega 20.553 / spread 9.83%) — efficient

Sentiment

Bullish or bearish?

6.3
BearishBullish

Analyzes

,
, and flow direction to determine market bias.

Risk ChecksNeutral - Moderate signal (Conviction: -6%, Raw: -1%)
|net sentiment| ≥25%

Conviction-weighted: -6% (neutral) — Raw: -1%

≥15%

|OI skew| 11.3% — balanced

Same sign, |vol skew| ≥10%

Vol skew +51.5%, OI skew +11.3% — aligned

≥2/3 conditions

0-DTE 0%, far-OTM 15%, avg DTE 30

|change| ≥3%

OI change +0.0% (5d) — stable

|weighted flow| ≥20%

ITM: -46%, ATM: -2%, OTM: +4% — strong bearish (ITM/ATM aligned)

Sector Relative≤40% or ≥60%

Sector P/C percentile 37% — bullish vs sector

Activity

Unusual activity?

2.6
QuietActive

Detects volume surges,

, and unusual options activity that may signal moves.

Risk Checks1/8 checks passed
≥1.5x

Volume 0.5x avg — normal

≥15%

Vol/OI 2.6% — normal turnover

≥2 days

1 day(s) elevated — may be one-day event

≥5%

OI change +1.6% (5d) — stable

Sector Relative≥60%

Sector activity percentile 67% — active vs sector

≥30%

Large trade volume 15% — mostly retail

≥60%

Aggressive execution 38% — patient

≥30

Conviction -6 (bearish) — mixed

Liquidity

Can I trade efficiently?

4.2
IlliquidLiquid

Evaluates

, volume depth, and open interest for trade execution quality.

Risk Checks4/8 checks passed
≤5.0%

Spread 9.8% — wide

≥10,000

OI 127,727 — deep

≥500

Volume 3,390/day — adequate

≤$0.50

$0.49 to cross — cheap

≥5 strikes

0 liquid strikes — limited options

Sector Relative≤40%

Sector spread percentile 51% — neutral vs sector

≥100 contracts

Depth 165.8 contracts (bid:86.0 ask:79.8) — adequate

<1.0%

Avg slippage 4.46% — poor

Timing

Is now a good time?

5.8
RiskyFavorable

Considers earnings proximity,

, and event calendar for optimal entry timing.

Risk Checks4/9 checks passed
|slope| ≥5%

Slope -0.6% — flat/unclear

<30 or >70

IV percentile 46% — neutral

≥10pts kink

IV kink 0.2pts — no clear event

<0.5 or >2.0

θ/ν ratio 527.00 — favors income trades

≥3 expirations

3 liquid expirations — flexible

≥60% (safe)

caution advised: No earnings detected; FOMC in 5d; CPI in 0d (HIGH)

<1.2 ratio

Spread ratio 1.00x — stable

≥25% strength + ≥50% consistency

Flow -6% @ 53% consistency — unclear

≥40 composite score

Score 45 (ITM 20% + inst 15%) — moderate institutional

Directional Strategy Fit

Option Buyers
Long Calls6.4
bullishIV cheap, bullish flow
Long Puts5.5
bearishIV cheap, bullish flow
Premium Sellers
Cash-Secured Put4.6
bullishIV too cheap, bullish flow
Covered Call3.7
bearishIV too cheap, bullish flow

For educational purposes only. Not investment advice.

The Options Desk tracks the move options price into every US earnings report the week of Sep 7, next to how much each stock has actually moved on its past prints — plus the SPY, QQQ and IWM expected ranges and the gamma walls that box them in.

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