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
20.1%
2785 strike
EXPECTED MOVE
$90.45
ATM straddle
MAX PAIN
$2,365.00
-15.1%
PUT/CALL VOLUME
1.13
85 / 75
NOV 10, 2026 CHAIN
| CALLS | PUTS | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Ask | Last | Vol | OI | IV | Delta | Gamma | Theta | Strike | Theta | Gamma | Delta | IV | OI | Vol | Last | Ask | Bid |
| 95.00 | 101.80 | 0.00 | 22.4% | 0.743 | 0.0026 | -1.341 | 2710 | -1.351 | 0.0026 | -0.257 | 22.2% | 0.00 | 20.20 | 19.20 | ||||
| 91.20 | 97.80 | 0.00 | 22.2% | 0.731 | 0.0026 | -1.365 | 2715 | -1.374 | 0.0026 | -0.269 | 22.0% | 10 | 20.00 | 21.30 | 20.20 | |||
| 87.40 | 93.80 | 0.00 | 22.1% | 0.718 | 0.0027 | -1.387 | 2720 | -1.396 | 0.0027 | -0.281 | 21.9% | 14 | 21.20 | 22.90 | 21.30 | |||
| 83.70 | 90.00 | 0.00 | 21.9% | 0.706 | 0.0028 | -1.408 | 2725 | -1.417 | 0.0028 | -0.294 | 21.7% | 0.00 | 23.70 | 22.50 | ||||
| 80.20 | 86.00 | 0.00 | 21.7% | 0.692 | 0.0029 | -1.428 | 2730 | -1.436 | 0.0029 | -0.307 | 21.5% | 4 | 20.68 | 25.00 | 23.80 | |||
| 76.80 | 82.20 | 0.00 | 21.6% | 0.679 | 0.0030 | -1.447 | 2735 | -1.454 | 0.0030 | -0.321 | 21.4% | 0.00 | 26.30 | 25.10 | ||||
| 73.40 | 78.40 | 0.00 | 21.4% | 0.664 | 0.0030 | -1.464 | 2740 | -1.470 | 0.0030 | -0.335 | 21.2% | 0.00 | 27.80 | 26.50 | ||||
| 71.20 | 72.80 | 0.00 | 21.1% | 0.650 | 0.0031 | -1.478 | 2745 | -1.484 | 0.0031 | -0.350 | 21.1% | 0.00 | 29.20 | 27.90 | ||||
| 67.80 | 69.50 | 0.00 | 21.0% | 0.635 | 0.0032 | -1.491 | 2750 | -1.496 | 0.0032 | -0.365 | 20.9% | 0.00 | 30.80 | 29.50 | ||||
| 64.50 | 66.20 | 0.00 | 20.9% | 0.620 | 0.0032 | -1.502 | 2755 | -1.507 | 0.0032 | -0.380 | 20.8% | 0.00 | 32.40 | 31.20 | ||||
| 61.20 | 62.90 | 0.00 | 20.7% | 0.604 | 0.0033 | -1.511 | 2760 | -1.515 | 0.0033 | -0.396 | 20.7% | 0.00 | 34.20 | 32.90 | ||||
| 57.90 | 59.50 | 0.00 | 20.5% | 0.588 | 0.0033 | -1.518 | 2765 | -1.521 | 0.0033 | -0.412 | 20.5% | 0.00 | 36.00 | 34.60 | ||||
| 54.90 | 56.40 | 0.00 | 20.4% | 0.571 | 0.0034 | -1.522 | 2770 | -1.524 | 0.0034 | -0.428 | 20.4% | 2 | 33.55 | 37.90 | 36.50 | |||
| 52.00 | 53.70 | 0.00 | 20.4% | 0.554 | 0.0034 | -1.523 | 2775 | -1.524 | 0.0034 | -0.446 | 20.3% | 0.00 | 39.90 | 38.50 | ||||
