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
18.9%
2785 strike
EXPECTED MOVE
$129.70
ATM straddle
MAX PAIN
$2,945.00
+5.7%
PUT/CALL VOLUME
3.32
717 / 216
NOV 30, 2026 CHAIN
| CALLS | PUTS | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Ask | Last | Vol | OI | IV | Delta | Gamma | Theta | Strike | Theta | Gamma | Delta | IV | OI | Vol | Last | Ask | Bid |
| 116.20 | 118.70 | 0.00 | 20.4% | 0.691 | 0.0020 | -0.877 | 2710 | -0.885 | 0.0020 | -0.309 | 20.5% | 61 | 10 | 32.30 | 36.60 | 35.50 | ||
| 112.60 | 114.90 | 0.00 | 20.3% | 0.681 | 0.0020 | -0.884 | 2715 | -0.892 | 0.0020 | -0.318 | 20.3% | 66 | 51.63 | 37.90 | 36.80 | |||
| 109.10 | 111.30 | 78.97 | 2 | 20.2% | 0.671 | 0.0021 | -0.890 | 2720 | -0.898 | 0.0021 | -0.328 | 20.2% | 227 | 10 | 34.70 | 39.30 | 38.10 | |
| 105.50 | 107.70 | 75.99 | 2 | 20.1% | 0.662 | 0.0021 | -0.896 | 2725 | -0.903 | 0.0021 | -0.338 | 20.1% | 53 | 44.03 | 40.70 | 39.50 | ||
| 102.10 | 104.10 | 0.00 | 20.0% | 0.652 | 0.0021 | -0.902 | 2730 | -0.909 | 0.0021 | -0.348 | 20.0% | 230 | 6 | 40.10 | 42.10 | 41.00 | ||
| 98.70 | 100.60 | 0.00 | 19.9% | 0.641 | 0.0022 | -0.907 | 2735 | -0.913 | 0.0022 | -0.358 | 19.9% | 20 | 58.69 | 43.70 | 42.50 | |||
| 95.30 | 97.10 | 0.00 | 19.7% | 0.631 | 0.0022 | -0.912 | 2740 | -0.917 | 0.0022 | -0.369 | 19.8% | 161 | 2 | 42.84 | 45.20 | 44.10 | ||
| 92.00 | 93.70 | 0.00 | 19.6% | 0.620 | 0.0022 | -0.916 | 2745 | -0.920 | 0.0022 | -0.379 | 19.7% | 11 | 1 | 41.28 | 46.90 | 45.70 | ||
| 88.70 | 90.40 | 60.00 | 18 | 19.6% | 0.609 | 0.0023 | -0.919 | 2750 | -0.923 | 0.0023 | -0.390 | 19.6% | 196 | 34 | 46.28 | 48.60 | 47.40 | |
| 85.50 | 87.10 | 0.00 | 19.4% | 0.598 | 0.0023 | -0.922 | 2755 | -0.926 | 0.0023 | -0.401 | 19.5% | 33 | 55.86 | 50.30 | 49.10 | |||
| 82.40 | 83.90 | 56.70 | 4 | 19.3% | 0.587 | 0.0023 | -0.924 | 2760 | -0.927 | 0.0023 | -0.412 | 19.4% | 97 | 32 | 51.15 | 52.10 | 50.90 | |
| 79.30 | 80.80 | 79.60 | 6 | 19.3% | 0.576 | 0.0024 | -0.925 | 2765 | -0.928 | 0.0024 | -0.424 | 19.3% | 5 | 52.56 | 54.00 | 52.80 | ||
| 76.30 | 77.70 | 76.70 | 1 | 19.1% | 0.564 | 0.0024 | -0.925 | 2770 | -0.928 | 0.0024 | -0.435 | 19.2% | 185 | 62.88 | 55.90 | 54.70 | ||
| 73.30 | 74.70 | 72.58 | 2 | 19.1% | 0.552 | 0.0024 | -0.925 | 2775 | -0.927 | 0.0024 | -0.447 | 19.1% | 9 | 1 | 56.75 | 57.90 | 56.70 | |
