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
19.9%
2785 strike
EXPECTED MOVE
$115.40
ATM straddle
MAX PAIN
$2,830.00
+1.6%
PUT/CALL VOLUME
3.29
11,531 / 3,507
NOV 20, 2026 CHAIN
| CALLS | PUTS | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Ask | Last | Vol | OI | IV | Delta | Gamma | Theta | Strike | Theta | Gamma | Delta | IV | OI | Vol | Last | Ask | Bid |
| 109.40 | 111.00 | 103.56 | 19 | 21.7% | 0.705 | 0.0022 | -1.076 | 2710 | -1.088 | 0.0022 | -0.295 | 21.7% | 83 | 36.76 | 30.60 | 29.80 | ||
| 105.70 | 107.30 | 105.10 | 3 | 21.6% | 0.695 | 0.0022 | -1.087 | 2715 | -1.099 | 0.0022 | -0.305 | 21.6% | 51 | 40.00 | 31.90 | 31.00 | ||
| 102.00 | 103.60 | 74.81 | 2 | 21.4% | 0.684 | 0.0023 | -1.097 | 2720 | -1.108 | 0.0023 | -0.316 | 21.4% | 88 | 3 | 29.02 | 33.20 | 32.30 | |
| 98.40 | 99.90 | 99.50 | 4 | 21.3% | 0.673 | 0.0023 | -1.107 | 2725 | -1.117 | 0.0023 | -0.326 | 21.3% | 163 | 35.87 | 34.50 | 33.60 | ||
| 94.80 | 96.40 | 103.34 | 4 | 6 | 21.1% | 0.662 | 0.0024 | -1.116 | 2730 | -1.125 | 0.0024 | -0.337 | 21.2% | 185 | 4 | 32.86 | 35.80 | 35.10 |
| 91.30 | 92.50 | 93.03 | 2 | 21.0% | 0.651 | 0.0024 | -1.124 | 2735 | -1.133 | 0.0024 | -0.348 | 21.0% | 31 | 45.95 | 37.30 | 36.50 | ||
| 87.80 | 89.30 | 89.10 | 25 | 14 | 20.9% | 0.639 | 0.0024 | -1.131 | 2740 | -1.139 | 0.0024 | -0.360 | 20.9% | 249 | 9 | 37.24 | 38.80 | 38.10 |
| 84.40 | 85.90 | 0.00 | 20.8% | 0.628 | 0.0025 | -1.138 | 2745 | -1.145 | 0.0025 | -0.372 | 20.8% | 33 | 4 | 38.91 | 40.50 | 39.60 | ||
| 81.20 | 82.50 | 80.09 | 19 | 20.6% | 0.616 | 0.0025 | -1.143 | 2750 | -1.149 | 0.0025 | -0.384 | 20.7% | 120 | 9 | 40.35 | 42.20 | 41.20 | |
| 77.90 | 79.30 | 88.20 | 1 | 20.5% | 0.603 | 0.0026 | -1.147 | 2755 | -1.153 | 0.0026 | -0.396 | 20.5% | 85 | 51.68 | 43.90 | 43.00 | ||
| 74.70 | 76.00 | 68.00 | 13 | 20.4% | 0.591 | 0.0026 | -1.151 | 2760 | -1.155 | 0.0026 | -0.409 | 20.5% | 136 | 56.15 | 45.70 | 44.80 | ||
| 71.60 | 72.70 | 64.60 | 7 | 20.3% | 0.578 | 0.0026 | -1.153 | 2765 | -1.157 | 0.0026 | -0.422 | 20.3% | 28 | 37 | 44.59 | 47.50 | 46.60 | |
| 68.50 | 69.70 | 69.39 | 17 | 20.2% | 0.565 | 0.0027 | -1.154 | 2770 | -1.157 | 0.0027 | -0.435 | 20.2% | 93 | 38 | 46.32 | 49.40 | 48.50 | |
| 65.60 | 66.70 | 91.38 | 3 | 20.1% | 0.552 | 0.0027 | -1.153 | 2775 | -1.156 | 0.0027 | -0.448 | 20.1% | 42 | 1 | 45.65 | 51.40 | 50.50 | |
