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
20.5%
2785 strike
EXPECTED MOVE
$71.50
ATM straddle
MAX PAIN
$2,780.00
-0.2%
PUT/CALL VOLUME
2.04
184 / 90
NOV 4, 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 | 93.40 | 0.00 | 22.9% | 0.786 | 0.0029 | -1.618 | 2710 | -1.627 | 0.0029 | -0.214 | 23.0% | 2 | 14.73 | 12.90 | 11.90 | |||
| 81.70 | 89.20 | 83.12 | 2 | 22.7% | 0.773 | 0.0030 | -1.666 | 2715 | -1.675 | 0.0030 | -0.227 | 22.8% | 5 | 1 | 12.75 | 13.80 | 12.80 | |
| 77.80 | 85.10 | 96.30 | 3 | 22.6% | 0.759 | 0.0031 | -1.712 | 2720 | -1.720 | 0.0031 | -0.241 | 22.6% | 0.00 | 14.80 | 13.80 | |||
| 73.90 | 81.00 | 75.67 | 2 | 22.4% | 0.744 | 0.0033 | -1.757 | 2725 | -1.765 | 0.0033 | -0.256 | 22.4% | 8 | 3 | 14.65 | 15.80 | 14.80 | |
| 70.20 | 77.10 | 0.00 | 22.2% | 0.729 | 0.0034 | -1.801 | 2730 | -1.808 | 0.0034 | -0.271 | 22.2% | 86 | 2 | 13.72 | 16.90 | 15.90 | ||
| 66.50 | 73.10 | 0.00 | 22.0% | 0.713 | 0.0035 | -1.841 | 2735 | -1.848 | 0.0035 | -0.287 | 22.1% | 1 | 27.07 | 18.10 | 17.10 | |||
| 62.90 | 69.20 | 0.00 | 21.9% | 0.696 | 0.0036 | -1.879 | 2740 | -1.885 | 0.0036 | -0.304 | 21.9% | 0.00 | 19.40 | 18.40 | ||||
| 59.60 | 65.30 | 0.00 | 21.7% | 0.678 | 0.0038 | -1.914 | 2745 | -1.919 | 0.0038 | -0.322 | 21.7% | 0.00 | 20.80 | 19.70 | ||||
| 56.40 | 60.00 | 0.00 | 21.1% | 0.660 | 0.0039 | -1.945 | 2750 | -1.950 | 0.0039 | -0.340 | 21.6% | 3 | 38.06 | 22.30 | 21.20 | |||
| 53.20 | 56.70 | 0.00 | 21.0% | 0.641 | 0.0040 | -1.972 | 2755 | -1.976 | 0.0040 | -0.359 | 21.4% | 10 | 35.40 | 23.80 | 22.70 | |||
| 50.00 | 53.40 | 51.66 | 1 | 21.0% | 0.622 | 0.0041 | -1.994 | 2760 | -1.998 | 0.0041 | -0.378 | 21.2% | 5 | 35.16 | 25.50 | 24.30 | ||
| 47.00 | 50.10 | 0.00 | 20.9% | 0.602 | 0.0042 | -2.012 | 2765 | -2.015 | 0.0042 | -0.398 | 21.1% | 0.00 | 27.20 | 26.10 | ||||
| 44.00 | 47.30 | 50.00 | 5 | 20.9% | 0.581 | 0.0043 | -2.024 | 2770 | -2.026 | 0.0043 | -0.419 | 20.9% | 0.00 | 29.10 | 27.90 | |||
| 41.10 | 43.70 | 50.60 | 2 | 20.7% | 0.560 | 0.0043 | -2.030 | 2775 | -2.032 | 0.0043 | -0.440 | 20.8% | 14 | 43.11 | 31.00 | 29.80 | ||
| 39.00 | 40.20 | 44.46 | 1 | 40 | 20.5% | 0.538 | 0.0044 | -2.030 | 2780 | -2.031 | 0.0044 | -0.461 | 20.7% | 41 | 6 | 33.96 | 33.10 | 31.90 |
