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
23.0%
2785 strike
EXPECTED MOVE
$37.80
ATM straddle
MAX PAIN
$2,785.00
-0.1%
PUT/CALL VOLUME
0.97
693 / 717
OCT 28, 2026 CHAIN
| CALLS | PUTS | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Ask | Last | Vol | OI | IV | Delta | Gamma | Theta | Strike | Theta | Gamma | Delta | IV | OI | Vol | Last | Ask | Bid |
| 76.70 | 78.20 | 47.45 | 26.1% | 0.921 | 0.0027 | -1.608 | 2710 | -1.618 | 0.0027 | -0.079 | 26.6% | 47 | 32 | 1.75 | 2.15 | 1.80 | ||
| 72.00 | 73.50 | 0.00 | 25.7% | 0.909 | 0.0030 | -1.832 | 2715 | -1.841 | 0.0030 | -0.091 | 26.3% | 11 | 3 | 1.89 | 2.45 | 2.15 | ||
| 67.40 | 68.80 | 0.00 | 25.3% | 0.895 | 0.0034 | -2.084 | 2720 | -2.092 | 0.0034 | -0.105 | 25.9% | 208 | 29 | 2.64 | 2.85 | 2.50 | ||
| 63.00 | 64.20 | 42.55 | 2 | 25.3% | 0.879 | 0.0038 | -2.364 | 2725 | -2.372 | 0.0038 | -0.121 | 25.6% | 12 | 16 | 3.02 | 3.30 | 3.00 | |
| 58.50 | 59.80 | 37.60 | 1 | 24.9% | 0.861 | 0.0042 | -2.671 | 2730 | -2.678 | 0.0042 | -0.139 | 25.3% | 88 | 2 | 3.20 | 3.90 | 3.50 | |
| 54.10 | 55.40 | 58.02 | 16 | 24.6% | 0.841 | 0.0047 | -3.000 | 2735 | -3.006 | 0.0047 | -0.159 | 25.0% | 9 | 5 | 3.85 | 4.50 | 4.10 | |
| 49.90 | 51.10 | 53.59 | 16 | 24.5% | 0.818 | 0.0052 | -3.347 | 2740 | -3.353 | 0.0052 | -0.182 | 24.9% | 10 | 24 | 4.92 | 5.30 | 4.80 | |
| 45.70 | 47.00 | 49.76 | 4 | 24.3% | 0.792 | 0.0057 | -3.705 | 2745 | -3.710 | 0.0057 | -0.208 | 24.6% | 54 | 29 | 5.20 | 6.10 | 5.70 | |
| 41.80 | 42.90 | 46.90 | 2 | 24.0% | 0.764 | 0.0061 | -4.064 | 2750 | -4.068 | 0.0061 | -0.236 | 24.3% | 72 | 35 | 5.91 | 7.10 | 6.70 | |
| 37.90 | 39.10 | 41.00 | 2 | 10 | 23.9% | 0.734 | 0.0066 | -4.412 | 2755 | -4.415 | 0.0066 | -0.266 | 24.1% | 64 | 47 | 6.96 | 8.30 | 7.80 |
| 34.20 | 35.40 | 41.49 | 23.7% | 0.701 | 0.0070 | -4.736 | 2760 | -4.739 | 0.0070 | -0.299 | 23.9% | 28 | 121 | 8.14 | 9.60 | 9.10 | ||
| 30.70 | 31.80 | 33.20 | 6 | 23.5% | 0.666 | 0.0074 | -5.023 | 2765 | -5.026 | 0.0074 | -0.334 | 23.8% | 21 | 28 | 9.64 | 11.10 | 10.60 | |
| 27.40 | 28.40 | 27.66 | 4 | 10 | 23.4% | 0.629 | 0.0078 | -5.259 | 2770 | -5.261 | 0.0078 | -0.371 | 23.6% | 44 | 30 | 12.68 | 12.80 | 12.30 |
| 24.30 | 25.20 | 27.39 | 35 | 8 | 23.1% | 0.590 | 0.0080 | -5.431 | 2775 | -5.433 | 0.0080 | -0.410 | 23.5% | 14 | 4 | 12.53 | 14.60 | 14.10 |
