RUT Options Chain

Name: RUT Options Chain
Creator: Obelion

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

ATM IV

19.3%

2785 strike

EXPECTED MOVE

$63.75

ATM straddle

MAX PAIN

$2,780.00

-0.2%

PUT/CALL VOLUME

1.67

338 / 203

NOV 3, 2026 CHAIN

CALLS										PUTS
Bid	Ask	Last	Vol	OI	IV	Delta	Gamma	Theta	Strike	Theta	Gamma	Delta	IV	OI	Vol	Last	Ask	Bid
85.60	87.30	84.64		1	21.8%	0.809	0.0030	-1.522	2710	-1.532	0.0030	-0.191	21.9%	4	4	8.29	10.00	9.20
81.40	83.10	0.00			21.6%	0.795	0.0032	-1.580	2715	-1.589	0.0032	-0.204	21.7%	3		20.44	10.80	10.00
77.30	79.00	0.00			21.4%	0.781	0.0033	-1.637	2720	-1.645	0.0033	-0.219	21.6%	13	19	11.00	11.70	10.90
73.30	74.90	73.09		1	21.2%	0.765	0.0035	-1.692	2725	-1.699	0.0035	-0.234	21.3%	16	12	10.40	12.60	11.80
69.30	71.00	0.00			21.0%	0.749	0.0036	-1.746	2730	-1.752	0.0036	-0.251	21.2%	10		27.10	13.70	12.80
65.40	67.10	68.87	20	2	20.8%	0.732	0.0038	-1.797	2735	-1.803	0.0038	-0.268	21.0%	1		42.98	14.80	13.90
61.60	63.30	65.02	20		20.7%	0.714	0.0040	-1.845	2740	-1.851	0.0040	-0.286	20.8%	40	2	15.00	16.00	15.10
57.90	59.60	0.00			20.5%	0.695	0.0041	-1.890	2745	-1.895	0.0041	-0.305	20.6%	6	4	14.61	17.30	16.30
54.30	55.90	0.00			20.4%	0.675	0.0042	-1.930	2750	-1.934	0.0042	-0.325	20.5%	1	1	15.15	18.60	17.70
50.70	52.40	50.00		1	20.2%	0.654	0.0044	-1.965	2755	-1.969	0.0044	-0.345	20.3%	6		34.25	20.20	19.20
47.40	49.00	0.00			20.0%	0.633	0.0045	-1.995	2760	-1.998	0.0045	-0.367	20.1%			0.00	21.80	20.70
44.10	45.70	0.00			19.9%	0.611	0.0046	-2.019	2765	-2.022	0.0046	-0.389	20.0%	2		32.48	23.50	22.40
40.90	42.50	46.80		5	19.7%	0.588	0.0047	-2.036	2770	-2.038	0.0047	-0.412	19.9%	5	1	29.10	25.40	24.20
37.90	39.40	47.36	1	1	19.6%	0.565	0.0048	-2.046	2775	-2.047	0.0048	-0.435	19.7%	7	2	23.43	27.30	26.10
35.10	36.20	41.20	2	39	19.4%	0.540	0.0049	-2.048	2780	-2.049	0.0049	-0.459	19.6%	40		38.80	29.40	28.20
32.20	33.40	38.10	4		19.3%	0.516	0.0050	-2.042	2785	-2.042	0.0050	-0.484	19.4%			0.00	31.60	30.30
29.50	30.70	39.41	2		19.1%	0.491	0.0050	-2.028	2790	-2.027	0.0050	-0.509	19.3%	2	3	29.14	33.90	32.60
27.00	28.10	38.80	5	19	19.0%	0.466	0.0050	-2.005	2795	-2.004	0.0050	-0.534	19.2%		5	31.40	36.20	35.10
24.60	25.70	35.15	1	5	18.9%	0.440	0.0050	-1.974	2800	-1.973	0.0050	-0.560	18.9%	9	8	32.40	38.90	37.50
22.30	23.40	27.50	2		18.7%	0.415	0.0050	-1.935	2805	-1.933	0.0050	-0.585	18.8%			0.00	41.60	40.10
20.10	21.20	18.51		1	18.6%	0.389	0.0050	-1.888	2810	-1.885	0.0050	-0.611	18.7%			0.00	44.50	42.80
18.10	19.10	22.80	6	12	18.4%	0.364	0.0049	-1.833	2815	-1.829	0.0049	-0.636	18.6%	1		74.37	47.50	45.80
16.20	17.30	18.01	5	14	18.4%	0.339	0.0048	-1.771	2820	-1.767	0.0048	-0.661	18.4%		1	44.20	50.60	48.90
14.50	15.50	18.18	1	93	18.2%	0.315	0.0047	-1.702	2825	-1.698	0.0047	-0.685	18.3%			0.00	53.70	52.20
12.90	13.90	16.33	4	2	18.1%	0.291	0.0046	-1.629	2830	-1.623	0.0046	-0.709	18.2%			0.00	57.20	55.50
11.40	12.40	12.92	14	14	18.0%	0.268	0.0044	-1.550	2835	-1.544	0.0044	-0.732	18.1%			0.00	60.70	59.00
10.10	11.00	11.04	15	13	17.9%	0.245	0.0042	-1.468	2840	-1.461	0.0042	-0.755	18.0%			0.00	64.30	62.60
8.80	9.70	11.70	3	5	17.8%	0.224	0.0040	-1.383	2845	-1.375	0.0040	-0.776	17.9%			0.00	68.10	66.40
7.80	8.60	10.08	4	13	17.8%	0.203	0.0038	-1.296	2850	-1.288	0.0038	-0.796	17.9%			0.00	71.90	70.30
6.80	7.60	8.91	5	10	17.6%	0.184	0.0036	-1.209	2855	-1.201	0.0036	-0.816	17.8%			0.00	76.00	74.20
5.90	6.60	9.32	3	2	17.6%	0.166	0.0034	-1.122	2860	-1.113	0.0034	-0.834	17.7%			0.00	80.00	78.30

Open RUT in Obelion Terminal

How this is calculated: Options Chain methodology

EXPIRATION

NOV 3, 2026 CHAIN

OPTIONS CHAIN FOR OTHER TICKERS