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
23.3%
2785 strike
EXPECTED MOVE
$46.75
ATM straddle
MAX PAIN
$2,770.00
-0.6%
PUT/CALL VOLUME
0.63
200 / 317
OCT 29, 2026 CHAIN
| CALLS | PUTS | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Ask | Last | Vol | OI | IV | Delta | Gamma | Theta | Strike | Theta | Gamma | Delta | IV | OI | Vol | Last | Ask | Bid |
| 78.90 | 80.40 | 0.00 | 26.0% | 0.879 | 0.0030 | -2.094 | 2710 | -2.103 | 0.0030 | -0.121 | 26.3% | 19 | 12 | 3.21 | 4.20 | 3.80 | ||
| 74.50 | 75.90 | 0.00 | 25.7% | 0.865 | 0.0033 | -2.275 | 2715 | -2.283 | 0.0033 | -0.135 | 26.0% | 4 | 11.60 | 4.70 | 4.30 | |||
| 70.10 | 71.50 | 0.00 | 25.5% | 0.849 | 0.0036 | -2.464 | 2720 | -2.472 | 0.0036 | -0.151 | 25.8% | 9 | 1 | 5.06 | 5.30 | 4.80 | ||
| 65.80 | 67.10 | 0.00 | 25.3% | 0.832 | 0.0039 | -2.661 | 2725 | -2.669 | 0.0039 | -0.168 | 25.6% | 6 | 4 | 5.05 | 6.00 | 5.50 | ||
| 61.50 | 62.90 | 0.00 | 25.0% | 0.814 | 0.0042 | -2.863 | 2730 | -2.870 | 0.0042 | -0.186 | 25.3% | 21 | 5 | 6.34 | 6.80 | 6.30 | ||
| 57.40 | 58.80 | 61.02 | 56 | 5 | 24.9% | 0.793 | 0.0045 | -3.067 | 2735 | -3.073 | 0.0045 | -0.207 | 25.1% | 11 | 2 | 7.12 | 7.70 | 7.10 |
| 53.40 | 54.70 | 56.87 | 56 | 24.6% | 0.772 | 0.0048 | -3.269 | 2740 | -3.274 | 0.0048 | -0.228 | 24.9% | 12 | 15.20 | 8.60 | 8.10 | ||
| 49.50 | 50.80 | 59.34 | 2 | 5 | 24.5% | 0.748 | 0.0051 | -3.465 | 2745 | -3.470 | 0.0051 | -0.252 | 24.7% | 5 | 4 | 8.02 | 9.70 | 9.10 |
| 45.80 | 46.90 | 34.60 | 11 | 24.3% | 0.723 | 0.0054 | -3.651 | 2750 | -3.655 | 0.0054 | -0.277 | 24.5% | 1 | 19 | 9.32 | 10.90 | 10.30 | |
| 42.10 | 43.30 | 29.00 | 11 | 24.1% | 0.696 | 0.0057 | -3.823 | 2755 | -3.826 | 0.0057 | -0.304 | 24.4% | 5 | 2 | 11.50 | 12.30 | 11.70 | |
| 38.60 | 39.80 | 45.75 | 20 | 24.0% | 0.668 | 0.0059 | -3.975 | 2760 | -3.978 | 0.0059 | -0.332 | 24.2% | 13 | 4 | 12.30 | 13.80 | 13.10 | |
| 35.20 | 36.30 | 46.96 | 23.9% | 0.638 | 0.0062 | -4.104 | 2765 | -4.106 | 0.0062 | -0.361 | 24.0% | 10 | 5 | 11.30 | 15.40 | 14.70 | ||
| 32.00 | 33.00 | 34.09 | 8 | 23.7% | 0.608 | 0.0064 | -4.205 | 2770 | -4.207 | 0.0064 | -0.392 | 23.9% | 10 | 12 | 13.57 | 17.20 | 16.50 | |
| 29.00 | 29.80 | 31.34 | 8 | 23.5% | 0.576 | 0.0066 | -4.274 | 2775 | -4.275 | 0.0066 | -0.424 | 23.7% | 4 | 7 | 14.13 | 19.10 | 18.40 | |
