Options Skew Analytics

RUT option chain

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

Data as of 24 September 2026 (end of day)

2026-10-16(22 days)ATM 17.84%±124.49
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
147$81.70$83.30—$2,790.0018.98%$30.00$30.701,44836
04$78.10$79.70—$2,795.0018.86%$31.50$32.2015518
2562$74.90$76.20—$2,800.0018.72%$32.90$33.803,1971,826
06$71.50$72.80—$2,805.0018.61%$34.60$35.40819
04$68.10$69.50—$2,810.0018.53%$36.50$37.10115165
38$64.90$66.20—$2,815.0018.43%$38.30$38.90393
022$61.90$63.00—$2,820.0018.29%$40.00$40.801,09960
36$58.90$59.90—$2,825.0018.21%$42.10$42.701648
548$55.90$56.90—$2,830.0018.08%$43.90$44.809488
020$53.10$53.90—$2,835.0018.01%$46.20$46.901202
73$50.30$51.10—$2,840.0017.91%$48.40$49.1040044
320$47.60$48.5017.84%$2,845.00—$50.70$51.40536
52179$45.00$45.8017.73%$2,850.00—$52.90$53.702,46759
24,800$42.50$43.3017.65%$2,855.00—$55.40$56.30310
116$40.10$40.8017.56%$2,860.00—$58.00$58.90857781
070$37.70$38.5017.48%$2,865.00—$60.40$61.501490
851$35.50$36.2017.40%$2,870.00—$63.10$64.301,55649
112$33.30$34.0017.31%$2,875.00—$65.80$67.10485
3317$31.30$32.0017.27%$2,880.00—$68.70$70.1012510
0779$29.30$30.0017.19%$2,885.00—$71.60$73.101931
21158$27.40$28.0017.11%$2,890.00—$74.90$76.1056829

Forward $2,841.95. Not enough surviving quotes on both wings to measure the skew here.

2026-11-20(57 days)ATM 18.86%±212.48
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
—————$2,800.0019.71%$63.90$64.701,22716
—————$2,805.0019.62%$65.60$66.50427
01$107.70$109.20—$2,810.0019.56%$67.50$68.4014235
—————$2,815.0019.46%$69.30$70.20150
06$101.60$103.00—$2,820.0019.39%$71.20$72.2031656
—————$2,825.0019.31%$73.20$74.10932
02$95.80$96.80—$2,830.0019.26%$75.20$76.3043429
03$92.90$94.00—$2,835.0019.17%$77.30$78.20125
01$90.10$91.20—$2,840.0019.11%$79.30$80.50964193
02$87.30$88.50—$2,845.0019.04%$81.70$82.501288
5413$84.60$85.50—$2,850.0018.97%$83.90$84.703,90633
017$81.90$82.9018.91%$2,855.00—$86.20$87.00637
124$79.30$80.2018.84%$2,860.00—$88.50$89.40295119
01$76.70$77.7018.79%$2,865.00—$90.90$91.90831
7312$74.10$75.1018.71%$2,870.00—$93.30$94.3019616
025$71.60$72.5018.63%$2,875.00—$95.80$96.701094
126$69.20$70.2018.59%$2,880.00—$98.30$99.20545163
02$66.90$67.8018.54%$2,885.00—$100.70$101.90249
013$64.60$65.4018.47%$2,890.00—$103.10$104.7066740
024$62.30$63.2018.42%$2,895.00—$106.00$107.30230
708174$60.00$61.0018.36%$2,900.00—$108.50$109.901,16013

Forward $2,850.75. Not enough surviving quotes on both wings to measure the skew here.

2026-12-18(85 days)ATM 18.97%±261.56skew +2.48
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
0382$169.90$171.80—$2,750.0020.54%$64.60$65.1096921
—————$2,760.0020.37%$67.30$68.10212
—————$2,770.0020.24%$70.50$71.3030
—————$2,780.0020.11%$73.90$74.50690
03,090$136.50$138.00—$2,800.0019.83%$80.70$81.504,521268
—————$2,810.0019.70%$84.50$85.10200
—————$2,820.0019.58%$88.20$89.10260
—————$2,830.0019.45%$92.20$93.102201
1870$112.90$113.90—$2,840.0019.33%$96.50$97.10138187
1,386840$107.30$108.20—$2,850.0019.21%$100.70$101.501,0351,304
118186$101.90$102.9019.08%$2,860.00—$105.10$105.90294124
1861$96.60$97.6018.96%$2,870.00—$110.00$110.7084616
0365$91.60$92.6018.87%$2,880.00—$114.70$115.50391132
0279$86.60$87.7018.76%$2,890.00—$119.70$120.503520
47,609$81.90$82.8018.65%$2,900.00—$124.70$125.509,852139
1555$77.30$78.3018.55%$2,910.00—$129.90$130.905880
0442$72.90$74.1018.48%$2,920.00—$135.40$136.504760
08$68.70$69.8018.38%$2,930.00—$141.00$142.10171
20$64.70$65.8018.31%$2,940.00—————
142,831$60.80$61.6018.19%$2,950.00—$152.80$154.101,08831
31$53.50$54.6018.06%$2,970.00—————

Forward $2,856.87. The 25-delta put carries +2.48 volatility points over the 25-delta call.

