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
19.4%
2785 strike
EXPECTED MOVE
$140.70
ATM straddle
MAX PAIN
$2,840.00
+1.9%
PUT/CALL VOLUME
1.66
459 / 276
DEC 4, 2026 CHAIN
| CALLS | PUTS | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Ask | Last | Vol | OI | IV | Delta | Gamma | Theta | Strike | Theta | Gamma | Delta | IV | OI | Vol | Last | Ask | Bid |
| 122.10 | 123.90 | 0.00 | 20.9% | 0.681 | 0.0019 | -0.861 | 2710 | -0.869 | 0.0019 | -0.318 | 20.9% | 35 | 39.95 | 41.00 | 40.10 | |||
| 118.50 | 120.30 | 0.00 | 20.8% | 0.672 | 0.0019 | -0.867 | 2715 | -0.875 | 0.0019 | -0.327 | 20.8% | 0.00 | 42.40 | 41.50 | ||||
| 114.90 | 116.80 | 121.35 | 1 | 20.7% | 0.663 | 0.0019 | -0.872 | 2720 | -0.880 | 0.0019 | -0.336 | 20.7% | 0.00 | 43.90 | 42.90 | |||
| 111.50 | 113.00 | 0.00 | 20.6% | 0.654 | 0.0020 | -0.877 | 2725 | -0.884 | 0.0020 | -0.346 | 20.6% | 20 | 52.84 | 45.30 | 44.30 | |||
| 108.00 | 109.60 | 0.00 | 20.5% | 0.644 | 0.0020 | -0.882 | 2730 | -0.888 | 0.0020 | -0.355 | 20.5% | 0.00 | 46.80 | 45.80 | ||||
| 104.50 | 106.30 | 110.80 | 1 | 20.4% | 0.635 | 0.0020 | -0.886 | 2735 | -0.892 | 0.0020 | -0.365 | 20.4% | 1 | 47.07 | 48.30 | 47.40 | ||
| 101.30 | 102.90 | 0.00 | 20.3% | 0.625 | 0.0020 | -0.890 | 2740 | -0.895 | 0.0020 | -0.374 | 20.3% | 1 | 48.62 | 50.10 | 49.00 | |||
| 97.90 | 99.30 | 0.00 | 20.1% | 0.615 | 0.0021 | -0.893 | 2745 | -0.898 | 0.0021 | -0.384 | 20.1% | 0.00 | 51.60 | 50.60 | ||||
| 94.70 | 96.00 | 0.00 | 20.0% | 0.605 | 0.0021 | -0.896 | 2750 | -0.900 | 0.0021 | -0.395 | 20.1% | 4 | 6 | 51.86 | 53.60 | 52.30 | ||
| 91.50 | 92.90 | 0.00 | 19.9% | 0.595 | 0.0021 | -0.898 | 2755 | -0.901 | 0.0021 | -0.405 | 20.0% | 0.00 | 55.20 | 54.10 | ||||
| 88.40 | 89.90 | 0.00 | 19.9% | 0.584 | 0.0022 | -0.899 | 2760 | -0.902 | 0.0022 | -0.415 | 19.9% | 10 | 65.33 | 57.10 | 55.90 | |||
| 85.30 | 86.80 | 0.00 | 19.8% | 0.574 | 0.0022 | -0.900 | 2765 | -0.903 | 0.0022 | -0.426 | 19.8% | 0.00 | 58.80 | 57.80 | ||||
| 82.30 | 83.50 | 0.00 | 19.6% | 0.563 | 0.0022 | -0.900 | 2770 | -0.903 | 0.0022 | -0.436 | 19.7% | 10 | 59.27 | 60.70 | 59.70 | |||
| 79.30 | 80.50 | 0.00 | 19.6% | 0.552 | 0.0022 | -0.900 | 2775 | -0.902 | 0.0022 | -0.447 | 19.6% | 2 | 2 | 58.97 | 62.70 | 61.70 | ||
