Options Skew Analytics

RUT option chain

Strikes around the forward, as they were quoted at the close

Data as of 6 November 2026 (end of day)

2026-11-20(14 days)ATM 22.67%±122.56skew +3.60
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
04$81.10$82.10—$2,710.0024.67%$31.00$31.50992437
113$77.60$78.50—$2,715.0024.48%$32.40$33.001877
027$74.10$75.00—$2,720.0024.28%$33.90$34.5040031
114$70.60$71.60—$2,725.0024.05%$35.40$36.0018017
30144$67.30$68.20—$2,730.0023.86%$37.00$37.703,731135
019$64.10$64.90—$2,735.0023.67%$38.70$39.4014825
0296$60.90$61.70—$2,740.0023.48%$40.50$41.203,56893
03$57.80$58.50—$2,745.0023.31%$42.40$43.1067026
0201$54.70$55.50—$2,750.0023.11%$44.30$45.001,302873
0276$51.80$52.50—$2,755.0022.94%$46.30$47.1062551
4105$48.90$49.60—$2,760.0022.78%$48.40$49.302,36412
34,919$46.10$46.8022.60%$2,765.00—$50.50$51.401460
11172$43.40$44.1022.43%$2,770.00—$52.80$53.7085323
313$40.80$41.4022.25%$2,775.00—$55.20$56.10272176
22279$38.20$38.9022.07%$2,780.00—$57.60$58.6046262
2041$35.80$36.5021.93%$2,785.00—$60.10$61.10348
17224$33.40$34.1021.74%$2,790.00—$62.70$63.7080567
935$31.20$31.8021.58%$2,795.00—$65.40$66.40943
244934$29.00$29.6021.40%$2,800.00—$68.10$69.202,78058
613$26.90$27.5021.23%$2,805.00—$70.90$72.20581
282507$24.90$25.5021.06%$2,810.00—$73.90$75.201103

Forward $2,760.40. The 25-delta put carries +3.60 volatility points over the 25-delta call.

2026-12-18(42 days)ATM 21.78%±204.33
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
019$112.90$113.60—$2,715.0023.25%$62.60$63.308822
026$109.60$110.30—$2,720.0023.10%$64.20$64.907186
1152$106.30$107.00—$2,725.0022.97%$65.90$66.602702
0102$103.10$103.80—$2,730.0022.85%$67.60$68.4058010
0200$99.90$100.60—$2,735.0022.72%$69.40$70.202373
531,009$96.70$97.50—$2,740.0022.60%$71.30$72.001,53356
161752$93.70$94.40—$2,745.0022.48%$73.20$73.90762163
4523,139$90.60$91.30—$2,750.0022.34%$75.10$75.808,209680
105371$87.60$88.30—$2,755.0022.23%$77.10$77.80392105
125334$84.70$85.40—$2,760.0022.10%$79.10$79.80829151
260266$81.80$82.50—$2,765.0021.98%$81.20$81.90599260
7614$79.00$79.6021.86%$2,770.00—$83.30$84.1091114
0206$76.20$76.8021.74%$2,775.00—$85.20$86.303965
0394$73.40$74.1021.61%$2,780.00—$87.40$88.6070320
6694$70.80$71.4021.51%$2,785.00—$89.70$90.807070
01,087$68.10$68.8021.39%$2,790.00—$92.00$93.203,36727
01,816$65.60$66.2021.28%$2,795.00—$94.40$95.601,8470
54,685$63.10$63.6021.16%$2,800.00—$96.90$98.005,51425
0534$60.60$61.2021.05%$2,805.00—$99.40$100.606220
0309$58.20$58.8020.94%$2,810.00—$101.90$103.204674
1727$55.80$56.4020.82%$2,815.00—$104.50$105.807450

Forward $2,765.60. Not enough surviving quotes on both wings to measure the skew here.

2027-01-15(70 days)ATM 21.03%±255.47
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
—————$2,670.0023.38%$65.70$66.50106
03$161.60$162.90—$2,680.0023.17%$68.50$69.40237
01$154.90$155.90—$2,690.0022.95%$71.40$72.302483
11$148.10$149.00—$2,700.0022.75%$74.50$75.4021411
42$141.10$142.30—$2,710.0022.53%$77.60$78.606053
14$135.00$135.70—$2,720.0022.33%$81.00$81.9029911
40$128.60$129.30—$2,730.0022.12%$84.40$85.40312
14$122.30$123.00—$2,740.0021.92%$88.00$89.0025114
32$116.20$116.80—$2,750.0021.72%$91.80$92.804956
07$110.20$110.80—$2,760.0021.52%$95.70$96.7035320
337$104.40$105.00—$2,770.0021.34%$99.80$100.80830
1312$98.70$99.3021.14%$2,780.00—$104.00$105.003450
411$93.20$93.8020.96%$2,790.00—$108.40$109.60615
1239$87.90$88.5020.78%$2,800.00—$113.00$114.2014425
05$82.80$83.4020.62%$2,810.00—$117.70$119.001900
014$77.80$78.4020.44%$2,820.00—$122.70$124.00520
027$73.00$73.6020.27%$2,830.00—$127.80$129.20400
116$68.40$69.0020.11%$2,840.00—$133.10$134.50140
9176$64.00$64.5019.94%$2,850.00—$138.60$140.001206
11298$59.80$60.3019.79%$2,860.00—$144.30$145.701470
63$55.70$56.3019.64%$2,870.00—————

Forward $2,774.43. Not enough surviving quotes on both wings to measure the skew here.