2027-03-19(176 days)ATM 19.11%±382.74
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
—————$2,780.0020.24%$108.60$111.0020
02$203.90$206.00—$2,790.0020.14%$112.10$114.40230
0333$197.90$199.80—$2,800.0020.07%$116.00$118.101,3480
02$191.70$194.20—$2,810.00—————
—————$2,820.0019.85%$123.10$125.5010
—————$2,830.0019.78%$127.20$129.4010
02$174.10$175.90—$2,840.0019.65%$131.00$133.0010
0233$168.50$170.30—$2,850.0019.60%$135.40$137.40800
—————$2,860.0019.52%$139.50$141.7030
01$157.30$159.20—$2,870.0019.39%$143.60$145.6010
04$152.10$153.90—$2,880.0019.34%$148.20$150.4010
04$146.90$148.6019.26%$2,890.00—$153.00$155.0050
1,396245$141.70$143.5019.18%$2,900.00—$157.50$159.6070812
01$136.70$138.5019.11%$2,910.00—————
02$131.90$133.6019.04%$2,920.00—$166.90$169.4030
08$127.10$128.9018.97%$2,930.00—$172.30$174.40370
03$122.30$124.2018.89%$2,940.00—————
0124$117.90$119.7018.84%$2,950.00—$182.60$184.701520
04$113.30$115.2018.76%$2,960.00—$187.80$189.5040
07$109.10$110.9018.70%$2,970.00—$193.00$195.50390
032$104.90$106.7018.64%$2,980.00—$198.50$201.1010

Forward $2,883.78. Not enough surviving quotes on both wings to measure the skew here.

2027-06-17(266 days)ATM 19.61%±487.24skew +4.28
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
071$543.10$551.20—$2,400.0024.65%$50.50$54.002462
17$501.90$510.10—$2,450.0024.10%$57.90$61.3090
0162$461.90$470.00—$2,500.0023.52%$65.70$69.603600
0109$422.90$428.50—$2,550.0022.99%$75.10$79.002140
0105$385.30$391.00—$2,600.0022.48%$85.60$89.706620
024$348.90$354.90—$2,650.0022.00%$97.50$101.904500
0220$314.30$320.30—$2,700.0021.54%$111.00$115.501,116138
054$281.30$287.30—$2,750.0021.12%$126.40$130.903166
033$250.10$255.50—$2,800.0020.68%$142.90$148.105470
07$221.20$226.30—$2,850.0020.32%$162.20$167.201580
4165$194.40$198.60—$2,900.0019.96%$183.20$188.502540
10207$168.70$173.6019.62%$2,950.00—$205.90$211.7040110
0714$146.20$150.9019.36%$3,000.00—$231.30$236.406933
037$125.60$130.2019.10%$3,050.00—$258.70$264.70920
51,107$107.10$111.7018.87%$3,100.00—$288.10$294.503470
5596$90.80$95.3018.67%$3,150.00—$318.70$326.101680
0971$76.70$80.8018.51%$3,200.00—$353.70$359.906100
—————$3,250.00—$389.30$395.50240
1001,576$53.60$56.9018.20%$3,300.00—$425.40$432.70510
55595$44.40$46.2017.98%$3,350.00—$458.00$471.50300
92216$36.40$39.4017.96%$3,400.00—$498.00$511.70400

Forward $2,910.99. The 25-delta put carries +4.28 volatility points over the 25-delta call.

2027-09-17(358 days)ATM 19.83%±577.88skew +4.22
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
—————$2,450.0024.04%$74.60$79.801,2430
—————$2,500.0023.58%$83.80$89.302640
—————$2,550.0023.25%$93.80$101.8020
06$426.80$444.00—$2,600.0022.73%$105.60$111.501,0030
—————$2,650.0022.34%$118.40$124.40120
—————$2,700.0021.95%$132.40$138.60680
01$327.00$339.10—$2,750.0021.59%$148.00$154.301,3350
05$296.60$312.00—$2,800.0021.20%$165.00$170.60140
018$267.80$284.00—$2,850.0020.87%$183.60$189.30370
04$240.60$256.00—$2,900.0020.59%$203.80$210.509920
—————$2,950.00—$225.90$232.7050
019$192.70$199.8019.83%$3,000.00—$249.60$256.604142
0100$171.70$177.8019.64%$3,050.00—$275.20$282.40230
0207$150.70$157.6019.39%$3,100.00—$300.70$311.00750
04$131.40$140.7019.23%$3,150.00—$329.60$344.0090
0130$115.70$122.4019.03%$3,200.00—$360.30$374.00720
062$100.80$107.4018.88%$3,250.00—$392.70$408.00420
0148$87.40$93.8018.74%$3,300.00—$426.70$442.0040
015$75.50$81.7018.61%$3,350.00—$462.10$478.004030
0164$65.00$71.1018.51%$3,400.00—$498.90$511.00322
0147$55.90$61.7018.43%$3,450.00—$537.00$549.9030

Forward $2,942.99. The 25-delta put carries +4.22 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.