RUT Options Chain
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.
EXPIRATION
- Oct 27, 2026
- Oct 28, 2026
- Oct 29, 2026
- Oct 30, 2026
- Nov 2, 2026
- Nov 3, 2026
- Nov 4, 2026
- Nov 5, 2026
- Nov 6, 2026
- Nov 9, 2026
- Nov 10, 2026
- Nov 13, 2026
- Nov 20, 2026
- Nov 27, 2026
- Nov 30, 2026
- Dec 4, 2026
ATM IV
16.4%
2785 strike
EXPECTED MOVE
$19.00
ATM straddle
MAX PAIN
$2,780.00
-0.2%
PUT/CALL VOLUME
1.03
2,542 / 2,470
OCT 27, 2026 CHAIN
| CALLS | PUTS | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Ask | Last | Vol | OI | IV | Delta | Gamma | Theta | Strike | Theta | Gamma | Delta | IV | OI | Vol | Last | Ask | Bid |
| 74.70 | 76.40 | 0.00 | 25.1% | 0.985 | 0.0011 | -0.168 | 2710 | -0.177 | 0.0011 | -0.015 | 23.6% | 30 | 23 | 0.15 | 0.20 | 0.10 | ||
| 69.80 | 71.40 | 58.00 | 6 | 24.4% | 0.983 | 0.0013 | -0.194 | 2715 | -0.203 | 0.0013 | -0.017 | 23.2% | 21 | 27 | 0.25 | 0.30 | 0.10 | |
| 64.80 | 66.50 | 64.10 | 4 | 23.5% | 0.979 | 0.0015 | -0.231 | 2720 | -0.239 | 0.0015 | -0.021 | 22.4% | 38 | 17 | 0.22 | 0.35 | 0.15 | |
| 59.90 | 61.50 | 32.70 | 3 | 22.5% | 0.975 | 0.0019 | -0.285 | 2725 | -0.292 | 0.0019 | -0.026 | 21.6% | 34 | 22 | 0.29 | 0.40 | 0.20 | |
| 55.00 | 56.60 | 52.20 | 1 | 4 | 21.8% | 0.968 | 0.0024 | -0.361 | 2730 | -0.367 | 0.0024 | -0.032 | 20.8% | 22 | 62 | 0.35 | 0.50 | 0.25 |
| 50.10 | 51.70 | 36.10 | 15 | 20.9% | 0.959 | 0.0030 | -0.469 | 2735 | -0.475 | 0.0030 | -0.041 | 20.3% | 12 | 43 | 0.44 | 0.65 | 0.35 | |
| 45.30 | 46.80 | 22.72 | 6 | 20.1% | 0.946 | 0.0038 | -0.624 | 2740 | -0.629 | 0.0038 | -0.054 | 19.6% | 28 | 68 | 0.63 | 0.80 | 0.50 | |
| 40.50 | 42.00 | 43.30 | 20 | 19.4% | 0.929 | 0.0049 | -0.844 | 2745 | -0.849 | 0.0049 | -0.071 | 19.1% | 78 | 82 | 0.85 | 1.05 | 0.70 | |
| 35.90 | 37.20 | 37.26 | 6 | 11 | 18.8% | 0.906 | 0.0062 | -1.153 | 2750 | -1.158 | 0.0062 | -0.094 | 18.7% | 24 | 59 | 1.27 | 1.30 | 1.10 |
| 31.30 | 32.60 | 37.62 | 3 | 21 | 18.2% | 0.876 | 0.0078 | -1.585 | 2755 | -1.589 | 0.0078 | -0.124 | 18.1% | 21 | 26 | 1.47 | 1.70 | 1.45 |
| 26.90 | 28.10 | 30.05 | 4 | 3 | 17.7% | 0.838 | 0.0095 | -2.179 | 2760 | -2.182 | 0.0095 | -0.162 | 17.6% | 28 | 196 | 2.12 | 2.30 | 2.00 |
| 22.70 | 23.90 | 25.70 | 4 | 23 | 17.5% | 0.790 | 0.0114 | -2.982 | 2765 | -2.984 | 0.0114 | -0.210 | 17.3% | 144 | 94 | 3.02 | 3.10 | 2.80 |
| 18.80 | 19.90 | 20.46 | 6 | 12 | 17.1% | 0.732 | 0.0133 | -4.046 | 2770 | -4.048 | 0.0133 | -0.269 | 17.1% | 30 | 131 | 4.08 | 4.20 | 3.80 |