| 49.10 | 50.50 | 0.00 | 20.2% | 0.537 | 0.0035 | -1.521 | 2780 | -1.523 | 0.0035 | -0.462 | 20.2% | 2 | 35.28 | 41.90 | 40.50 | |||
| 46.20 | 47.60 | 0.00 | 20.1% | 0.520 | 0.0035 | -1.517 | 2785 | -1.518 | 0.0035 | -0.480 | 20.1% | 0.00 | 44.30 | 42.80 | ||||
| 43.50 | 45.20 | 0.00 | 20.0% | 0.502 | 0.0035 | -1.510 | 2790 | -1.510 | 0.0035 | -0.497 | 19.9% | 0.00 | 46.30 | 44.90 | ||||
| 40.80 | 42.20 | 0.00 | 19.9% | 0.485 | 0.0036 | -1.500 | 2795 | -1.499 | 0.0036 | -0.515 | 19.8% | 0.00 | 48.60 | 47.20 | ||||
| 38.20 | 39.60 | 0.00 | 19.7% | 0.467 | 0.0036 | -1.487 | 2800 | -1.486 | 0.0036 | -0.533 | 19.7% | 0.00 | 51.30 | 49.70 | ||||
| 35.80 | 37.30 | 0.00 | 19.6% | 0.449 | 0.0036 | -1.471 | 2805 | -1.469 | 0.0036 | -0.551 | 19.6% | 0.00 | 53.60 | 52.20 | ||||
| 33.40 | 34.80 | 0.00 | 19.5% | 0.431 | 0.0036 | -1.452 | 2810 | -1.449 | 0.0036 | -0.569 | 19.4% | 0.00 | 56.40 | 54.80 | ||||
| 31.20 | 32.50 | 37.40 | 4 | 19.4% | 0.413 | 0.0036 | -1.430 | 2815 | -1.427 | 0.0036 | -0.587 | 19.3% | 0.00 | 59.00 | 57.50 | |||
| 28.90 | 30.50 | 0.00 | 19.3% | 0.395 | 0.0035 | -1.406 | 2820 | -1.402 | 0.0035 | -0.605 | 19.2% | 0.00 | 61.80 | 60.30 | ||||
| 26.90 | 28.30 | 0.00 | 19.2% | 0.377 | 0.0035 | -1.378 | 2825 | -1.374 | 0.0035 | -0.623 | 19.1% | 0.00 | 64.80 | 63.20 | ||||
| 24.90 | 26.40 | 0.00 | 19.0% | 0.359 | 0.0035 | -1.349 | 2830 | -1.343 | 0.0035 | -0.641 | 19.2% | 0.00 | 69.40 | 65.20 | ||||
| 23.10 | 24.40 | 24.71 | 5 | 18.9% | 0.341 | 0.0034 | -1.316 | 2835 | -1.310 | 0.0034 | -0.659 | 19.0% | 0.00 | 72.80 | 68.00 | |||
| 21.20 | 22.70 | 22.94 | 5 | 18.9% | 0.324 | 0.0034 | -1.281 | 2840 | -1.275 | 0.0034 | -0.676 | 18.9% | 0.00 | 76.30 | 70.90 | |||
| 19.90 | 21.00 | 0.00 | 18.9% | 0.306 | 0.0033 | -1.244 | 2845 | -1.237 | 0.0033 | -0.693 | 18.8% | 0.00 | 79.80 | 73.90 | ||||
| 17.90 | 19.40 | 24.18 | 1 | 18.7% | 0.290 | 0.0032 | -1.206 | 2850 | -1.198 | 0.0032 | -0.710 | 18.8% | 0.00 | 83.40 | 77.10 | |||
| 16.40 | 17.80 | 0.00 | 18.5% | 0.273 | 0.0032 | -1.165 | 2855 | -1.157 | 0.0032 | -0.727 | 18.7% | 0.00 | 87.00 | 80.50 | ||||
| 15.40 | 16.40 | 0.00 | 18.6% | 0.257 | 0.0031 | -1.123 | 2860 | -1.114 | 0.0031 | -0.743 | 18.6% | 0.00 | 90.70 | 83.90 | ||||
How this is calculated: Options Chain methodology
