RIORio Tinto plc
Options Analysis Report
Market Cap $178.2B|NYSE
● 2026-05-15$109.59
NEUTRAL
Analysis: 2026-05-14 EOD data
1Y +74.6%YTD +34.6%7D +4.0%
Options Vol
3,927
30D
Implied Move
±8.6%
IV Rank
87%
RIO Options Overview
Mixed signals. No clear edge detected.
REWARDS
RISK ANALYSIS
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Value
Is IV priced right?
5.8
ExpensiveCheap
Measures whether options are cheap, fair, or rich relative to historical and peer
IV
levels.Risk Checks5/9 checks passed
IV Rank
≤35%IV Rank 39.6% — elevated vs history
IV/HV Ratio
<1.05xIV/HV 1.08x — IV premium over HV
Sector Relative≤50%
Sector percentile 18% — below sector median
Term Structure
<1.1xFront/Back 0.98x — contango
Skew Normal
<1.25xPut/Call IV 1.16x — elevated
Absolute IV
<80%ATM IV 37.5% — normal range
Spread-Adjusted Value
<80%Effective IV 55.3% (ATM 37.5% + spread 8.9% + bias) — good value
Execution Efficiency
<3.0%Total drag 12.83% (spread 8.88% + slippage 3.95%) — high friction
Vega Efficiency
≥5.0Vega efficiency 2.57 (vega 2.280 / spread 8.88%) — spread drag
Sentiment
Bullish or bearish?
5.9
BearishBullish
Analyzes
put/call ratios
, open interest skew
, and flow direction to determine market bias.Risk ChecksNeutral - Weak signal (Conviction: -2%, Raw: -0%)
Flow Direction
|net sentiment| ≥25%Conviction-weighted: -2% (neutral) — Raw: -0%
OI Skew Magnitude
≥15%|OI skew| 2.5% — balanced
Volume-OI Alignment
Same sign, |vol skew| ≥10%Vol skew +22.2%, OI skew +2.5% — aligned
Conviction Quality
≥2/3 conditions0-DTE 17%, far-OTM 15%, avg DTE 30
OI Momentum
|change| ≥3%OI change +0.0% (5d) — stable
Smart Money Flow
|weighted flow| ≥20%ITM: -0%, ATM: +1%, OTM: -1% — neutral (ITM/ATM divergent)
Sector Relative≤40% or ≥60%
Sector P/C percentile 65% — bearish vs sector
Activity
Unusual activity?
3.8
QuietActive
Detects volume surges,
block trades
, and unusual options activity that may signal moves.Risk Checks1/9 checks passed
Volume Surge
≥1.5xVolume 0.9x avg — normal
Turnover Rate
≥15%Vol/OI 2.1% — normal turnover
Strike Concentration
≥60%Top 3 strikes = 50% — dispersed
Multi-Day Persistence
≥2 days1 day(s) elevated — may be one-day event
OI Build
≥5%OI change +6.3% (5d) — building
Sector Relative≥60%
Sector activity percentile 46% — neutral vs sector
Trade Quality
≥30%Large trade volume 21% — mixed
Execution Urgency
≥60%Aggressive execution 48% — patient
Flow Conviction
≥30Conviction -2 (bearish) — mixed
Liquidity
Can I trade efficiently?
4.2
IlliquidLiquid
Evaluates
bid-ask spreads
, volume depth, and open interest for trade execution quality.Risk Checks4/8 checks passed
Tradeable Spread
≤5.0%Spread 8.9% — wide
Adequate OI
≥10,000OI 187,060 — deep
Active Volume
≥500Volume 3,927/day — adequate
Reasonable Cost
≤$0.50$0.44 to cross — cheap
Strike Coverage
≥5 strikes0 liquid strikes — limited options
Sector Relative≤40%
Sector spread percentile 54% — neutral vs sector
Order Book Depth
≥100 contractsDepth 155.7 contracts (bid:68.3 ask:87.4) — adequate
Execution Quality
<1.0%Avg slippage 3.95% — poor
Timing
Is now a good time?
6.7
RiskyFavorable
Considers earnings proximity,
time decay
, and event calendar for optimal entry timing.Risk Checks5/9 checks passed
Term Structure Clarity
|slope| ≥5%Slope -1.7% — flat/unclear
IV Percentile Clarity
<30 or >70IV percentile 40% — neutral
Event Detection
≥10pts kinkIV kink -0.6pts — no clear event
Theta/Vega Clarity
<0.5 or >2.0θ/ν ratio 2.92 — favors income trades
Expiration Distribution
≥3 expirations3 liquid expirations — flexible
Event Risk
≥60% (safe)safe window: No earnings detected
Spread Momentum
<1.2 ratioSpread ratio 1.00x — stable
Flow Momentum
≥25% strength + ≥50% consistencyFlow -2% @ 51% consistency — unclear
Smart Money Timing
≥40 composite scoreScore 51 (ITM 20% + inst 21%) — moderate institutional
Directional Strategy Fit
Option Buyers
Long Calls5.7
bullishIV fair, mixed flow
Long Puts5.1
bearishIV fair, mixed flow
Premium Sellers
Cash-Secured Put5.2
bullishIV fair, mixed flow
Covered Call4.6
bearishIV fair, mixed flow
For educational purposes only. Not investment advice.