Russell 2000 Index (RUT) Options History
Historical options analytics archive for RUT with monthly max pain, implied volatility, gamma exposure, and put/call data.
234 months of complete options data available.
RUT monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for RUT. Volatility and put/call columns are averages across trading days within the month; max pain, net GEX, and net DEX are the end-of-month values (last trading day of the month).
| Month | Days | Avg ATM IV | Avg IV Rank | End Max Pain | End Net GEX | End Net DEX | Avg P/C |
|---|---|---|---|---|---|---|---|
| 2026-07 | 22 | 19.6% | 24.1% | $2980.00 | -$1.12B | -$2.40B | 1.69 |
| 2026-06 | 21 | 22.4% | 38.2% | $2970.00 | $384.8M | -$14.85B | 1.52 |
| 2026-05 | 20 | 21.8% | 35.6% | $2900.00 | $124.5M | -$13.32B | 1.64 |
| 2026-04 | 21 | 23.7% | 34.4% | $2715.00 | $875.7M | -$12.95B | 1.34 |
| 2026-03 | 22 | 29.1% | 38.7% | $2550.00 | -$196.8M | $313.4M | 1.41 |
| 2026-02 | 19 | 22.7% | 21.3% | $2635.00 | -$1.01B | -$962.7M | 1.43 |
This archive aggregates RUT's daily end-of-day options snapshots into monthly summaries, spanning 2007-01 through 2026-07. Each month rolls up the underlying snapshot archive, which provides continuous end-of-day coverage from 2007 to present: implied-volatility levels, IV rank, and the put/call ratio are time-averaged across the month; total call and put volume are summed; and dealer positioning (net gamma and delta exposure) and the max-pain strike are taken at the month's final trading day. The result is a long-horizon view of how RUT option pricing, volatility regime, and dealer hedging pressure evolved month over month, useful for backtesting strategy assumptions and for studying volatility-regime shifts around earnings and macro events. The most recent aggregated month (2026-07) shows an average ATM implied volatility near 19.6%, a month-end max-pain strike around $2980.00, an average put/call ratio of 1.69.
2026
Jan | Feb | Mar | Apr | May | Jun | Jul
2025
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2024
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2023
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2022
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2021
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2020
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2019
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2018
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2017
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2016
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2015
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2014
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2013
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2012
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2011
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2010
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2009
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2008
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2007
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Frequently asked RUT history questions
- How much options history is available for RUT?
- This archive holds 234 months of RUT options analytics, spanning 2007-01 through 2026-07. Each entry is a monthly rollup of RUT's daily end-of-day options snapshot record, which provides continuous coverage from 2007 to present. Use the year-grouped links on this page to jump to any specific month within the RUT archive.
- What data does each monthly RUT aggregate contain?
- Every monthly row summarizes that month of RUT option activity: time-averaged ATM implied volatility and IV rank, the month-end max-pain strike, end-of-month net dealer gamma (GEX) and delta (DEX) exposure, the average put/call ratio, and total call and put volume. For example, 2026-07 recorded an average ATM implied volatility near 19.6%, an average IV rank of 24.1%, a month-end max-pain strike around $2980.00, an average put/call ratio of 1.69.
- How is the RUT options-history archive built and how often does it update?
- The archive is derived from RUT's daily end-of-day options snapshots, which capture spot, the full listed chain, implied volatility, and dealer-positioning exposures each trading day. Those daily records are rolled up into the monthly summaries shown here and refreshed as new end-of-day data lands. Traders use the long-horizon view to backtest strategy assumptions, study how RUT's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.