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
20.3%
2785 strike
EXPECTED MOVE
$100.15
ATM straddle
MAX PAIN
$2,835.00
+1.7%
PUT/CALL VOLUME
1.08
2,615 / 2,425
NOV 13, 2026 CHAIN
| CALLS | PUTS | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Ask | Last | Vol | OI | IV | Delta | Gamma | Theta | Strike | Theta | Gamma | Delta | IV | OI | Vol | Last | Ask | Bid |
| 102.00 | 103.60 | 108.38 | 3 | 22.3% | 0.727 | 0.0024 | -1.268 | 2710 | -1.279 | 0.0024 | -0.273 | 22.4% | 227 | 33 | 23.46 | 24.10 | 23.30 | |
| 98.20 | 99.80 | 0.00 | 22.1% | 0.715 | 0.0025 | -1.285 | 2715 | -1.296 | 0.0025 | -0.284 | 22.2% | 40 | 11 | 22.47 | 25.20 | 24.50 | ||
| 94.40 | 96.00 | 80.58 | 2 | 22.0% | 0.704 | 0.0025 | -1.302 | 2720 | -1.312 | 0.0025 | -0.296 | 22.1% | 115 | 30 | 25.97 | 26.50 | 25.70 | |
| 90.80 | 92.20 | 90.68 | 8 | 21.8% | 0.692 | 0.0026 | -1.318 | 2725 | -1.327 | 0.0026 | -0.308 | 21.9% | 17 | 35.70 | 27.70 | 27.00 | ||
| 87.00 | 88.60 | 96.91 | 3 | 12 | 21.7% | 0.680 | 0.0026 | -1.332 | 2730 | -1.341 | 0.0026 | -0.320 | 21.8% | 118 | 10 | 27.37 | 29.10 | 28.30 |
| 83.50 | 85.10 | 81.00 | 21.6% | 0.667 | 0.0027 | -1.346 | 2735 | -1.353 | 0.0027 | -0.333 | 21.6% | 46 | 32.45 | 30.50 | 29.70 | |||
| 79.90 | 81.50 | 81.00 | 14 | 21.4% | 0.654 | 0.0028 | -1.358 | 2740 | -1.365 | 0.0028 | -0.346 | 21.5% | 157 | 82 | 28.89 | 32.00 | 31.10 | |
| 76.50 | 78.00 | 75.26 | 1 | 21.3% | 0.641 | 0.0028 | -1.369 | 2745 | -1.375 | 0.0028 | -0.359 | 21.3% | 31 | 42.13 | 33.50 | 32.60 | ||
| 73.20 | 74.60 | 70.29 | 50 | 21.1% | 0.627 | 0.0029 | -1.378 | 2750 | -1.384 | 0.0029 | -0.373 | 21.2% | 108 | 4 | 32.45 | 35.10 | 34.20 | |
| 69.90 | 71.20 | 84.25 | 1 | 4 | 21.0% | 0.613 | 0.0029 | -1.386 | 2755 | -1.391 | 0.0029 | -0.387 | 21.1% | 44 | 1 | 33.05 | 36.80 | 35.90 |
| 66.70 | 67.90 | 68.46 | 10 | 20.9% | 0.599 | 0.0030 | -1.392 | 2760 | -1.396 | 0.0030 | -0.401 | 21.0% | 136 | 4 | 35.66 | 38.50 | 37.60 | |
| 63.50 | 64.70 | 87.67 | 4 | 20.8% | 0.584 | 0.0030 | -1.396 | 2765 | -1.399 | 0.0030 | -0.416 | 20.8% | 19 | 47.24 | 40.40 | 39.40 | ||
| 60.50 | 61.60 | 61.57 | 24 | 20.6% | 0.569 | 0.0031 | -1.398 | 2770 | -1.401 | 0.0031 | -0.430 | 20.7% | 97 | 6 | 41.61 | 42.30 | 41.30 | |
| 57.50 | 58.50 | 67.80 | 1 | 3 | 20.5% | 0.554 | 0.0031 | -1.399 | 2775 | -1.401 | 0.0031 | -0.446 | 20.6% | 23 | 51.27 | 44.20 | 43.30 | |