| 21.50 | 22.20 | 25.50 | 33 | 15 | 23.0% | 0.550 | 0.0083 | -5.529 | 2780 | -5.529 | 0.0083 | -0.451 | 23.4% | 40 | 3 | 16.51 | 16.80 | 16.20 |
| 18.70 | 19.50 | 25.40 | 51 | 88 | 22.9% | 0.508 | 0.0084 | -5.543 | 2785 | -5.543 | 0.0084 | -0.492 | 23.2% | 25 | 2 | 13.95 | 19.00 | 18.40 |
| 16.20 | 16.90 | 17.31 | 7 | 6 | 22.8% | 0.466 | 0.0084 | -5.470 | 2790 | -5.470 | 0.0084 | -0.534 | 23.1% | 3 | 2 | 15.85 | 21.50 | 20.70 |
| 13.90 | 14.50 | 17.35 | 5 | 22.5% | 0.424 | 0.0084 | -5.310 | 2795 | -5.309 | 0.0084 | -0.576 | 22.8% | 7 | 3 | 17.19 | 24.20 | 23.40 | |
| 11.80 | 12.40 | 11.75 | 26 | 47 | 22.3% | 0.382 | 0.0082 | -5.065 | 2800 | -5.063 | 0.0082 | -0.618 | 22.5% | 22 | 8 | 24.60 | 27.10 | 26.20 |
| 9.90 | 10.50 | 19.21 | 10 | 22 | 22.1% | 0.340 | 0.0080 | -4.745 | 2805 | -4.743 | 0.0080 | -0.660 | 22.4% | 1 | 26.30 | 30.20 | 29.20 | |
| 8.20 | 8.80 | 9.30 | 27 | 40 | 22.0% | 0.300 | 0.0076 | -4.364 | 2810 | -4.361 | 0.0076 | -0.700 | 22.2% | 0.00 | 33.60 | 32.50 | ||
| 6.80 | 7.30 | 7.70 | 8 | 13 | 21.8% | 0.262 | 0.0072 | -3.938 | 2815 | -3.934 | 0.0072 | -0.739 | 22.1% | 1 | 20 | 35.47 | 37.10 | 36.00 |
| 5.50 | 6.00 | 6.50 | 44 | 22 | 21.8% | 0.225 | 0.0067 | -3.488 | 2820 | -3.484 | 0.0067 | -0.775 | 22.0% | 5 | 46.49 | 40.90 | 39.70 | |
| 4.50 | 4.90 | 5.21 | 47 | 62 | 21.5% | 0.192 | 0.0061 | -3.036 | 2825 | -3.031 | 0.0061 | -0.808 | 22.0% | 3 | 50.75 | 44.80 | 43.60 | |
| 3.50 | 3.90 | 4.22 | 19 | 18 | 21.4% | 0.162 | 0.0055 | -2.601 | 2830 | -2.595 | 0.0055 | -0.838 | 21.9% | 5 | 53.31 | 48.90 | 47.60 | |
| 2.80 | 3.20 | 3.00 | 28 | 42 | 21.5% | 0.136 | 0.0049 | -2.197 | 2835 | -2.191 | 0.0049 | -0.865 | 21.9% | 11 | 49.59 | 53.20 | 51.90 | |
| 2.20 | 2.50 | 2.46 | 44 | 25 | 21.4% | 0.113 | 0.0043 | -1.836 | 2840 | -1.829 | 0.0043 | -0.887 | 21.9% | 0.00 | 57.60 | 56.20 | ||
| 1.75 | 2.00 | 1.85 | 34 | 32 | 21.4% | 0.093 | 0.0038 | -1.522 | 2845 | -1.514 | 0.0038 | -0.907 | 22.0% | 0.00 | 62.10 | 60.70 | ||
| 1.40 | 1.75 | 1.30 | 32 | 38 | 21.8% | 0.077 | 0.0032 | -1.253 | 2850 | -1.245 | 0.0032 | -0.923 | 22.1% | 6 | 75.10 | 66.70 | 65.30 | |
| 1.05 | 1.40 | 1.36 | 35 | 60 | 21.8% | 0.063 | 0.0028 | -1.029 | 2855 | -1.020 | 0.0028 | -0.937 | 22.3% | 1 | 83.80 | 71.50 | 69.90 | |
| 0.85 | 1.15 | 0.95 | 17 | 61 | 22.0% | 0.052 | 0.0024 | -0.843 | 2860 | -0.834 | 0.0024 | -0.948 | 22.8% | 20 | 74.07 | 76.30 | 74.70 | |
How this is calculated: Options Chain methodology
