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
19.6%
2785 strike
EXPECTED MOVE
$85.35
ATM straddle
MAX PAIN
$2,760.00
-0.9%
PUT/CALL VOLUME
1.19
445 / 373
NOV 9, 2026 CHAIN
| CALLS | PUTS | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Ask | Last | Vol | OI | IV | Delta | Gamma | Theta | Strike | Theta | Gamma | Delta | IV | OI | Vol | Last | Ask | Bid |
| 94.90 | 96.80 | 0.00 | 21.8% | 0.752 | 0.0026 | -1.335 | 2710 | -1.346 | 0.0026 | -0.247 | 21.8% | 1 | 17.24 | 18.40 | 17.20 | |||
| 90.90 | 92.90 | 0.00 | 21.6% | 0.740 | 0.0027 | -1.361 | 2715 | -1.371 | 0.0027 | -0.260 | 21.7% | 10 | 18.47 | 19.40 | 18.30 | |||
| 87.00 | 89.00 | 0.00 | 21.4% | 0.727 | 0.0028 | -1.386 | 2720 | -1.396 | 0.0028 | -0.272 | 21.5% | 4 | 18.68 | 20.50 | 19.40 | |||
| 83.30 | 85.10 | 0.00 | 21.3% | 0.714 | 0.0029 | -1.410 | 2725 | -1.419 | 0.0029 | -0.286 | 21.4% | 2 | 20.16 | 21.70 | 20.60 | |||
| 79.40 | 81.40 | 0.00 | 21.1% | 0.700 | 0.0030 | -1.433 | 2730 | -1.440 | 0.0030 | -0.299 | 21.2% | 7 | 22.38 | 23.00 | 21.70 | |||
| 75.80 | 77.70 | 0.00 | 21.0% | 0.686 | 0.0031 | -1.453 | 2735 | -1.461 | 0.0031 | -0.314 | 21.0% | 1 | 6 | 21.73 | 24.20 | 23.00 | ||
| 72.20 | 74.10 | 0.00 | 20.8% | 0.671 | 0.0032 | -1.472 | 2740 | -1.479 | 0.0032 | -0.328 | 20.9% | 11 | 24.47 | 25.70 | 24.40 | |||
| 68.80 | 70.40 | 0.00 | 20.7% | 0.656 | 0.0032 | -1.490 | 2745 | -1.496 | 0.0032 | -0.344 | 20.7% | 1 | 24.10 | 26.90 | 25.80 | |||
| 65.20 | 66.80 | 0.00 | 20.5% | 0.641 | 0.0033 | -1.505 | 2750 | -1.510 | 0.0033 | -0.359 | 20.6% | 2 | 38.58 | 28.70 | 27.30 | |||
| 61.80 | 63.40 | 0.00 | 20.3% | 0.624 | 0.0034 | -1.517 | 2755 | -1.522 | 0.0034 | -0.375 | 20.4% | 30 | 28.60 | 30.00 | 28.90 | |||
| 58.50 | 60.20 | 55.50 | 36 | 20.2% | 0.608 | 0.0035 | -1.527 | 2760 | -1.531 | 0.0035 | -0.392 | 20.3% | 2 | 30.06 | 32.00 | 30.60 | ||
| 55.30 | 56.90 | 0.00 | 20.1% | 0.591 | 0.0035 | -1.535 | 2765 | -1.538 | 0.0035 | -0.409 | 20.2% | 4 | 30.78 | 33.90 | 32.30 | |||
| 52.20 | 53.80 | 0.00 | 20.0% | 0.574 | 0.0036 | -1.540 | 2770 | -1.542 | 0.0036 | -0.426 | 20.0% | 4 | 33.60 | 35.80 | 34.20 | |||
| 49.40 | 50.90 | 0.00 | 19.9% | 0.556 | 0.0036 | -1.542 | 2775 | -1.543 | 0.0036 | -0.444 | 19.9% | 1 | 33.66 | 37.70 | 36.20 | |||