| 54.60 | 55.60 | 62.45 | 3 | 34 | 20.4% | 0.538 | 0.0031 | -1.397 | 2780 | -1.398 | 0.0031 | -0.461 | 20.4% | 67 | 17 | 44.65 | 46.30 | 45.30 |
| 51.70 | 52.70 | 60.22 | 1 | 3 | 20.3% | 0.523 | 0.0032 | -1.393 | 2785 | -1.394 | 0.0032 | -0.477 | 20.4% | 41 | 1 | 45.76 | 48.40 | 47.50 |
| 49.00 | 49.90 | 55.63 | 23 | 9 | 20.1% | 0.507 | 0.0032 | -1.387 | 2790 | -1.387 | 0.0032 | -0.492 | 20.2% | 25 | 4 | 45.97 | 50.60 | 49.70 |
| 46.30 | 47.20 | 53.33 | 2 | 20.0% | 0.491 | 0.0032 | -1.380 | 2795 | -1.379 | 0.0032 | -0.508 | 20.1% | 17 | 80.80 | 53.00 | 52.00 | ||
| 43.70 | 44.60 | 48.84 | 1 | 60 | 19.9% | 0.475 | 0.0032 | -1.369 | 2800 | -1.368 | 0.0032 | -0.525 | 20.0% | 51 | 63.47 | 55.30 | 54.40 | |
| 41.20 | 42.10 | 47.53 | 38 | 5 | 19.8% | 0.459 | 0.0032 | -1.357 | 2805 | -1.355 | 0.0032 | -0.541 | 19.9% | 7 | 65.60 | 57.80 | 56.80 | |
| 38.80 | 39.70 | 39.73 | 10 | 19.7% | 0.443 | 0.0032 | -1.343 | 2810 | -1.340 | 0.0032 | -0.557 | 19.8% | 85 | 66.45 | 60.40 | 59.40 | ||
| 36.40 | 37.40 | 41.48 | 15 | 19.6% | 0.426 | 0.0032 | -1.326 | 2815 | -1.322 | 0.0032 | -0.574 | 19.7% | 12 | 65.62 | 63.10 | 62.00 | ||
| 34.20 | 35.10 | 32.71 | 17 | 19.5% | 0.410 | 0.0032 | -1.307 | 2820 | -1.303 | 0.0032 | -0.590 | 19.6% | 19 | 84.94 | 65.90 | 64.70 | ||
| 32.00 | 33.00 | 33.70 | 16 | 19.4% | 0.393 | 0.0032 | -1.286 | 2825 | -1.281 | 0.0032 | -0.606 | 19.5% | 81.26 | 68.60 | 67.50 | |||
| 30.00 | 30.90 | 37.06 | 1 | 23 | 19.3% | 0.377 | 0.0032 | -1.263 | 2830 | -1.258 | 0.0032 | -0.623 | 19.4% | 51 | 74.49 | 71.60 | 70.30 | |
| 28.00 | 28.90 | 31.92 | 3 | 30 | 19.2% | 0.361 | 0.0031 | -1.238 | 2835 | -1.232 | 0.0031 | -0.639 | 19.2% | 4 | 81.42 | 74.60 | 73.20 | |
| 26.10 | 27.00 | 28.00 | 36 | 351 | 19.1% | 0.345 | 0.0031 | -1.212 | 2840 | -1.204 | 0.0031 | -0.655 | 19.1% | 12 | 79.68 | 77.70 | 76.30 | |
| 24.30 | 25.20 | 25.53 | 18 | 19.0% | 0.329 | 0.0031 | -1.183 | 2845 | -1.175 | 0.0031 | -0.671 | 19.0% | 5 | 83.77 | 80.90 | 79.40 | ||
| 22.60 | 23.40 | 23.68 | 445 | 3,399 | 18.9% | 0.313 | 0.0030 | -1.153 | 2850 | -1.144 | 0.0030 | -0.686 | 18.9% | 8 | 94.16 | 84.20 | 82.60 | |
| 20.90 | 21.80 | 21.95 | 6 | 30 | 18.8% | 0.298 | 0.0030 | -1.121 | 2855 | -1.112 | 0.0030 | -0.702 | 18.9% | 2 | 85.00 | 87.60 | 85.90 | |
| 19.40 | 20.20 | 20.51 | 700 | 3,394 | 18.7% | 0.283 | 0.0029 | -1.088 | 2860 | -1.078 | 0.0029 | -0.717 | 18.8% | 6 | 101.06 | 91.10 | 89.30 | |
How this is calculated: Options Chain methodology
