Russell 2000 Index (RUT · index)
Overview · Option chain · Volatility · Expected-move history
Cboe delayed options data · as of 03:38 UTC · Figures derived from the full chain (12.3K contracts, 33 expirations) · IV own-history percentile appears after 60 recorded days (3 so far)
Expected move — Sep 11, 2026 (9 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 ±2.0% (range 2,894.62–3,011.72) by Sep 11, 2026. ATM straddle: 58.55 @ strike 2,955 · ATM IV: 16.1%.
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) |
|---|---|---|---|
| 2,657.85 | -10% | 100.0% | 0.0% |
| 2,805.51 | -5% | 97.8% | 2.2% |
| 2,953.17 | +0% | 49.5% | 50.5% |
| 3,100.82 | +5% | 2.6% | 97.4% |
| 3,248.48 | +10% | 0.0% | 100.0% |
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: Sep 11, 2026 · lognormal model, 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. |
|---|---|---|---|---|
| Sep 02, 2026 | 0 | ±0.1% | — | 6,186 |
| Sep 03, 2026 | 1 | ±0.6% | 17.6% | 4,115 |
| Sep 04, 2026 | 2 | ±1.0% | 19.0% | 51.5K |
| Sep 08, 2026 | 6 | ±1.3% | 13.5% | 5,093 |
| Sep 09, 2026 | 7 | ±1.5% | 14.0% | 2,697 |
| Sep 10, 2026 | 8 | ±1.7% | 14.6% | 1,360 |
| Sep 11, 2026 | 9 | ±2.0% | 16.1% | 44.2K |
| Sep 14, 2026 | 12 | ±2.1% | 15.0% | 2,479 |
| Sep 15, 2026 | 13 | ±2.3% | 15.2% | 822 |
| Sep 16, 2026 | 14 | ±2.6% | 16.9% | 300 |
| Sep 17, 2026 | 15 | ±2.8% | 17.3% | 0 |
| Sep 18, 2026 | 16 | ±2.9% | 17.6% | 28.5K |
Open interest by strike — Sep 11
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): 2,910 P · 10.7K2,920 P · 10.2K2,970 P · 8,2482,960 P · 7,8792,900 P · 5,028
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
Track record
Full history →Of 3 recorded snapshot-versus-outcome comparisons so far, the close landed inside the expected range 66.7% of the time.