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
$75.55
ATM straddle
MAX PAIN
$2,780.00
-0.2%
PUT/CALL VOLUME
0.67
70 / 105
NOV 5, 2026 CHAIN
| CALLS | PUTS | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Ask | Last | Vol | OI | IV | Delta | Gamma | Theta | Strike | Theta | Gamma | Delta | IV | OI | Vol | Last | Ask | Bid |
| 87.70 | 94.80 | 0.00 | 22.9% | 0.775 | 0.0028 | -1.584 | 2710 | -1.594 | 0.0028 | -0.225 | 23.0% | 3 | 4 | 12.27 | 14.50 | 13.50 | ||
| 83.80 | 90.70 | 0.00 | 22.8% | 0.762 | 0.0029 | -1.625 | 2715 | -1.635 | 0.0029 | -0.238 | 22.8% | 4 | 13.07 | 15.40 | 14.40 | |||
| 80.00 | 86.60 | 0.00 | 22.6% | 0.748 | 0.0030 | -1.665 | 2720 | -1.674 | 0.0030 | -0.252 | 22.6% | 2 | 25.06 | 16.40 | 15.40 | |||
| 76.20 | 82.60 | 0.00 | 22.4% | 0.734 | 0.0032 | -1.703 | 2725 | -1.711 | 0.0032 | -0.266 | 22.4% | 8 | 30.73 | 17.50 | 16.50 | |||
| 72.40 | 78.60 | 0.00 | 22.2% | 0.719 | 0.0033 | -1.739 | 2730 | -1.747 | 0.0033 | -0.281 | 22.3% | 0.00 | 18.70 | 17.70 | ||||
| 68.80 | 74.80 | 0.00 | 22.1% | 0.704 | 0.0034 | -1.774 | 2735 | -1.780 | 0.0034 | -0.296 | 22.1% | 0.00 | 20.00 | 18.90 | ||||
| 65.30 | 70.80 | 0.00 | 21.9% | 0.687 | 0.0035 | -1.805 | 2740 | -1.811 | 0.0035 | -0.313 | 21.9% | 0.00 | 21.30 | 20.20 | ||||
| 62.00 | 66.90 | 0.00 | 21.7% | 0.671 | 0.0036 | -1.834 | 2745 | -1.839 | 0.0036 | -0.329 | 21.8% | 0.00 | 22.70 | 21.50 | ||||
| 58.80 | 62.10 | 0.00 | 21.2% | 0.653 | 0.0037 | -1.859 | 2750 | -1.864 | 0.0037 | -0.347 | 21.6% | 0.00 | 24.20 | 23.00 | ||||
| 55.60 | 58.70 | 0.00 | 21.2% | 0.635 | 0.0038 | -1.881 | 2755 | -1.885 | 0.0038 | -0.364 | 21.5% | 1 | 42.50 | 25.80 | 24.60 | |||
| 52.40 | 55.20 | 53.87 | 1 | 21.0% | 0.617 | 0.0039 | -1.899 | 2760 | -1.902 | 0.0039 | -0.383 | 21.3% | 0.00 | 27.40 | 26.20 | |||
| 49.40 | 52.10 | 0.00 | 21.0% | 0.598 | 0.0040 | -1.913 | 2765 | -1.915 | 0.0040 | -0.402 | 21.1% | 1 | 41.93 | 29.20 | 28.00 | |||
| 46.40 | 48.90 | 0.00 | 20.8% | 0.578 | 0.0040 | -1.922 | 2770 | -1.924 | 0.0040 | -0.422 | 21.0% | 0.00 | 31.00 | 29.80 | ||||
| 44.10 | 45.30 | 49.00 | 1 | 2 | 20.8% | 0.558 | 0.0041 | -1.926 | 2775 | -1.928 | 0.0041 | -0.442 | 20.8% | 0.00 | 33.00 | 31.80 | ||
