RSP implied volatility

RSP implied volatility: the term structure across expirations and the front expiry's smile by strike.

• RSP options traded $945.43K in premium on 2026-11-02: $725.38K in calls and $220.05K in puts, a net bearish lean of $100.31K.
• Put/call ratio 0.30.
• Options price a move of about ±$4.28 by 2026-11-06.
• Max pain for 2027-01-15 is $215.0.

Updated 2026-11-02 18:27 UTC