| 46.50 | 48.10 | 46.53 | 5 | 19.8% | 0.538 | 0.0037 | -1.540 | 2780 | -1.541 | 0.0037 | -0.462 | 19.7% | 5 | 38.99 | 39.50 | 38.20 | ||
| 43.60 | 45.10 | 0.00 | 19.6% | 0.519 | 0.0037 | -1.536 | 2785 | -1.536 | 0.0037 | -0.480 | 19.6% | 0.00 | 41.60 | 40.40 | ||||
| 40.80 | 42.40 | 0.00 | 19.5% | 0.501 | 0.0037 | -1.528 | 2790 | -1.528 | 0.0037 | -0.499 | 19.5% | 1 | 41.99 | 44.10 | 42.60 | |||
| 38.20 | 39.80 | 0.00 | 19.4% | 0.482 | 0.0038 | -1.517 | 2795 | -1.516 | 0.0038 | -0.518 | 19.4% | 6 | 16 | 42.74 | 46.60 | 44.90 | ||
| 35.70 | 37.10 | 46.91 | 38 | 1 | 19.2% | 0.463 | 0.0038 | -1.502 | 2800 | -1.501 | 0.0038 | -0.537 | 19.3% | 38 | 39.09 | 49.00 | 47.50 | |
| 33.30 | 34.70 | 0.00 | 19.1% | 0.444 | 0.0038 | -1.485 | 2805 | -1.482 | 0.0038 | -0.556 | 19.2% | 0.00 | 51.60 | 50.00 | ||||
| 30.90 | 32.40 | 34.08 | 2 | 19.0% | 0.425 | 0.0038 | -1.464 | 2810 | -1.461 | 0.0038 | -0.575 | 19.0% | 0.00 | 54.30 | 52.50 | |||
| 28.60 | 29.80 | 30.70 | 1 | 18.8% | 0.406 | 0.0038 | -1.440 | 2815 | -1.436 | 0.0038 | -0.594 | 19.0% | 10 | 66.63 | 57.00 | 55.40 | ||
| 26.50 | 27.70 | 28.35 | 1 | 18.7% | 0.387 | 0.0037 | -1.412 | 2820 | -1.408 | 0.0037 | -0.613 | 18.8% | 0.00 | 59.90 | 58.10 | |||
| 24.50 | 25.80 | 31.27 | 6 | 18.6% | 0.368 | 0.0037 | -1.382 | 2825 | -1.377 | 0.0037 | -0.632 | 18.8% | 0.00 | 62.70 | 61.30 | |||
| 22.70 | 23.90 | 22.73 | 6 | 18.5% | 0.349 | 0.0036 | -1.348 | 2830 | -1.343 | 0.0036 | -0.651 | 18.6% | 0.00 | 65.90 | 64.00 | |||
| 20.70 | 21.90 | 24.85 | 6 | 18.4% | 0.331 | 0.0036 | -1.312 | 2835 | -1.306 | 0.0036 | -0.669 | 18.5% | 0.00 | 69.10 | 67.10 | |||
| 19.00 | 20.30 | 21.08 | 2 | 18.3% | 0.312 | 0.0035 | -1.274 | 2840 | -1.267 | 0.0035 | -0.688 | 18.4% | 0.00 | 72.30 | 70.40 | |||
| 17.40 | 18.60 | 19.45 | 2 | 18.3% | 0.294 | 0.0034 | -1.233 | 2845 | -1.225 | 0.0034 | -0.706 | 18.3% | 0.00 | 75.70 | 73.80 | |||
| 15.90 | 17.00 | 18.55 | 82 | 1 | 18.1% | 0.277 | 0.0034 | -1.190 | 2850 | -1.182 | 0.0034 | -0.723 | 18.2% | 0.00 | 79.10 | 77.30 | ||
| 14.50 | 15.60 | 17.57 | 1 | 18.1% | 0.260 | 0.0033 | -1.146 | 2855 | -1.137 | 0.0033 | -0.740 | 18.1% | 0.00 | 82.70 | 80.80 | |||
| 13.20 | 14.30 | 15.14 | 5 | 1 | 18.0% | 0.243 | 0.0032 | -1.100 | 2860 | -1.090 | 0.0032 | -0.757 | 18.0% | 0.00 | 86.40 | 84.50 | ||
How this is calculated: Options Chain methodology
