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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Rio Tinto Plc (RIO) - NYSE Next Earnings Date: N/A
EVR: 1.1
Avg Daily Volume: 3,947,887    Market Cap: 76.6B
Sector: Basic Materials    Short Interest: 0.72
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Long Straddle/Strangle Performance
 
Tracking Statistics Available: 25
Earnings Date Pre-ER EVR IMPLIED MOVE APPROACHING EARNINGS Inside or Outside IMPL. Move
POST EARNINGS: At Market Close
Pre-ER Close Position Straddle @Trade Price Implied Move Max Move I/O Closing Move I/O Close Price Straddle @Trade Price Return
July 30, 2025 BO None $62.27 @$62.50 $3.95
($62.27)
6.32% -5.13% I -4.46% I $59.49 $4.80
( $59.49 )
21.52%
July 31, 2024 BO 1.0 $63.53 @$62.50 $4.30
($63.53)
6.88% 3.22% I 2.56% I $65.16 $3.70
( $65.16 )
-13.95%
Feb. 21, 2024 BO 1.1 $65.92 @$65.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 26, 2023 BO 1.1 $69.81 @$70.00
Feb. 22, 2023 BO 1.0 $75.38 @$75.00
July 27, 2022 BO 1.0 $59.11 @$60.00
Feb. 23, 2022 BO 1.1 $77.77 @$77.50
July 28, 2021 BO 1.0 $82.78 @$82.50
Feb. 17, 2021 BO 1.0 $87.63 @$87.50
July 29, 2020 BO 1.0 $61.28 @$62.50

 
 
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