RUT Implied Volatility
RUT $2,786.42 · Updated Oct 26, 4:00 PM ET
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.
TERM STRUCTURE (ATM IV)
| Expiration | DTE | ATM strike | ATM IV |
|---|---|---|---|
| Oct 27, 2026 | 1 | 2785 | 16.4% |
| Oct 28, 2026 | 2 | 2785 | 23.0% |
| Oct 29, 2026 | 3 | 2785 | 23.3% |
| Oct 30, 2026 | 4 | 2785 | 22.9% |
| Nov 2, 2026 | 7 | 2785 | 19.2% |
| Nov 3, 2026 | 8 | 2785 | 19.3% |
| Nov 4, 2026 | 9 | 2785 | 20.5% |
| Nov 5, 2026 | 10 | 2785 | 20.5% |
| Nov 6, 2026 | 11 | 2785 | 21.0% |
| Nov 9, 2026 | 14 | 2785 | 19.6% |
| Nov 10, 2026 | 15 | 2785 | 20.1% |
| Nov 13, 2026 | 18 | 2785 | 20.3% |
SKEW, OCT 27, 2026
| Strike | Call IV | Put IV |
|---|---|---|
| 2745 | 19.4% | 19.1% |
| 2750 | 18.8% | 18.7% |
| 2755 | 18.2% | 18.1% |
| 2760 | 17.7% | 17.6% |
| 2765 | 17.5% | 17.3% |
| 2770 | 17.1% | 17.1% |
| 2775 | 17.0% | 16.8% |
| 2780 | 16.5% | 16.7% |
| 2785 | 16.3% | 16.4% |
| 2790 | 16.0% | 16.3% |
| 2795 | 16.0% | 16.0% |
| 2800 | 15.8% | 15.8% |
| 2805 | 15.7% | 15.7% |
| 2810 | 15.7% | 15.6% |
| 2815 | 15.8% | 15.7% |
| 2820 | 16.1% | 15.9% |
| 2825 | 16.6% | 16.4% |
How this is calculated: Implied Volatility methodology