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
22.9%
2785 strike
EXPECTED MOVE
$53.15
ATM straddle
MAX PAIN
$2,850.00
+2.3%
PUT/CALL VOLUME
1.57
4,526 / 2,882
OCT 30, 2026 CHAIN
| CALLS | PUTS | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Ask | Last | Vol | OI | IV | Delta | Gamma | Theta | Strike | Theta | Gamma | Delta | IV | OI | Vol | Last | Ask | Bid |
| 81.50 | 82.80 | 84.00 | 12 | 25.3% | 0.853 | 0.0031 | -2.102 | 2710 | -2.111 | 0.0031 | -0.147 | 25.8% | 693 | 167 | 5.10 | 5.90 | 5.50 | |
| 77.10 | 78.40 | 71.99 | 5 | 25.1% | 0.838 | 0.0033 | -2.238 | 2715 | -2.247 | 0.0033 | -0.162 | 25.6% | 257 | 57 | 6.35 | 6.60 | 6.20 | |
| 72.80 | 74.10 | 71.72 | 1 | 11 | 24.9% | 0.823 | 0.0035 | -2.377 | 2720 | -2.385 | 0.0035 | -0.177 | 25.3% | 1,721 | 189 | 6.50 | 7.30 | 6.90 |
| 68.70 | 69.90 | 41.20 | 3 | 24.7% | 0.806 | 0.0038 | -2.517 | 2725 | -2.525 | 0.0038 | -0.194 | 25.1% | 245 | 46 | 7.85 | 8.10 | 7.70 | |
| 64.50 | 65.80 | 67.52 | 8 | 40 | 24.5% | 0.788 | 0.0040 | -2.657 | 2730 | -2.664 | 0.0040 | -0.211 | 24.9% | 781 | 270 | 8.07 | 9.00 | 8.50 |
| 60.50 | 61.80 | 58.81 | 14 | 24.4% | 0.769 | 0.0042 | -2.794 | 2735 | -2.801 | 0.0042 | -0.231 | 24.6% | 104 | 45 | 8.87 | 9.90 | 9.50 | |
| 56.60 | 57.80 | 66.89 | 9 | 25 | 24.2% | 0.749 | 0.0045 | -2.928 | 2740 | -2.933 | 0.0045 | -0.251 | 24.5% | 347 | 82 | 9.50 | 11.00 | 10.50 |
| 52.80 | 54.00 | 62.73 | 2 | 7 | 24.0% | 0.727 | 0.0047 | -3.054 | 2745 | -3.059 | 0.0047 | -0.273 | 24.3% | 144 | 31 | 11.41 | 12.20 | 11.70 |
| 49.20 | 50.20 | 52.20 | 12 | 45 | 23.8% | 0.704 | 0.0049 | -3.172 | 2750 | -3.176 | 0.0049 | -0.296 | 24.1% | 844 | 210 | 13.25 | 13.50 | 13.00 |
| 45.60 | 46.70 | 53.33 | 10 | 17 | 23.7% | 0.680 | 0.0051 | -3.279 | 2755 | -3.283 | 0.0051 | -0.320 | 24.0% | 148 | 132 | 12.16 | 14.90 | 14.40 |
| 42.10 | 43.20 | 39.30 | 71 | 23.6% | 0.655 | 0.0053 | -3.372 | 2760 | -3.375 | 0.0053 | -0.345 | 23.8% | 292 | 117 | 14.80 | 16.50 | 15.90 | |
| 38.80 | 39.80 | 44.40 | 7 | 31 | 23.4% | 0.628 | 0.0055 | -3.449 | 2765 | -3.452 | 0.0055 | -0.372 | 23.7% | 74 | 51 | 17.80 | 18.20 | 17.50 |
| 35.60 | 36.50 | 42.39 | 3 | 45 | 23.2% | 0.601 | 0.0056 | -3.509 | 2770 | -3.511 | 0.0056 | -0.399 | 23.5% | 344 | 43 | 19.55 | 20.00 | 19.30 |
| 32.60 | 33.30 | 40.50 | 69 | 465 | 23.1% | 0.573 | 0.0058 | -3.549 | 2775 | -3.550 | 0.0058 | -0.427 | 23.3% | 86 | 86 | 19.10 | 21.90 | 21.20 |
