RSSL · Expected Move

Global X Russell 2000 ETF · ETF

The expected move for RSSL is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).

RSSL straddle price & implied vol

60 sessions

Bars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).

Current RSSL Expected Move
30-Day Straddle
$5.62
7-Day Straddle
$2.92
30-Day ATM IV
20.0%
IV Rank
51%
Implied one-standard-deviation move through the next 30 days. Compare to RSSL's realized move over the same window to gauge whether options are pricing in too much (premium-selling regime) or too little (premium-buying regime). The Expected Move Tracker ranks every symbol by this measure.
RSSL Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261110 $5.62 $2.92 20.0% 51%
20261109 $5.65 $3.08 19.3% 42%
20261106 $6.67 $3.90 23.0% 87%
20261105 $6.75 $4.33 24.1% 100%
20261104 $3.50 $3.50 19.1% 46%
20261103 $4.47 $4.47 21.8% 83%
20261102 $4.42 $4.42 21.8% 83%
20261030 $4.90 $4.90 22.0% 87%
20261029 $4.03 $4.03 18.4% 35%
20261028 $4.08 $4.08 18.8% 40%
20261027 $4.38 $4.38 19.5% 48%
20261026 $4.78 $4.78 20.9% 67%
20261023 $4.72 $4.72 19.9% 54%
20261022 $4.95 $4.95 20.2% 58%
20261021 $4.85 $4.85 19.3% 46%
20261020 $5.22 $5.22 20.8% 65%
20261019 $4.85 $4.85 19.3% 39%
20261016 $5.35 $1.15 20.5% 51%
20261015 $5.08 $1.73 18.7% 32%
20261014 $5.35 $1.62 19.6% 42%
20261013 $5.28 $1.83 18.7% 32%
20261012 $5.35 $1.88 19.0% 35%
20261009 $5.70 $2.00 19.3% 39%
20261008 $5.80 $2.42 19.6% 42%
20261007 $5.92 $2.50 19.7% 43%
20261006 $6.07 $2.65 19.5% 41%
20261005 $6.00 $2.70 19.0% 36%
20261002 $2.92 $2.92 18.4% 29%
20261001 $3.40 $3.40 19.8% 45%
20260930 $3.52 $3.52 19.2% 38%
20260929 $3.62 $3.62 19.1% 36%
20260928 $3.70 $3.70 19.0% 36%
20260925 $3.75 $3.75 18.0% 25%
20260924 $3.97 $3.97 18.5% 30%
20260923 $4.28 $4.28 18.8% 34%
20260922 $3.83 $3.83 16.9% 13%
20260921 $4.03 $4.03 17.2% 16%
20260918 $4.30 $1.60 17.0% 14%
20260917 $4.33 $1.45 16.6% 10%
20260916 $4.80 $1.80 18.3% 28%
20260915 $4.88 $2.00 18.7% 33%
20260914 $4.95 $2.12 18.6% 32%
20260911 $5.32 $2.58 19.0% 36%
20260910 $5.58 $2.88 20.0% 46%
20260909 $5.15 $3.05 18.1% 26%
20260908 $5.58 $2.88 18.2% 27%
20260904 $5.30 $2.90 16.7% 10%
20260903 $5.43 $3.15 17.2% 16%
20260902 $3.42 $3.42 17.7% 22%
20260901 $3.62 $3.62 18.5% 29%
20260831 $3.60 $3.60 18.1% 24%
20260828 $3.27 $3.27 15.7% 0%
20260827 $3.77 $3.77 16.5% 8%
20260826 $4.10 $4.10 17.6% 20%
20260825 $4.20 $4.20 17.7% 20%
20260824 $4.43 $4.43 18.2% 26%
20260821 $4.42 $3.55 17.1% 14%
20260820 $4.80 $1.73 17.8% 22%
20260819 $4.65 $1.60 16.9% 12%
20260818 $4.82 $1.70 17.8% 21%

Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.