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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Rio Tinto Plc (RIO) - NYSE Next Earnings Date: OS Estimate: July 29, 2026 BO
OS Projected Window: July 27, 2026 to Aug. 1, 2026
EVR: 1.2
Avg Daily Volume: 3,890,253    Market Cap: 113.2B
Sector: Basic Materials    Short Interest: 0.96
Live Interactive Chart
Days to Next Earnings: 138 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 26
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
Feb. 19, 2026 BO 1.2 $98.93 @$100.00 $8.65
($98.93)
8.65% -4.89% I -2.61% I $96.34 $9.20
( $96.34 )
6.36%
July 30, 2025 BO 1.1 $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 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 21, 2024 BO 1.1 $65.92 @$65.00
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

 
 
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