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

19.3%

2785 strike

EXPECTED MOVE

$126.45

ATM straddle

MAX PAIN

$2,840.00

+1.9%

PUT/CALL VOLUME

2.54

989 / 389

NOV 27, 2026 CHAIN

CALLS										PUTS
Bid	Ask	Last	Vol	OI	IV	Delta	Gamma	Theta	Strike	Theta	Gamma	Delta	IV	OI	Vol	Last	Ask	Bid
115.00	117.10	125.55	10		20.9%	0.694	0.0020	-0.934	2710	-0.944	0.0020	-0.305	20.9%		12	32.32	35.00	34.00
111.30	113.40	0.00			20.8%	0.685	0.0021	-0.942	2715	-0.951	0.0021	-0.315	20.8%	8		46.68	36.30	35.30
107.70	109.70	0.00			20.6%	0.675	0.0021	-0.949	2720	-0.958	0.0021	-0.324	20.7%	25	1	37.45	37.70	36.60
104.20	106.10	0.00			20.5%	0.665	0.0021	-0.956	2725	-0.964	0.0021	-0.334	20.6%	1	1	35.48	39.10	38.00
100.60	102.60	100.77		36	20.4%	0.655	0.0022	-0.963	2730	-0.970	0.0022	-0.345	20.4%	23	1	37.09	40.60	39.40
97.20	99.10	121.24		1	20.3%	0.644	0.0022	-0.969	2735	-0.975	0.0022	-0.355	20.3%	242	5	40.99	42.10	40.90
93.80	95.60	92.28		1	20.2%	0.633	0.0022	-0.974	2740	-0.980	0.0022	-0.366	20.2%	28	8	42.50	43.60	42.50
90.50	92.20	89.06		1	20.1%	0.623	0.0023	-0.978	2745	-0.984	0.0023	-0.377	20.1%	5		45.80	45.20	44.10
87.20	88.90	96.62	10	35	20.0%	0.611	0.0023	-0.982	2750	-0.987	0.0023	-0.388	20.0%	80	24	44.18	46.90	45.70
84.00	85.60	0.00			19.9%	0.600	0.0024	-0.985	2755	-0.990	0.0024	-0.399	19.9%	4	5	47.38	48.70	47.50
80.90	82.40	64.65		16	19.8%	0.589	0.0024	-0.987	2760	-0.991	0.0024	-0.411	19.8%	5	11	47.71	50.50	49.30
77.80	79.20	92.70		8	19.7%	0.577	0.0024	-0.989	2765	-0.992	0.0024	-0.422	19.7%			0.00	52.30	51.10
74.70	76.10	59.55		1	19.6%	0.565	0.0024	-0.989	2770	-0.992	0.0024	-0.434	19.6%	52	4	51.99	54.20	53.00
71.80	73.10	72.75	1	13	19.5%	0.553	0.0025	-0.989	2775	-0.991	0.0025	-0.447	19.5%	3	2	51.29	56.20	55.00
68.80	70.20	72.64		1	19.4%	0.541	0.0025	-0.988	2780	-0.990	0.0025	-0.459	19.4%	3	3	57.22	58.30	57.10
66.00	67.30	69.85	2	6	19.3%	0.528	0.0025	-0.986	2785	-0.987	0.0025	-0.471	19.3%	5	4	59.21	60.40	59.20
63.20	64.50	67.00	4	6	19.2%	0.516	0.0025	-0.983	2790	-0.984	0.0025	-0.483	19.2%	78	1	55.30	62.60	61.30
60.50	61.70	63.51	4	4	19.1%	0.503	0.0025	-0.979	2795	-0.979	0.0025	-0.496	19.1%	13	1	60.52	64.80	63.60
57.80	59.10	65.72	1	4	19.0%	0.490	0.0025	-0.975	2800	-0.974	0.0025	-0.509	19.0%	10	2	59.55	67.10	65.90
55.20	56.50	54.73		6	18.9%	0.478	0.0026	-0.969	2805	-0.967	0.0026	-0.522	18.9%	11		73.79	69.50	68.30
52.70	53.90	0.00			18.8%	0.465	0.0026	-0.962	2810	-0.960	0.0026	-0.534	18.8%	4	5	68.58	72.00	70.70
50.30	51.50	0.00			18.7%	0.452	0.0026	-0.955	2815	-0.952	0.0026	-0.547	18.8%	22		83.75	74.50	73.30
47.90	49.10	49.33	1	8	18.7%	0.439	0.0026	-0.946	2820	-0.942	0.0026	-0.560	18.7%	57	1	70.65	77.20	75.80
45.60	46.80	0.00			18.6%	0.426	0.0026	-0.936	2825	-0.932	0.0026	-0.573	18.6%			0.00	79.80	78.50
43.40	44.50	45.72	4	2	18.5%	0.413	0.0026	-0.926	2830	-0.921	0.0026	-0.586	18.5%	12		120.69	82.60	81.20
41.20	42.40	0.00			18.4%	0.400	0.0026	-0.914	2835	-0.909	0.0026	-0.599	18.4%	20		124.15	85.50	83.90
39.10	40.30	40.50		28	18.3%	0.387	0.0025	-0.902	2840	-0.896	0.0025	-0.612	18.3%	42		128.88	88.40	86.80
37.10	38.20	37.83	1	5	18.3%	0.374	0.0025	-0.889	2845	-0.882	0.0025	-0.625	18.3%	20	3	85.08	91.30	89.70
35.10	36.20	39.36	2	4	18.2%	0.361	0.0025	-0.875	2850	-0.868	0.0025	-0.638	18.1%	31	54	87.97	94.20	92.60
33.20	34.40	21.48		6	18.1%	0.348	0.0025	-0.860	2855	-0.852	0.0025	-0.651	18.1%			0.00	97.40	95.70
31.40	32.50	33.29	1	92	18.0%	0.336	0.0024	-0.844	2860	-0.836	0.0024	-0.664	18.0%	24	7	100.70	100.60	98.80

Open RUT in Obelion Terminal

How this is calculated: Options Chain methodology

EXPIRATION

NOV 27, 2026 CHAIN

OPTIONS CHAIN FOR OTHER TICKERS