| 62.70 | 63.70 | 69.74 | 4 | 161 | 19.9% | 0.538 | 0.0027 | -1.152 | 2780 | -1.153 | 0.0027 | -0.461 | 20.0% | 92 | 63.40 | 53.50 | 52.50 | |
| 59.80 | 60.80 | 58.73 | 3 | 19.9% | 0.525 | 0.0027 | -1.149 | 2785 | -1.150 | 0.0027 | -0.475 | 19.9% | 10 | 66.30 | 55.60 | 54.60 | ||
| 57.00 | 58.10 | 63.32 | 4 | 15 | 19.7% | 0.511 | 0.0028 | -1.145 | 2790 | -1.145 | 0.0028 | -0.488 | 19.8% | 107 | 14 | 53.53 | 57.80 | 56.80 |
| 54.30 | 55.30 | 58.00 | 7 | 19.6% | 0.497 | 0.0028 | -1.140 | 2795 | -1.139 | 0.0028 | -0.502 | 19.7% | 45 | 65.25 | 60.10 | 59.10 | ||
| 51.70 | 52.60 | 51.54 | 147 | 19.5% | 0.483 | 0.0028 | -1.133 | 2800 | -1.131 | 0.0028 | -0.516 | 19.6% | 138 | 8 | 55.32 | 62.40 | 61.40 | |
| 49.10 | 50.10 | 50.46 | 5 | 19.4% | 0.469 | 0.0028 | -1.125 | 2805 | -1.123 | 0.0028 | -0.530 | 19.5% | 49 | 73.60 | 64.90 | 63.90 | ||
| 46.70 | 47.60 | 50.65 | 13 | 19.3% | 0.455 | 0.0028 | -1.115 | 2810 | -1.112 | 0.0028 | -0.544 | 19.4% | 115 | 68.95 | 67.40 | 66.30 | ||
| 44.20 | 45.20 | 28.60 | 8 | 19.2% | 0.441 | 0.0028 | -1.105 | 2815 | -1.101 | 0.0028 | -0.559 | 19.3% | 52 | 97.15 | 70.00 | 68.80 | ||
| 41.90 | 42.80 | 41.70 | 17 | 19.1% | 0.427 | 0.0028 | -1.092 | 2820 | -1.088 | 0.0028 | -0.573 | 19.2% | 82 | 77.80 | 72.60 | 71.50 | ||
| 39.70 | 40.60 | 24.83 | 8 | 19.0% | 0.412 | 0.0028 | -1.079 | 2825 | -1.073 | 0.0028 | -0.587 | 19.1% | 14 | 112.50 | 75.30 | 74.10 | ||
| 37.50 | 38.30 | 43.27 | 2 | 36 | 18.9% | 0.398 | 0.0028 | -1.064 | 2830 | -1.058 | 0.0028 | -0.601 | 19.0% | 26 | 85.01 | 78.20 | 76.90 | |
| 35.40 | 36.30 | 37.38 | 12 | 18.8% | 0.384 | 0.0028 | -1.048 | 2835 | -1.041 | 0.0028 | -0.616 | 18.9% | 55 | 115.19 | 81.10 | 79.70 | ||
| 33.40 | 34.30 | 38.16 | 4 | 13 | 18.8% | 0.370 | 0.0028 | -1.031 | 2840 | -1.023 | 0.0028 | -0.630 | 18.8% | 136 | 86.66 | 84.00 | 82.60 | |
| 31.40 | 32.30 | 36.15 | 25 | 18.7% | 0.356 | 0.0027 | -1.012 | 2845 | -1.004 | 0.0027 | -0.644 | 18.7% | 38 | 137.12 | 87.00 | 85.60 | ||
| 29.50 | 30.40 | 31.35 | 70 | 18.6% | 0.342 | 0.0027 | -0.993 | 2850 | -0.984 | 0.0027 | -0.658 | 18.6% | 54 | 95.12 | 90.10 | 88.70 | ||
| 27.80 | 28.60 | 29.76 | 6 | 31 | 18.5% | 0.328 | 0.0027 | -0.972 | 2855 | -0.962 | 0.0027 | -0.672 | 18.5% | 17 | 97.05 | 93.40 | 91.80 | |
| 26.00 | 26.80 | 27.77 | 9 | 59 | 18.4% | 0.314 | 0.0026 | -0.950 | 2860 | -0.940 | 0.0026 | -0.685 | 18.4% | 108 | 1 | 92.90 | 96.60 | 95.00 |
How this is calculated: Options Chain methodology
