Russell 2000 Index (RUT · index)
Overview · Option chain · Volatility · Expected-move history
Cboe delayed options data · as of 06:42 UTC · Figures derived from the full chain (10.4K contracts, 30 expirations) · IV own-history percentile appears after 60 recorded days (28 so far)
Expected move · Oct 30, 2026 (11 days)
Methodology →Read from option prices: the at-the-money straddle costs this much, so the market is pricing a move of about that size in either direction by this date. It is an estimate of movement, not a prediction of direction.
Options are pricing a move of about ±3.1% (range 2,637.07–2,805.67) by Oct 30, 2026. ATM straddle: 84.30 @ strike 2,720 · ATM IV: 19.7%.
Probability distribution
Model & assumptions →The curve shows where a lognormal model, fed with current implied volatility, puts the range of outcomes at this expiration. Shaded: the expected-move band.
| Level | vs price | P(above)Model-estimated chance the stock finishes above a level at expiration, derived from current IV under a lognormal model with stated assumptions — an estimate, not a prediction. | P(below) |
|---|---|---|---|
| 2,449.23 | -10% | 99.9% | 0.1% |
| 2,585.30 | -5% | 93.1% | 6.9% |
| 2,721.37 | -0% | 49.3% | 50.7% |
| 2,857.44 | +5% | 7.5% | 92.5% |
| 2,993.51 | +10% | 0.3% | 99.7% |
Model-estimated probabilities of finishing above/below each level at expiration: estimates under stated assumptions, not predictions.
Probability explorer
Drag the slider to any level and see the model-estimated chance the stock finishes above or below it at the selected expiration.
Horizon: Oct 30, 2026 · lognormal model with zero drift: an estimate, not a prediction. Assumptions
Expirations
Open the chain →| Expires | DTEDays to expiration, in calendar days. | Implied move | ATM IV | Open int. |
|---|---|---|---|---|
| Oct 19, 2026 | 0 | ±1.0% | 14.3% | 6,061 |
| Oct 20, 2026 | 1 | ±1.4% | 16.2% | 2,922 |
| Oct 21, 2026 | 2 | ±1.6% | 17.1% | 3,537 |
| Oct 22, 2026 | 3 | ±1.8% | 17.9% | 1,746 |
| Oct 23, 2026 | 4 | ±2.1% | 18.5% | 49.3K |
| Oct 26, 2026 | 7 | ±2.3% | 17.1% | 2,539 |
| Oct 27, 2026 | 8 | ±2.4% | 17.5% | 884 |
| Oct 28, 2026 | 9 | ±2.8% | 19.1% | 785 |
| Oct 29, 2026 | 10 | ±3.0% | 19.6% | 319 |
| Oct 30, 2026 | 11 | ±3.1% | 19.7% | 61.7K |
| Nov 02, 2026 | 14 | ±3.2% | 18.8% | 0 |
| Nov 06, 2026 | 18 | ±3.8% | 20.1% | 20.7K |
Open interest by strike · Oct 30
Where option positions are concentrated. Teal bars are calls, red bars are puts; the dashed line is the current price.
Largest open-interest concentrations (all expirations ≤ 60 days): 2,690 P · 5,1532,720 P · 5,0622,680 P · 4,4602,700 P · 4,2492,730 P · 4,168
IV term structure
Volatility page →At-the-money implied volatility for each expiration. A hump around a date often marks a scheduled event the market is pricing.
When does open interest expire?
Implied vs realized volatility
HV from our stored daily closes (annualized); IV30 interpolated from the chain. Method
Price, last 60 sessions
Daily closes; Financial Modeling Prep.
Track record
Full history →Of 329 recorded snapshot-versus-outcome comparisons so far, the close landed inside the expected range 60.2% of the time.