RUT Options
RUT $2,786.42 · Updated Oct 26, 4:00 PM ET
RUT is at $2,786.42. The nearest expiration, Oct 27, 2026 (1 day out), lists 183 strikes, with 2,470 calls and 2,542 puts traded in the latest session. At-the-money implied volatility is 16.4%. The at-the-money straddle prices a move of about $19.00 (0.7%) by expiration.
RUT Options Chain
RUT is at $2,786.42. The nearest expiration, Oct 27, 2026 (1 day out), lists 183 strikes, with 2,470 calls and 2,542 puts traded in the latest session. At-the-money implied volatility is 16.4%. The at-the-money straddle prices a move of about $19.00 (0.7%) by expiration.
RUT Gamma Exposure (GEX)
RUT total dealer gamma exposure is -$1.15B across all listed expirations. Negative GEX means dealers are net short gamma; their hedging tends to amplify price moves. The gamma flip is $2,823.60, with spot 1.3% below it. The call wall is $2,850.00 and the put wall $2,700.00.
RUT Max Pain
RUT max pain for Oct 27, 2026 (1 day out) is $2,780.00, 0.2% below the current $2,786.42. That is the settlement price at which the open contracts on that date would pay holders the least. For Nov 27, 2026, max pain is $2,840.00.
RUT Put/Call Ratio
Across every listed RUT expiration, the put/call ratio is 2.00 by volume and 1.62 by open interest. More puts than calls are trading, a defensive tilt. 408,690 puts and 252,305 calls are open in total.
RUT Implied Volatility
RUT at-the-money implied volatility is 16.4% for Oct 27, 2026 (1 day out). For Nov 27, 2026 it is 19.3%. Longer-dated volatility is priced at or above near-term volatility, the normal upward-sloping term structure.
RUT Open Interest by Strike
Across all RUT expirations, the largest call open interest near the current $2,786.42 sits at the $2,850.00 strike (13,299 contracts) and the largest put open interest at $2,700.00 (16,401). 252,305 calls and 408,690 puts are open in total.
RUT Expected Move
The options market prices RUT to move about $19.00 (0.7%) by Oct 27, 2026, a range of $2,767.42 to $2,805.42. For Nov 27, 2026 (32 days out) the expected move is $126.45 (4.5%).