RUT Expected Move
RUT $2,786.42 · Updated Oct 26, 4:00 PM ET
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%).
EXPECTED MOVE BY EXPIRATION
| Expiration | DTE | Straddle | IV (1 sd) | Low | High |
|---|---|---|---|---|---|
| Oct 27, 2026 | 1 | $19.00 | $20.33 | $2,767.42 | $2,805.42 |
| Oct 28, 2026 | 2 | $37.80 | $44.12 | $2,748.62 | $2,824.22 |
| Oct 29, 2026 | 3 | $46.75 | $56.02 | $2,739.67 | $2,833.17 |
| Oct 30, 2026 | 4 | $53.15 | $64.33 | $2,733.27 | $2,839.57 |
| Nov 2, 2026 | 7 | $59.05 | $72.46 | $2,727.37 | $2,845.47 |
| Nov 3, 2026 | 8 | $63.75 | $78.39 | $2,722.67 | $2,850.17 |
| Nov 4, 2026 | 9 | $71.50 | $88.10 | $2,714.92 | $2,857.92 |
| Nov 5, 2026 | 10 | $75.55 | $93.37 | $2,710.87 | $2,861.97 |
| Nov 6, 2026 | 11 | $81.20 | $100.44 | $2,705.22 | $2,867.62 |
| Nov 9, 2026 | 14 | $85.35 | $105.98 | $2,701.07 | $2,871.77 |
| Nov 10, 2026 | 15 | $90.45 | $112.41 | $2,695.97 | $2,876.87 |
| Nov 13, 2026 | 18 | $100.15 | $124.71 | $2,686.27 | $2,886.57 |
How this is calculated: Expected Move methodology · Expected move calculator