2027-03-19(133 days)ATM 21.01%±353.79
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
02$200.50$201.80—$2,690.0022.68%$103.10$104.00180
09$193.90$195.20—$2,700.0022.54%$106.40$107.301,17734
—————$2,710.0022.39%$109.80$110.70221
02$181.20$182.40—$2,720.0022.26%$113.30$114.301201
05$174.90$176.00—$2,730.0022.09%$116.70$117.80222
03$168.80$169.90—$2,740.0021.96%$120.50$121.50103
340$162.70$163.90—$2,750.0021.83%$124.30$125.4052733
05$156.80$157.90—$2,760.0021.68%$128.20$129.2020
02$151.10$152.10—$2,770.0021.56%$132.30$133.303311
011$145.40$146.40—$2,780.0021.42%$136.40$137.501520
08$139.70$140.9021.28%$2,790.00—$140.70$141.6028837
76706$134.40$135.4021.16%$2,800.00—$145.00$146.101,477108
010$129.00$130.1021.03%$2,810.00—$149.50$150.603103
05$123.80$124.9020.91%$2,820.00—$154.10$155.30452
2643$118.70$119.8020.79%$2,830.00—$158.80$160.005010
012$113.80$114.8020.67%$2,840.00—$163.70$165.1089518
35627$108.90$110.0020.55%$2,850.00—$168.70$170.003531
019$104.30$105.3020.44%$2,860.00—$173.60$175.20420
172$99.60$100.7020.32%$2,870.00—$178.70$180.50570
14040$95.20$96.2020.21%$2,880.00—$184.20$185.90550
013$90.90$91.9020.10%$2,890.00—$189.70$191.40180

Forward $2,789.14. Not enough surviving quotes on both wings to measure the skew here.

2027-06-17(223 days)ATM 21.04%±462.56skew +5.84
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
09$547.80$549.80—$2,300.0027.65%$50.20$51.105560
01$506.00$507.90—$2,350.0026.92%$56.90$57.802690
072$465.20$467.00—$2,400.0026.22%$64.60$65.506190
09$425.40$427.20—$2,450.0025.54%$73.30$74.30550
0162$386.80$388.60—$2,500.0024.90%$83.30$84.4051761
0109$349.50$351.30—$2,550.0024.27%$94.50$95.808830
0105$313.70$315.60—$2,600.0023.66%$107.30$108.609850
024$279.70$281.40—$2,650.0023.08%$121.60$123.204430
0220$247.30$249.10—$2,700.0022.53%$137.70$139.501,2600
478$216.80$218.70—$2,750.0022.00%$155.80$157.803440
2282$188.50$190.30—$2,800.0021.50%$176.10$178.005810
01,232$162.40$164.2021.05%$2,850.00—$198.50$200.603420
0252$138.80$140.5020.64%$2,900.00—$223.10$225.503960
01,625$117.50$119.1020.27%$2,950.00—$250.20$252.804620
01,538$98.50$100.0019.91%$3,000.00—$279.80$282.406940
038$81.80$83.2019.59%$3,050.00—$311.60$314.30920
801,462$67.30$68.7019.31%$3,100.00—$345.70$348.603470
0602$54.80$56.3019.05%$3,150.00—$381.90$384.801680
11,282$44.30$45.8018.83%$3,200.00—$419.90$422.906610
037$35.40$36.9018.62%$3,250.00—$459.70$462.70240
3252,580$28.10$29.6018.45%$3,300.00—$501.00$504.00510

Forward $2,812.67. The 25-delta put carries +5.84 volatility points over the 25-delta call.

2027-09-17(315 days)ATM 21.03%±554.43skew +5.20
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$541.20$543.80—$2,350.0026.08%$74.40$75.70260
01$502.30$504.70—$2,400.0025.52%$83.30$84.601,3761
03$464.30$466.70—$2,450.0024.96%$93.20$94.507804
—————$2,500.0024.44%$104.30$105.603950
—————$2,550.0023.95%$116.60$118.00230
07$357.40$359.80—$2,600.0023.46%$130.10$131.701,0020
01$324.50$326.90—$2,650.0022.99%$145.10$146.80260
03$293.10$295.50—$2,700.0022.55%$161.70$163.502220
030$263.20$265.80—$2,750.0022.12%$179.80$181.803160
18109$235.40$237.70—$2,800.0021.71%$199.60$201.8010728
75508$209.10$211.4021.32%$2,850.00—$221.30$223.5048941
055$184.70$187.0020.98%$2,900.00—$244.80$247.201,0130
023$162.20$164.6020.67%$2,950.00—$269.80$272.70230
023$141.70$144.0020.37%$3,000.00—$297.10$300.204130
0140$123.00$125.3020.10%$3,050.00—$326.40$329.60230
0286$106.30$108.4019.85%$3,100.00—$357.50$360.801450
052$91.30$93.4019.63%$3,150.00—$390.40$393.8090
0135$78.10$80.1019.43%$3,200.00—$425.10$428.50720
074$66.40$68.4019.25%$3,250.00—$461.30$464.90430
0148$56.20$58.1019.08%$3,300.00—$499.00$502.6040
015$47.30$49.2018.93%$3,350.00—$538.00$541.704030

Forward $2,837.40. The 25-delta put carries +5.20 volatility points over the 25-delta call.

How to read this

Calls on the left, puts on the right, the strike between them — the layout every chain uses. Each block is one expiration, and the heading carries its days to expiry, the at-the-money implied volatility, and the one-standard-deviation move that volatility implies over that time.

Only the 21 strikes nearest the forward are stored, which is the part of the board that carries the volume. The shaded side is in the money: below the forward for calls, above it for puts.

Implied volatility is shown on the out-of-the-money side only. An in-the-money option is nearly all intrinsic value quoted on a wide market, so a volatility solved from it would look authoritative and mean very little. The price is still shown, because the price is real; the blank is deliberate.