| 76.40 | 77.70 | 77.25 | 1 | 19.5% | 0.541 | 0.0022 | -0.899 | 2780 | -0.900 | 0.0022 | -0.458 | 19.5% | 0.00 | 65.00 | 63.80 | |||
| 73.60 | 74.80 | 0.00 | 19.4% | 0.530 | 0.0022 | -0.897 | 2785 | -0.898 | 0.0022 | -0.469 | 19.4% | 0.00 | 67.10 | 65.90 | ||||
| 70.80 | 72.00 | 0.00 | 19.3% | 0.519 | 0.0023 | -0.895 | 2790 | -0.895 | 0.0023 | -0.481 | 19.3% | 10 | 78.29 | 69.30 | 68.00 | |||
| 68.00 | 69.30 | 0.00 | 19.2% | 0.507 | 0.0023 | -0.892 | 2795 | -0.892 | 0.0023 | -0.492 | 19.2% | 0.00 | 71.30 | 70.30 | ||||
| 65.40 | 66.50 | 0.00 | 19.1% | 0.496 | 0.0023 | -0.888 | 2800 | -0.888 | 0.0023 | -0.503 | 19.1% | 10 | 2 | 71.33 | 73.60 | 72.60 | ||
| 62.80 | 63.80 | 0.00 | 19.0% | 0.484 | 0.0023 | -0.884 | 2805 | -0.883 | 0.0023 | -0.515 | 19.1% | 1 | 67.02 | 76.20 | 74.90 | |||
| 60.20 | 61.30 | 0.00 | 19.0% | 0.473 | 0.0023 | -0.879 | 2810 | -0.877 | 0.0023 | -0.526 | 19.0% | 0.00 | 78.40 | 77.40 | ||||
| 57.70 | 58.80 | 56.94 | 1 | 18.9% | 0.461 | 0.0023 | -0.873 | 2815 | -0.871 | 0.0023 | -0.538 | 18.9% | 0.00 | 80.90 | 79.80 | |||
| 55.30 | 56.40 | 54.69 | 1 | 18.8% | 0.450 | 0.0023 | -0.867 | 2820 | -0.864 | 0.0023 | -0.549 | 18.9% | 5 | 81.64 | 83.70 | 82.40 | ||
| 53.00 | 54.00 | 0.00 | 18.7% | 0.438 | 0.0023 | -0.860 | 2825 | -0.857 | 0.0023 | -0.561 | 18.8% | 0.00 | 86.10 | 85.00 | ||||
| 50.70 | 51.80 | 0.00 | 18.7% | 0.426 | 0.0023 | -0.852 | 2830 | -0.848 | 0.0023 | -0.573 | 18.7% | 5 | 98.17 | 89.00 | 87.70 | |||
| 48.50 | 49.60 | 0.00 | 18.6% | 0.415 | 0.0023 | -0.843 | 2835 | -0.839 | 0.0023 | -0.585 | 18.6% | 0.00 | 91.70 | 90.40 | ||||
| 46.30 | 47.40 | 0.00 | 18.5% | 0.403 | 0.0023 | -0.834 | 2840 | -0.830 | 0.0023 | -0.596 | 18.5% | 5 | 103.78 | 94.50 | 93.10 | |||
| 44.20 | 45.20 | 0.00 | 18.5% | 0.391 | 0.0023 | -0.824 | 2845 | -0.819 | 0.0023 | -0.608 | 18.5% | 0.00 | 97.60 | 96.00 | ||||
| 42.20 | 43.10 | 42.88 | 1 | 18.4% | 0.380 | 0.0023 | -0.814 | 2850 | -0.808 | 0.0023 | -0.619 | 18.4% | 0.00 | 100.20 | 98.90 | |||
| 40.20 | 41.20 | 0.00 | 18.3% | 0.368 | 0.0023 | -0.803 | 2855 | -0.797 | 0.0023 | -0.631 | 18.3% | 0.00 | 103.20 | 101.80 | ||||
| 38.30 | 39.20 | 0.00 | 18.3% | 0.357 | 0.0022 | -0.791 | 2860 | -0.785 | 0.0022 | -0.642 | 18.3% | 10 | 106.81 | 106.60 | 104.80 | |||
How this is calculated: Options Chain methodology