| 29.80 | 30.40 | 30.25 | 28 | 139 | 22.9% | 0.544 | 0.0059 | -3.568 | 2780 | -3.569 | 0.0059 | -0.456 | 23.2% | 154 | 155 | 21.50 | 24.00 | 23.30 |
| 27.00 | 27.60 | 27.25 | 33 | 52 | 22.7% | 0.515 | 0.0060 | -3.564 | 2785 | -3.564 | 0.0060 | -0.485 | 23.0% | 100 | 6 | 22.25 | 26.20 | 25.50 |
| 24.30 | 24.90 | 25.00 | 18 | 95 | 22.6% | 0.485 | 0.0060 | -3.537 | 2790 | -3.537 | 0.0060 | -0.515 | 22.8% | 178 | 17 | 27.50 | 28.60 | 27.80 |
| 21.90 | 22.40 | 22.15 | 78 | 135 | 22.4% | 0.455 | 0.0060 | -3.487 | 2795 | -3.486 | 0.0060 | -0.545 | 22.7% | 129 | 27 | 29.60 | 31.10 | 30.30 |
| 19.60 | 20.10 | 20.58 | 82 | 127 | 22.3% | 0.424 | 0.0060 | -3.413 | 2800 | -3.411 | 0.0060 | -0.576 | 22.6% | 579 | 110 | 31.01 | 33.90 | 33.00 |
| 17.40 | 17.90 | 18.36 | 79 | 181 | 22.1% | 0.394 | 0.0059 | -3.316 | 2805 | -3.314 | 0.0059 | -0.606 | 22.4% | 68 | 9 | 26.40 | 36.70 | 35.80 |
| 15.40 | 15.90 | 16.77 | 186 | 234 | 21.9% | 0.364 | 0.0058 | -3.199 | 2810 | -3.196 | 0.0058 | -0.636 | 22.3% | 202 | 7 | 35.34 | 39.70 | 38.70 |
| 13.50 | 14.10 | 14.82 | 20 | 53 | 21.8% | 0.334 | 0.0057 | -3.061 | 2815 | -3.058 | 0.0057 | -0.666 | 22.1% | 69 | 51.56 | 42.90 | 41.80 | |
| 11.80 | 12.30 | 11.91 | 78 | 134 | 21.6% | 0.305 | 0.0055 | -2.906 | 2820 | -2.902 | 0.0055 | -0.695 | 21.9% | 417 | 7 | 44.53 | 46.20 | 45.10 |
| 10.30 | 10.80 | 10.57 | 38 | 411 | 21.6% | 0.277 | 0.0053 | -2.737 | 2825 | -2.733 | 0.0053 | -0.723 | 21.9% | 152 | 6 | 42.03 | 49.60 | 48.50 |
| 8.90 | 9.40 | 9.80 | 397 | 591 | 21.4% | 0.250 | 0.0051 | -2.557 | 2830 | -2.552 | 0.0051 | -0.750 | 21.7% | 141 | 14 | 51.53 | 53.30 | 52.10 |
| 7.60 | 8.10 | 10.03 | 28 | 182 | 21.3% | 0.224 | 0.0048 | -2.370 | 2835 | -2.364 | 0.0048 | -0.775 | 21.7% | 21 | 1 | 50.35 | 57.00 | 55.80 |
| 6.50 | 7.00 | 7.15 | 99 | 423 | 21.2% | 0.200 | 0.0045 | -2.178 | 2840 | -2.172 | 0.0045 | -0.800 | 21.5% | 168 | 3 | 55.14 | 60.90 | 59.60 |
| 5.50 | 6.00 | 6.03 | 57 | 283 | 21.0% | 0.177 | 0.0042 | -1.986 | 2845 | -1.979 | 0.0042 | -0.823 | 21.5% | 162 | 4 | 56.24 | 64.90 | 63.60 |
| 4.70 | 5.10 | 4.98 | 104 | 899 | 20.9% | 0.156 | 0.0039 | -1.798 | 2850 | -1.790 | 0.0039 | -0.844 | 21.4% | 360 | 3 | 60.18 | 69.00 | 67.80 |
| 3.90 | 4.30 | 4.19 | 240 | 260 | 20.8% | 0.137 | 0.0036 | -1.615 | 2855 | -1.607 | 0.0036 | -0.863 | 21.3% | 77 | 97.17 | 73.30 | 71.90 | |
| 3.30 | 3.60 | 3.31 | 71 | 382 | 20.8% | 0.119 | 0.0033 | -1.442 | 2860 | -1.433 | 0.0033 | -0.880 | 21.2% | 141 | 21 | 73.55 | 77.60 | 76.20 |
How this is calculated: Options Chain methodology