| 41.20 | 42.40 | 45.53 | 38 | 20.6% | 0.538 | 0.0042 | -1.925 | 2780 | -1.926 | 0.0042 | -0.462 | 20.7% | 40 | 3 | 34.00 | 35.10 | 33.80 | |
| 38.30 | 39.60 | 42.81 | 6 | 3 | 20.5% | 0.517 | 0.0042 | -1.920 | 2785 | -1.920 | 0.0042 | -0.483 | 20.6% | 0.00 | 37.20 | 36.00 | ||
| 35.60 | 36.80 | 0.00 | 20.3% | 0.496 | 0.0042 | -1.908 | 2790 | -1.908 | 0.0042 | -0.504 | 20.4% | 0.00 | 39.50 | 38.30 | ||||
| 33.00 | 34.20 | 39.77 | 1 | 20.2% | 0.475 | 0.0042 | -1.892 | 2795 | -1.891 | 0.0042 | -0.525 | 20.3% | 0.00 | 41.90 | 40.70 | |||
| 30.50 | 31.70 | 33.10 | 3 | 20.1% | 0.453 | 0.0043 | -1.870 | 2800 | -1.868 | 0.0043 | -0.546 | 20.2% | 2 | 46.80 | 45.00 | 42.60 | ||
| 28.10 | 29.40 | 0.00 | 19.9% | 0.432 | 0.0042 | -1.842 | 2805 | -1.840 | 0.0042 | -0.568 | 20.0% | 0.00 | 47.50 | 45.10 | ||||
| 25.90 | 27.10 | 33.99 | 2 | 19.8% | 0.410 | 0.0042 | -1.809 | 2810 | -1.806 | 0.0042 | -0.590 | 19.9% | 0.00 | 50.60 | 47.70 | |||
| 23.80 | 24.90 | 24.80 | 35 | 1 | 19.7% | 0.389 | 0.0042 | -1.771 | 2815 | -1.767 | 0.0042 | -0.611 | 19.7% | 0.00 | 53.20 | 50.30 | ||
| 21.70 | 22.90 | 31.20 | 2 | 19.6% | 0.367 | 0.0042 | -1.728 | 2820 | -1.724 | 0.0042 | -0.632 | 19.7% | 0.00 | 56.90 | 53.00 | |||
| 19.80 | 20.90 | 22.40 | 85 | 19.4% | 0.346 | 0.0041 | -1.680 | 2825 | -1.675 | 0.0041 | -0.654 | 19.6% | 0.00 | 60.30 | 55.80 | |||
| 18.00 | 19.10 | 0.00 | 19.3% | 0.325 | 0.0040 | -1.628 | 2830 | -1.622 | 0.0040 | -0.674 | 19.5% | 0.00 | 63.80 | 58.70 | ||||
| 16.40 | 17.40 | 23.25 | 15 | 19.2% | 0.305 | 0.0039 | -1.572 | 2835 | -1.565 | 0.0039 | -0.695 | 19.4% | 0.00 | 67.40 | 61.60 | |||
| 14.80 | 15.80 | 19.69 | 3 | 19.1% | 0.285 | 0.0038 | -1.512 | 2840 | -1.505 | 0.0038 | -0.715 | 19.3% | 0.00 | 71.00 | 64.90 | |||
| 13.40 | 14.40 | 19.87 | 3 | 19.0% | 0.265 | 0.0037 | -1.450 | 2845 | -1.442 | 0.0037 | -0.735 | 19.2% | 0.00 | 74.70 | 68.20 | |||
| 12.00 | 13.00 | 18.37 | 11 | 18.9% | 0.246 | 0.0036 | -1.385 | 2850 | -1.377 | 0.0036 | -0.753 | 19.1% | 0.00 | 78.50 | 71.70 | |||
| 10.80 | 11.70 | 15.15 | 10 | 18.9% | 0.228 | 0.0035 | -1.318 | 2855 | -1.310 | 0.0035 | -0.772 | 19.0% | 0.00 | 82.40 | 75.30 | |||
| 9.60 | 10.60 | 0.00 | 18.8% | 0.211 | 0.0033 | -1.250 | 2860 | -1.241 | 0.0033 | -0.789 | 19.0% | 0.00 | 86.40 | 79.00 | ||||
How this is calculated: Options Chain methodology