| 26.20 | 26.80 | 26.88 | 22 | 23.3% | 0.543 | 0.0067 | -4.308 | 2780 | -4.309 | 0.0067 | -0.457 | 23.5% | 8 | 3 | 18.97 | 21.20 | 20.50 | |
| 23.30 | 24.10 | 23.96 | 1 | 7 | 23.2% | 0.510 | 0.0068 | -4.305 | 2785 | -4.305 | 0.0068 | -0.490 | 23.4% | 5 | 3 | 18.40 | 23.40 | 22.70 |
| 20.70 | 21.50 | 21.35 | 2 | 3 | 23.0% | 0.476 | 0.0068 | -4.263 | 2790 | -4.263 | 0.0068 | -0.524 | 23.2% | 1 | 20.95 | 25.90 | 25.10 | |
| 18.30 | 19.00 | 19.50 | 2 | 6 | 22.8% | 0.442 | 0.0068 | -4.183 | 2795 | -4.182 | 0.0068 | -0.558 | 23.0% | 5 | 2 | 23.16 | 28.50 | 27.60 |
| 16.10 | 16.80 | 17.45 | 16 | 24 | 22.7% | 0.407 | 0.0067 | -4.064 | 2800 | -4.062 | 0.0067 | -0.593 | 22.9% | 2 | 27.80 | 31.30 | 30.30 | |
| 14.10 | 14.70 | 14.60 | 6 | 164 | 22.4% | 0.373 | 0.0066 | -3.909 | 2805 | -3.906 | 0.0066 | -0.627 | 22.7% | 0.00 | 34.30 | 33.10 | ||
| 12.20 | 12.80 | 14.10 | 1 | 6 | 22.3% | 0.340 | 0.0065 | -3.720 | 2810 | -3.717 | 0.0065 | -0.660 | 22.5% | 2 | 30.80 | 37.40 | 36.20 | |
| 10.50 | 11.10 | 17.08 | 20 | 8 | 22.2% | 0.307 | 0.0062 | -3.504 | 2815 | -3.500 | 0.0062 | -0.693 | 22.4% | 0.00 | 40.70 | 39.50 | ||
| 9.00 | 9.50 | 10.17 | 20 | 5 | 22.0% | 0.275 | 0.0060 | -3.264 | 2820 | -3.260 | 0.0060 | -0.725 | 22.3% | 1 | 73.27 | 44.20 | 42.90 | |
| 7.60 | 8.10 | 8.62 | 20 | 16 | 21.9% | 0.245 | 0.0057 | -3.009 | 2825 | -3.004 | 0.0057 | -0.755 | 22.1% | 0.00 | 47.80 | 46.50 | ||
| 6.40 | 6.90 | 7.05 | 5 | 7 | 21.8% | 0.216 | 0.0053 | -2.743 | 2830 | -2.738 | 0.0053 | -0.784 | 22.1% | 2 | 60.65 | 51.60 | 50.30 | |
| 5.40 | 5.90 | 7.40 | 2 | 8 | 21.7% | 0.190 | 0.0050 | -2.476 | 2835 | -2.470 | 0.0050 | -0.810 | 21.9% | 1 | 63.05 | 55.60 | 54.20 | |
| 4.40 | 4.90 | 4.70 | 6 | 22 | 21.5% | 0.165 | 0.0046 | -2.212 | 2840 | -2.206 | 0.0046 | -0.835 | 21.8% | 0.00 | 59.70 | 58.20 | ||
| 3.70 | 4.10 | 4.30 | 2 | 42 | 21.5% | 0.143 | 0.0042 | -1.959 | 2845 | -1.951 | 0.0042 | -0.857 | 21.7% | 0.00 | 63.80 | 62.40 | ||
| 3.00 | 3.40 | 3.31 | 5 | 98 | 21.4% | 0.123 | 0.0038 | -1.720 | 2850 | -1.712 | 0.0038 | -0.877 | 21.8% | 0.00 | 68.10 | 66.80 | ||
| 2.50 | 2.80 | 2.72 | 6 | 22 | 21.4% | 0.105 | 0.0034 | -1.499 | 2855 | -1.490 | 0.0034 | -0.895 | 21.7% | 0.00 | 72.60 | 71.10 | ||
| 2.00 | 2.35 | 4.93 | 2 | 386 | 21.3% | 0.089 | 0.0030 | -1.298 | 2860 | -1.289 | 0.0030 | -0.910 | 21.6% | 0.00 | 77.20 | 75.60 | ||
How this is calculated: Options Chain methodology