| 70.40 | 71.80 | 69.73 | 7 | 18.9% | 0.540 | 0.0024 | -0.924 | 2780 | -0.925 | 0.0024 | -0.459 | 19.0% | 155 | 1 | 55.80 | 60.00 | 58.70 | |
| 67.60 | 68.90 | 77.45 | 1 | 5 | 18.9% | 0.528 | 0.0024 | -0.922 | 2785 | -0.923 | 0.0024 | -0.471 | 18.9% | 16 | 60.57 | 62.10 | 60.80 | |
| 64.80 | 66.10 | 44.90 | 18 | 18.8% | 0.516 | 0.0024 | -0.919 | 2790 | -0.920 | 0.0024 | -0.483 | 18.8% | 91 | 14 | 61.16 | 64.30 | 63.00 | |
| 62.00 | 63.30 | 0.00 | 18.7% | 0.504 | 0.0025 | -0.916 | 2795 | -0.916 | 0.0025 | -0.496 | 18.7% | 12 | 4 | 67.15 | 66.50 | 65.30 | ||
| 59.40 | 60.70 | 63.00 | 3 | 9 | 18.6% | 0.491 | 0.0025 | -0.912 | 2800 | -0.911 | 0.0025 | -0.508 | 18.6% | 207 | 2 | 66.97 | 68.80 | 67.60 |
| 56.80 | 58.10 | 84.40 | 2 | 18.5% | 0.479 | 0.0025 | -0.906 | 2805 | -0.905 | 0.0025 | -0.520 | 18.5% | 1 | 58.48 | 71.20 | 69.90 | ||
| 54.30 | 55.50 | 81.31 | 14 | 18.4% | 0.466 | 0.0025 | -0.900 | 2810 | -0.898 | 0.0025 | -0.533 | 18.5% | 86 | 75.14 | 73.70 | 72.40 | ||
| 51.80 | 53.10 | 58.65 | 3 | 18.4% | 0.454 | 0.0025 | -0.894 | 2815 | -0.891 | 0.0025 | -0.546 | 18.4% | 24 | 101.44 | 76.20 | 74.90 | ||
| 49.40 | 50.70 | 51.20 | 21 | 18.3% | 0.441 | 0.0025 | -0.886 | 2820 | -0.883 | 0.0025 | -0.558 | 18.3% | 89 | 88.94 | 78.80 | 77.50 | ||
| 47.10 | 48.30 | 35.52 | 2 | 18.2% | 0.428 | 0.0025 | -0.877 | 2825 | -0.874 | 0.0025 | -0.571 | 18.2% | 2 | 103.43 | 81.50 | 80.10 | ||
| 44.90 | 46.10 | 31.26 | 1 | 18.1% | 0.416 | 0.0025 | -0.868 | 2830 | -0.864 | 0.0025 | -0.584 | 18.1% | 259 | 94.42 | 84.30 | 82.80 | ||
| 42.70 | 43.90 | 42.51 | 4 | 18.0% | 0.403 | 0.0025 | -0.858 | 2835 | -0.853 | 0.0025 | -0.596 | 18.1% | 18 | 113.91 | 87.10 | 85.50 | ||
| 40.60 | 41.70 | 97.15 | 4 | 17.9% | 0.391 | 0.0025 | -0.847 | 2840 | -0.842 | 0.0025 | -0.609 | 18.0% | 81 | 7 | 86.03 | 90.00 | 88.40 | |
| 38.50 | 39.70 | 0.00 | 17.9% | 0.378 | 0.0025 | -0.835 | 2845 | -0.829 | 0.0025 | -0.621 | 17.9% | 1 | 98.69 | 93.00 | 91.20 | |||
| 36.50 | 37.70 | 41.55 | 2 | 28 | 17.8% | 0.365 | 0.0024 | -0.823 | 2850 | -0.816 | 0.0024 | -0.634 | 17.8% | 112 | 111.49 | 96.00 | 94.20 | |
| 34.60 | 35.80 | 26.26 | 2 | 17.7% | 0.353 | 0.0024 | -0.809 | 2855 | -0.802 | 0.0024 | -0.646 | 17.8% | 65 | 144.76 | 99.20 | 97.20 | ||
| 32.80 | 33.90 | 37.78 | 3 | 30 | 17.7% | 0.341 | 0.0024 | -0.795 | 2860 | -0.788 | 0.0024 | -0.659 | 17.7% | 186 | 108.85 | 102.40 | 100.30 | |
How this is calculated: Options Chain methodology
