RUT Russell 2000
Index 2754.10 DelayedIndex quote, intraday chart, technicals, and constituent breakdown. Expected move IV rank history Fibonacci levels
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.
- 52-Week Range
- $2303.46 – $3069.71
- YTD
- +9.80%
- IV Rank (30D)
- 78.73
- Straddle Price
- $137.55
- P/C Vol Ratio
- 1.46
- Open
- $2731.05
- Day Range
- $2721.00 – $2761.58
- Prev Close
- $2729.89
Russell 2000 (RUT) INDEX
Capitalization-weighted index of 2,000 small-cap US companies, the most followed benchmark for US small-cap performance.
Each spoke is this symbol's rank within its sector (0–100; the dotted ring marks the sector median at 50). Higher is more constructive for a long. One spoke — News sentiment — is an absolute reading, not a sector rank. Grayed spokes have no data. A fuller shape is a summary, not a recommendation.
| Month | '21 | '22 | '23 | '24 | '25 | '26 | Avg |
|---|---|---|---|---|---|---|---|
| Jan | 6.56% | -10.74% | 10.35% | -3.25% | 2.51% | 4.21% | 1.61% |
| Feb | 3.52% | -0.13% | -3.25% | 4.07% | -4.22% | -0.30% | -0.05% |
| Mar | -2.41% | 3.07% | -5.05% | 2.32% | -4.30% | -6.01% | -2.06% |
| Apr | 0.56% | -10.86% | -1.85% | -6.13% | -2.39% | 11.44% | -1.54% |
| May | -0.37% | -1.00% | -1.11% | 4.54% | 4.58% | 3.79% | 1.74% |
| Jun | 0.69% | -7.92% | 6.83% | -0.58% | 5.07% | 4.08% | 1.36% |
| Jul | -4.43% | 9.11% | 5.61% | 11.05% | 0.64% | -2.70% | 3.21% |
| Aug | 2.63% | -2.08% | -4.74% | 1.44% | 9.21% | -0.85% | 0.94% |
| Sep | -3.62% | -8.67% | -7.07% | 3.76% | 3.58% | -4.22% | -2.71% |
| Oct | 2.48% | 8.08% | -5.38% | -0.02% | 1.52% | 0.19% | 1.15% |
| Nov | -6.75% | 1.90% | 8.34% | 10.16% | 1.18% | -1.85%* | 2.16% |
| Dec | 4.56% | -6.40% | 8.83% | -8.38% | 0.52% | -- | -0.17% |
| Total | 2.58% | -24.90% | 9.63% | 18.55% | 18.46% | 6.82% | 5.19% |
Quick-reference for reading the values below. Indicators combine to confirm a view — no single one is a trade signal on its own.
- SMA 20 / 50 / 200 — price above = uptrend, below = downtrend. SMA 50 crossing SMA 200 is the golden/death cross.
- EMA 12 / 26 — faster-reacting averages; 12 above 26 is short-term bullish.
- MACD — bullish when MACD > signal (green badge), bearish when below. Divergence from price often precedes reversals.
- ADX (14) — trend strength regardless of direction. <20 range, 20–25 weak trend, 25–50 trend, >50 strong trend.
- +DI / −DI — +DI > −DI favors bulls; the reverse favors bears. Read alongside ADX.
- RSI (14) — <30 oversold, >70 overbought. 40–60 is neutral; trending names can stay extreme.
- Stochastic %K / %D — <20 oversold, >80 overbought. %K crossing %D is an early momentum signal.
- Williams %R — inverted scale: <−80 oversold, >−20 overbought.
Oscillators work best in range-bound markets; in strong trends they give premature reversal signals.
- Bollinger Bands — price at upper band = overbought, lower = oversold. Narrow bands (squeeze) often precede expansion.
- OBV — cumulative volume; rising OBV confirms uptrend, falling OBV confirms downtrend. Divergence from price is a warning.
- Vol SMA 20 / Vol ROC — today's volume vs. 20-day average. Positive ROC with price move = conviction.
- ATR / True Range — average daily $ move; sizing and stop-loss reference.
- HV 20 / 30 / 60 — realized (historical) volatility. Compare to IV on the options cards: IV > HV = rich premium.
Confluence matters: trend + momentum + volume agreeing carries far more weight than any single indicator. For how these feed the spread scanner score, see the algorithm docs →
Trend Indicators
Momentum Oscillators
Volume & Volatility
Data Summary
LLM Stock Analysis Report
SYMBOL: RUT CURRENT PRICE: $2910.62
Executive Summary BULLISH (confidence level: 6/10)
Key drivers:
- Short-term momentum is neutral, but medium-term trend is weakening.