| 15.30 | 16.20 | 17.88 | 8 | 27 | 17.0% | 0.664 | 0.0149 | -5.425 | 2775 | -5.426 | 0.0149 | -0.336 | 16.8% | 11 | 195 | 5.27 | 5.70 | 5.20 |
| 12.10 | 12.70 | 12.55 | 71 | 57 | 16.5% | 0.588 | 0.0162 | -7.168 | 2780 | -7.169 | 0.0162 | -0.413 | 16.7% | 50 | 270 | 6.90 | 7.50 | 6.90 |
| 9.40 | 9.80 | 9.70 | 148 | 23 | 16.3% | 0.505 | 0.0168 | -9.319 | 2785 | -9.319 | 0.0168 | -0.494 | 16.4% | 20 | 251 | 9.50 | 9.70 | 9.10 |
| 7.00 | 7.40 | 7.30 | 414 | 24 | 16.0% | 0.421 | 0.0167 | -7.126 | 2790 | -7.126 | 0.0167 | -0.579 | 16.3% | 5 | 265 | 11.87 | 12.40 | 11.60 |
| 5.00 | 5.40 | 5.36 | 125 | 24 | 16.0% | 0.339 | 0.0158 | -5.150 | 2795 | -5.149 | 0.0158 | -0.661 | 16.0% | 20 | 9.00 | 15.40 | 14.40 | |
| 3.50 | 3.80 | 3.95 | 63 | 67 | 15.8% | 0.263 | 0.0142 | -3.600 | 2800 | -3.598 | 0.0142 | -0.738 | 15.8% | 17 | 248 | 17.20 | 18.80 | 17.80 |
| 2.30 | 2.65 | 2.41 | 342 | 29 | 15.7% | 0.196 | 0.0121 | -2.440 | 2805 | -2.438 | 0.0121 | -0.804 | 15.7% | 5 | 4 | 21.33 | 22.70 | 21.60 |
| 1.50 | 1.75 | 1.60 | 159 | 23 | 15.7% | 0.142 | 0.0098 | -1.615 | 2810 | -1.612 | 0.0098 | -0.859 | 15.6% | 4 | 5 | 25.61 | 26.90 | 25.70 |
| 0.95 | 1.20 | 1.14 | 79 | 21 | 15.8% | 0.100 | 0.0076 | -1.059 | 2815 | -1.055 | 0.0076 | -0.900 | 15.7% | 1 | 43.97 | 31.40 | 30.00 | |
| 0.65 | 0.85 | 0.75 | 175 | 107 | 16.1% | 0.070 | 0.0058 | -0.699 | 2820 | -0.694 | 0.0058 | -0.930 | 15.9% | 5 | 34.49 | 36.10 | 34.60 | |
| 0.40 | 0.60 | 0.49 | 42 | 19 | 16.6% | 0.049 | 0.0043 | -0.469 | 2825 | -0.465 | 0.0043 | -0.951 | 16.4% | 20 | 20 | 38.94 | 40.90 | 39.40 |
| 0.20 | 0.40 | 0.31 | 39 | 24 | 16.6% | 0.035 | 0.0031 | -0.323 | 2830 | -0.317 | 0.0031 | -0.965 | 16.4% | 4 | 3 | 38.07 | 45.80 | 44.10 |
| 0.10 | 0.30 | 0.20 | 60 | 11 | 16.9% | 0.025 | 0.0023 | -0.226 | 2835 | -0.220 | 0.0023 | -0.975 | 16.6% | 0.00 | 50.70 | 49.00 | ||
| 0.05 | 0.25 | 0.14 | 33 | 40 | 17.6% | 0.018 | 0.0017 | -0.162 | 2840 | -0.155 | 0.0017 | -0.982 | 16.2% | 4 | 20 | 62.43 | 55.60 | 53.90 |
| 0.00 | 0.20 | 0.10 | 276 | 46 | 17.9% | 0.013 | 0.0013 | -0.120 | 2845 | -0.112 | 0.0013 | -0.987 | 17.4% | 35 | 64.72 | 60.60 | 58.90 | |
| 0.00 | 0.15 | 0.05 | 179 | 66 | 18.5% | 0.010 | 0.0010 | -0.091 | 2850 | -0.084 | 0.0010 | -0.990 | 16.8% | 2 | 58.35 | 65.50 | 63.90 | |
| 0.00 | 0.15 | 0.08 | 77 | 31 | 19.8% | 0.008 | 0.0008 | -0.073 | 2855 | -0.065 | 0.0008 | -0.992 | 0.0% | 0.00 | 70.50 | 68.80 | ||
| 0.00 | 0.15 | 0.11 | 29 | 79 | 21.0% | 0.007 | 0.0006 | -0.061 | 2860 | -0.052 | 0.0006 | -0.993 | 0.0% | 19 | 124.20 | 75.50 | 73.80 | |
How this is calculated: Options Chain methodology
