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
19.2%
2785 strike
EXPECTED MOVE
$59.05
ATM straddle
MAX PAIN
$2,765.00
-0.8%
PUT/CALL VOLUME
2.80
1,146 / 410
NOV 2, 2026 CHAIN
| CALLS | PUTS | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Ask | Last | Vol | OI | IV | Delta | Gamma | Theta | Strike | Theta | Gamma | Delta | IV | OI | Vol | Last | Ask | Bid |
| 82.70 | 92.70 | 0.00 | 24.6% | 0.827 | 0.0031 | -1.508 | 2710 | -1.518 | 0.0031 | -0.173 | 21.6% | 8 | 36 | 7.60 | 8.00 | 7.50 | ||
| 78.40 | 88.40 | 0.00 | 23.9% | 0.813 | 0.0032 | -1.577 | 2715 | -1.585 | 0.0032 | -0.187 | 21.5% | 21 | 12 | 8.41 | 8.90 | 8.20 | ||
| 74.20 | 84.20 | 0.00 | 23.9% | 0.798 | 0.0034 | -1.645 | 2720 | -1.653 | 0.0034 | -0.202 | 21.3% | 297 | 206 | 8.70 | 9.80 | 9.00 | ||
| 69.50 | 74.20 | 80.30 | 1 | 20.8% | 0.782 | 0.0036 | -1.713 | 2725 | -1.720 | 0.0036 | -0.218 | 21.1% | 11 | 149 | 10.10 | 10.70 | 9.90 | |
| 65.50 | 70.10 | 65.80 | 1 | 20.7% | 0.765 | 0.0038 | -1.779 | 2730 | -1.786 | 0.0038 | -0.235 | 20.9% | 75 | 13 | 10.50 | 11.70 | 10.80 | |
| 61.70 | 66.10 | 66.39 | 16 | 2 | 20.5% | 0.747 | 0.0040 | -1.842 | 2735 | -1.849 | 0.0040 | -0.253 | 20.8% | 2 | 6 | 11.40 | 12.60 | 11.90 |
| 58.00 | 62.10 | 62.41 | 17 | 3 | 20.3% | 0.728 | 0.0042 | -1.903 | 2740 | -1.909 | 0.0042 | -0.272 | 20.6% | 2 | 1 | 12.50 | 13.90 | 13.00 |
| 54.30 | 58.30 | 59.08 | 4 | 20.2% | 0.708 | 0.0044 | -1.960 | 2745 | -1.965 | 0.0044 | -0.292 | 20.4% | 1 | 5 | 14.35 | 15.00 | 14.20 | |
| 50.90 | 54.40 | 0.00 | 20.0% | 0.687 | 0.0045 | -2.012 | 2750 | -2.016 | 0.0045 | -0.313 | 20.3% | 3 | 3 | 15.69 | 16.50 | 15.60 | ||
| 47.60 | 51.10 | 0.00 | 19.9% | 0.665 | 0.0047 | -2.058 | 2755 | -2.062 | 0.0047 | -0.335 | 20.1% | 4 | 1 | 16.30 | 18.00 | 17.00 | ||
| 44.30 | 46.40 | 45.90 | 2 | 19.5% | 0.642 | 0.0048 | -2.097 | 2760 | -2.101 | 0.0048 | -0.358 | 20.0% | 60 | 2 | 17.90 | 19.40 | 18.50 | |
| 41.20 | 43.10 | 48.52 | 9 | 31 | 19.5% | 0.618 | 0.0050 | -2.129 | 2765 | -2.132 | 0.0050 | -0.382 | 19.8% | 2 | 2 | 19.40 | 21.10 | 20.20 |
| 38.20 | 39.90 | 45.17 | 9 | 18 | 19.4% | 0.594 | 0.0051 | -2.153 | 2770 | -2.155 | 0.0051 | -0.406 | 19.7% | 11 | 3 | 21.30 | 23.10 | 22.00 |
| 35.20 | 36.80 | 39.45 | 16 | 19.3% | 0.568 | 0.0052 | -2.168 | 2775 | -2.170 | 0.0052 | -0.432 | 19.6% | 6 | 2 | 23.00 | 25.00 | 23.90 | |
