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

21.0%

2785 strike

EXPECTED MOVE

$81.20

ATM straddle

MAX PAIN

$2,820.00

+1.2%

PUT/CALL VOLUME

4.61

4,966 / 1,078

NOV 6, 2026 CHAIN

CALLS										PUTS
Bid	Ask	Last	Vol	OI	IV	Delta	Gamma	Theta	Strike	Theta	Gamma	Delta	IV	OI	Vol	Last	Ask	Bid
93.40	94.90	89.79		4	23.4%	0.762	0.0027	-1.595	2710	-1.604	0.0027	-0.238	23.5%	322	52	14.39	16.40	15.70
89.40	90.90	59.30		9	23.2%	0.750	0.0028	-1.630	2715	-1.639	0.0028	-0.250	23.3%	24	10	13.41	17.40	16.70
85.40	86.90	82.33		4	23.1%	0.737	0.0029	-1.664	2720	-1.672	0.0029	-0.263	23.1%	70	112	17.78	18.40	17.70
81.60	83.00	80.85		3	22.9%	0.723	0.0030	-1.697	2725	-1.704	0.0030	-0.277	22.9%	33	30	19.11	19.50	18.90
77.80	79.30	56.19		3	22.7%	0.709	0.0031	-1.728	2730	-1.734	0.0031	-0.291	22.8%	250	39	19.81	20.80	20.10
74.10	75.50	0.00			22.5%	0.694	0.0032	-1.756	2735	-1.762	0.0032	-0.306	22.6%	304		30.26	22.00	21.30
70.40	71.90	67.37		12	22.4%	0.679	0.0033	-1.783	2740	-1.788	0.0033	-0.321	22.4%	317	15	20.88	23.40	22.60
66.90	68.30	60.02		4	22.2%	0.663	0.0034	-1.807	2745	-1.812	0.0034	-0.337	22.3%	16	5	23.82	24.80	24.10
63.40	64.70	77.75	1	14	22.0%	0.647	0.0035	-1.828	2750	-1.832	0.0035	-0.353	22.1%	522	39	24.76	26.30	25.60
60.00	61.30	49.24		13	21.9%	0.630	0.0035	-1.846	2755	-1.849	0.0035	-0.370	21.9%	52	42	26.77	28.00	27.10
56.70	58.00	58.10	25	19	21.7%	0.613	0.0036	-1.860	2760	-1.863	0.0036	-0.387	21.8%	250	17	26.23	29.60	28.80
53.50	54.80	66.84	2	15	21.6%	0.595	0.0037	-1.871	2765	-1.874	0.0037	-0.405	21.6%	24	35	26.67	31.40	30.50
50.30	51.60	60.00	3	15	21.4%	0.577	0.0038	-1.878	2770	-1.880	0.0038	-0.423	21.5%	85	54	32.18	33.30	32.40
47.50	48.50	52.82		6	21.3%	0.558	0.0038	-1.881	2775	-1.883	0.0038	-0.442	21.3%	23	8	32.03	35.20	34.30
44.50	45.60	44.29	10	23	21.1%	0.539	0.0039	-1.880	2780	-1.881	0.0039	-0.461	21.2%	177	60	35.78	37.30	36.40
41.70	42.70	50.20	5	28	21.0%	0.519	0.0039	-1.874	2785	-1.875	0.0039	-0.480	21.1%	69	30	36.12	39.50	38.50
38.90	40.00	40.90	5	14	20.9%	0.500	0.0039	-1.864	2790	-1.864	0.0039	-0.500	20.9%	103	26	40.80	41.70	40.80
36.30	37.30	38.00	18	12	20.7%	0.480	0.0040	-1.849	2795	-1.848	0.0040	-0.520	20.8%	26	23	41.30	44.10	43.10
33.70	34.70	35.00	37	265	20.6%	0.461	0.0040	-1.830	2800	-1.829	0.0040	-0.539	20.6%	375	23	45.50	46.50	45.50
31.30	32.30	39.96	6	7	20.4%	0.440	0.0040	-1.806	2805	-1.804	0.0040	-0.559	20.4%	55	10	39.32	49.10	47.90
29.00	30.00	30.71	2	41	20.3%	0.420	0.0040	-1.778	2810	-1.775	0.0040	-0.580	20.3%	171	2	46.30	51.80	50.50
26.80	27.70	28.48	2	28	20.2%	0.400	0.0039	-1.745	2815	-1.742	0.0039	-0.600	20.2%	41		64.44	54.60	53.30
24.70	25.60	25.57	18	96	20.1%	0.380	0.0039	-1.707	2820	-1.704	0.0039	-0.620	20.1%	54	51	55.97	57.50	56.10
22.70	23.50	23.36	3	42	19.9%	0.360	0.0039	-1.666	2825	-1.661	0.0039	-0.640	19.9%	30	3	59.67	60.40	59.10
20.80	21.70	20.69	12	69	19.8%	0.340	0.0038	-1.620	2830	-1.615	0.0038	-0.659	19.9%	65	27	61.50	63.60	62.20
19.10	19.90	26.84	11	94	19.7%	0.321	0.0037	-1.571	2835	-1.566	0.0037	-0.679	19.7%	14	1	59.90	66.90	65.40
17.40	18.20	19.16	248	340	19.6%	0.302	0.0037	-1.519	2840	-1.513	0.0037	-0.698	19.7%	13	5	57.77	70.20	68.70
15.80	16.60	18.30	6	111	19.5%	0.283	0.0036	-1.464	2845	-1.457	0.0036	-0.717	19.5%	3	2	65.98	73.60	72.10
14.40	15.10	14.87	36	4,459	19.4%	0.265	0.0035	-1.406	2850	-1.399	0.0035	-0.735	19.4%	40	1	68.58	77.10	75.70
13.00	13.80	18.08	7	96	19.3%	0.247	0.0034	-1.347	2855	-1.339	0.0034	-0.753	19.3%	7	9	67.01	80.80	79.30
11.70	12.50	12.24	19	4,313	19.2%	0.230	0.0032	-1.286	2860	-1.277	0.0032	-0.770	19.3%	74	56	70.73	84.60	83.00

Open RUT in Obelion Terminal

How this is calculated: Options Chain methodology

EXPIRATION

NOV 6, 2026 CHAIN

OPTIONS CHAIN FOR OTHER TICKERS