Russell 2000 Index (RUT · index)
Overview · Option chain · Volatility · Expected-move history
Cboe delayed options data · as of 17:04 UTC · Figures derived from the full chain (11.0K contracts, 31 expirations) · IV own-history percentile appears after 60 recorded days (29 so far)
Expected move · Oct 30, 2026 (10 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 ±2.6% (range 2,702.33–2,847.13) by Oct 30, 2026. ATM straddle: 72.40 @ strike 2,775 · ATM IV: 19.6%.
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) |
|---|---|---|---|
| 2,497.26 | -10% | 99.9% | 0.1% |
| 2,636.00 | -5% | 94.1% | 5.9% |
| 2,774.73 | -0% | 49.4% | 50.6% |
| 2,913.47 | +5% | 6.4% | 93.6% |
| 3,052.21 | +10% | 0.2% | 99.8% |
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 20, 2026 | 0 | ±0.3% | 18.9% | 5,747 |
| Oct 21, 2026 | 1 | ±0.8% | 19.1% | 4,491 |
| Oct 22, 2026 | 2 | ±1.2% | 18.8% | 4,441 |
| Oct 23, 2026 | 3 | ±1.4% | 19.1% | 55.7K |
| Oct 26, 2026 | 6 | ±1.7% | 16.1% | 4,167 |
| Oct 27, 2026 | 7 | ±1.8% | 16.6% | 2,283 |
| Oct 28, 2026 | 8 | ±2.3% | 18.9% | 1,156 |
| Oct 29, 2026 | 9 | ±2.5% | 19.5% | 687 |
| Oct 30, 2026 | 10 | ±2.6% | 19.6% | 66.1K |
| Nov 02, 2026 | 13 | ±2.8% | 18.2% | 930 |
| Nov 03, 2026 | 14 | ±2.9% | 18.3% | 279 |
| Nov 04, 2026 | 15 | ±3.1% | 18.9% | 0 |
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): 2,680 P · 8,6522,670 P · 5,8612,850 C · 5,7882,720 P · 5,0502,700 P · 4,878
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 357 recorded snapshot-versus-outcome comparisons so far, the close landed inside the expected range 56.3% of the time.