| 32.60 | 33.70 | 36.45 | 16 | 7 | 19.2% | 0.542 | 0.0053 | -2.173 | 2780 | -2.174 | 0.0053 | -0.458 | 19.4% | 2 | 1 | 25.00 | 27.00 | 26.00 |
| 29.80 | 30.90 | 31.70 | 9 | 19.1% | 0.516 | 0.0054 | -2.168 | 2785 | -2.169 | 0.0054 | -0.484 | 19.2% | 3 | 24.25 | 29.30 | 28.10 | ||
| 27.20 | 28.30 | 28.10 | 18 | 4 | 18.9% | 0.489 | 0.0054 | -2.153 | 2790 | -2.153 | 0.0054 | -0.511 | 19.1% | 1 | 26.07 | 31.60 | 30.50 | |
| 24.60 | 25.70 | 32.50 | 3 | 12 | 18.8% | 0.462 | 0.0054 | -2.128 | 2795 | -2.127 | 0.0054 | -0.538 | 19.0% | 12 | 15 | 28.17 | 34.10 | 32.80 |
| 22.30 | 23.30 | 27.85 | 5 | 10 | 18.6% | 0.434 | 0.0054 | -2.092 | 2800 | -2.090 | 0.0054 | -0.566 | 18.8% | 13 | 32.50 | 36.80 | 35.20 | |
| 20.00 | 21.10 | 20.90 | 11 | 1 | 18.5% | 0.407 | 0.0054 | -2.045 | 2805 | -2.043 | 0.0054 | -0.593 | 18.7% | 0.00 | 39.70 | 37.90 | ||
| 17.90 | 19.00 | 21.01 | 4 | 5 | 18.4% | 0.379 | 0.0053 | -1.989 | 2810 | -1.986 | 0.0053 | -0.621 | 18.5% | 5 | 51.38 | 42.60 | 40.60 | |
| 16.00 | 17.00 | 17.68 | 6 | 16 | 18.3% | 0.352 | 0.0052 | -1.923 | 2815 | -1.920 | 0.0052 | -0.647 | 18.5% | 0.00 | 46.20 | 43.40 | ||
| 14.20 | 15.20 | 14.20 | 5 | 13 | 18.2% | 0.326 | 0.0051 | -1.849 | 2820 | -1.845 | 0.0051 | -0.674 | 18.4% | 6 | 57.50 | 49.70 | 46.30 | |
| 12.60 | 13.50 | 13.33 | 5 | 17 | 18.0% | 0.300 | 0.0050 | -1.768 | 2825 | -1.763 | 0.0050 | -0.700 | 18.3% | 0.00 | 53.30 | 49.40 | ||
| 11.10 | 12.00 | 11.20 | 4 | 12 | 17.9% | 0.275 | 0.0048 | -1.679 | 2830 | -1.674 | 0.0048 | -0.725 | 18.2% | 1 | 49.30 | 56.90 | 52.70 | |
| 9.70 | 10.60 | 10.35 | 6 | 20 | 17.8% | 0.251 | 0.0046 | -1.586 | 2835 | -1.581 | 0.0046 | -0.749 | 18.1% | 0.00 | 60.60 | 56.20 | ||
| 8.40 | 9.30 | 10.30 | 3 | 20 | 17.8% | 0.228 | 0.0044 | -1.490 | 2840 | -1.483 | 0.0044 | -0.772 | 18.1% | 0.00 | 64.50 | 59.80 | ||
| 7.30 | 8.10 | 7.81 | 18 | 39 | 17.7% | 0.206 | 0.0041 | -1.391 | 2845 | -1.383 | 0.0041 | -0.794 | 18.0% | 0.00 | 68.50 | 63.50 | ||
| 6.30 | 7.10 | 9.72 | 21 | 21 | 17.6% | 0.185 | 0.0039 | -1.291 | 2850 | -1.283 | 0.0039 | -0.815 | 14.3% | 1 | 83.56 | 71.70 | 61.70 | |
| 5.40 | 6.20 | 6.01 | 12 | 6 | 17.5% | 0.166 | 0.0036 | -1.191 | 2855 | -1.183 | 0.0036 | -0.834 | 14.4% | 0.00 | 76.10 | 66.10 | ||
| 4.60 | 5.40 | 4.70 | 13 | 17 | 17.5% | 0.148 | 0.0034 | -1.094 | 2860 | -1.085 | 0.0034 | -0.852 | 14.6% | 6 | 1 | 70.90 | 80.70 | 70.70 |
How this is calculated: Options Chain methodology