| 36.20 | 37.40 | 41.52 | 1 | 1 | 20.4% | 0.516 | 0.0044 | -2.025 | 2785 | -2.025 | 0.0044 | -0.484 | 20.5% | 1 | 36.30 | 35.30 | 34.10 | |
| 33.50 | 34.70 | 0.00 | 20.3% | 0.494 | 0.0045 | -2.012 | 2790 | -2.011 | 0.0045 | -0.506 | 20.4% | 1 | 39.66 | 37.60 | 36.40 | |||
| 30.90 | 32.10 | 0.00 | 20.1% | 0.472 | 0.0045 | -1.993 | 2795 | -1.992 | 0.0045 | -0.528 | 20.2% | 1 | 32.88 | 40.00 | 38.80 | |||
| 28.40 | 29.60 | 0.00 | 20.0% | 0.449 | 0.0045 | -1.968 | 2800 | -1.966 | 0.0045 | -0.551 | 20.1% | 1 | 37.10 | 43.30 | 40.50 | |||
| 26.10 | 27.30 | 0.00 | 19.9% | 0.426 | 0.0045 | -1.936 | 2805 | -1.934 | 0.0045 | -0.574 | 19.9% | 0.00 | 45.90 | 43.00 | ||||
| 23.90 | 25.00 | 29.50 | 10 | 6 | 19.7% | 0.404 | 0.0045 | -1.898 | 2810 | -1.895 | 0.0045 | -0.596 | 19.7% | 0.00 | 48.70 | 45.60 | ||
| 21.80 | 22.90 | 24.52 | 1 | 19.6% | 0.381 | 0.0044 | -1.853 | 2815 | -1.850 | 0.0044 | -0.619 | 19.5% | 0.00 | 51.60 | 48.20 | |||
| 19.80 | 20.90 | 26.74 | 19.5% | 0.358 | 0.0044 | -1.803 | 2820 | -1.799 | 0.0044 | -0.641 | 19.7% | 0.00 | 55.60 | 51.00 | ||||
| 18.00 | 19.00 | 24.12 | 76 | 19.3% | 0.336 | 0.0043 | -1.747 | 2825 | -1.743 | 0.0043 | -0.664 | 19.5% | 0.00 | 59.10 | 53.80 | |||
| 16.20 | 17.30 | 0.00 | 19.3% | 0.314 | 0.0042 | -1.687 | 2830 | -1.681 | 0.0042 | -0.686 | 19.4% | 0.00 | 62.70 | 56.60 | ||||
| 14.60 | 15.70 | 17.68 | 1 | 6 | 19.2% | 0.293 | 0.0041 | -1.622 | 2835 | -1.616 | 0.0041 | -0.707 | 19.3% | 0.00 | 66.40 | 59.70 | ||
| 13.10 | 14.10 | 14.66 | 1 | 8 | 19.0% | 0.272 | 0.0040 | -1.553 | 2840 | -1.546 | 0.0040 | -0.728 | 19.3% | 0.00 | 70.00 | 63.10 | ||
| 11.70 | 12.70 | 14.20 | 16 | 18.9% | 0.252 | 0.0038 | -1.481 | 2845 | -1.474 | 0.0038 | -0.748 | 19.1% | 0.00 | 73.80 | 66.50 | |||
| 10.50 | 11.40 | 11.78 | 8 | 96 | 18.9% | 0.233 | 0.0037 | -1.407 | 2850 | -1.399 | 0.0037 | -0.767 | 19.1% | 0.00 | 77.60 | 70.10 | ||
| 9.30 | 10.20 | 10.19 | 7 | 7 | 18.8% | 0.214 | 0.0035 | -1.331 | 2855 | -1.323 | 0.0035 | -0.786 | 19.0% | 0.00 | 81.60 | 73.70 | ||
| 8.30 | 9.20 | 9.43 | 2 | 5 | 18.7% | 0.196 | 0.0034 | -1.254 | 2860 | -1.245 | 0.0034 | -0.804 | 16.5% | 0.00 | 84.10 | 74.10 | ||
How this is calculated: Options Chain methodology