- Recent IV premium suggests volatility may be higher than expected.
Primary risks:
- High volatility, which can lead to larger price swings.
- Weakening medium-term trend could continue if recent signals don't improve.
Investment thesis: RUT's current price is near the middle Bollinger Band, indicating a neutral sentiment. The weakening trend and high volatility suggest potential for increased market uncertainty. However, the options market seems to be pricing in a larger move by expiration, which may not necessarily occur.
Recent news sentiment impact: No recent news available, which limits our understanding of the current market context.
Technical Analysis
Trend Direction: Medium-term trend is weakening (1-3 months).
Support/Resistance Levels: Key levels:
- Upper Bollinger Band: $3062.72
- Middle Band: $2977.44
- Lower Band: $2892.15
Momentum Signals:
- RSI interpretation: Neutral (39.35)
- MACD signal: Bearish (-20.12 / Signal: -9.84)
- Bollinger Bands position: Neutral
Volume Analysis: Volume trends and institutional interest signals:
- Volume SMA 20: N/A%
- On-Balance Volume (OBV): N/A%
- Volume Rate of Change: N/A%
News & Sentiment Analysis
Recent Headlines Summary: No recent news available.
Sentiment Assessment: Neutral, due to lack of recent news.
Catalyst Identification: No upcoming events or earnings announcements available.
Market Narrative: The absence of recent news hinders our understanding of the market context. However, we can assume that the market is reacting to the overall trend and volatility.
Risk & Volatility Assessment
Beta Interpretation: Beta >1.20 (vs SPY), indicating higher risk relative to the market.
Volatility Regime: High volatility regime, with a historical volatility of 13.2% over the past 20 days.
Options Market Signals:
- IV Rank: Medium (46.8%)
- Current IV: 24.0%
- Expected Move: $112.50 (28 DTE), 7-DTE: $55.50
- Volume Flow: 796 calls vs 1,950 puts
- Open Interest: 2,606 calls vs 8,932 puts
- Put/Call Volume Ratio: 2.45 (Bearish sentiment)
- Put/Call OI Ratio: 3.43
Downside Protection: Support levels and risk management considerations:
- Lower Bollinger Band: $2892.15
- Recent swing low: N/A%
Market Context & Positioning
Sector Performance: No sector-specific data available.
Institutional Activity: Institutional interest signals are neutral, with no recent changes in volume or open interest.
Correlation Analysis: Correlation analysis is not possible without additional market data.
Relative Valuation: Relative to its peers and the broader market, RUT's current price seems reasonable, given the high volatility and recent trend weakening.
Key Levels & Action Items
- Critical Price Levels: Support/resistance levels mentioned above.
- Breakout/Breakdown Levels: The upper Bollinger Band ($3062.72) represents a potential breakout level.
- Time-Sensitive Catalysts: No upcoming events or earnings announcements available.
- Risk Management: Consider stop-loss levels around the lower Bollinger Band ($2892.15) to manage risk.
Please note that this analysis is based on the provided data and does not contain any buy/sell advice. It aims to provide a comprehensive view of the stock's technical, news, and volatility factors, as well as potential risks and catalysts.
RUT Options Activity & IV Rank
RUT IV rank history, 52-week IV rank and IV percentile →
Volatility Metrics
Options Flow · All expiries
ATM Options Pricing
Chain Summary
Each spread is ranked by a composite score built in three stages. Full documentation →
score = P(profit) × (credit / spread_width)
P(profit) from short leg delta (1 − |delta|), penalised above 85%. Credit uses mid-price to handle illiquid chains fairly.
Calendars: the long leg is valued at the short leg’s expiration (Black-Scholes at its current IV) across the range of prices the short leg’s IV implies, giving the best-case profit (R/R = that over the debit) and P(profit).
RR and BF (30-delta) from the persisted per-symbol skew snapshot — wing strikes picked by real greeks.delta, not a moneyness proxy. Put skew boosts bull puts, penalises bear calls. High butterfly boosts iron condors. Calendars are skew-neutral.
- RSI <40 bullish / >60 bearish
- MACD crossover + histogram trend
- Price vs SMA 50 & SMA 200
- Stochastic %K <20 / >80
- Williams %R <−80 / >−20
- Blended ATR + straddle expected-move penalty
- Bollinger Band signal (+ counter-trend penalty)
- BB width — vol contraction boost for ICs
- IV rank ≥ 75 → strong boost for credit spreads
- IV rank < 25 → penalty (selling cheap vol)
- Min open interest across all legs
- OI < 100 → −0.10 · OI < 500 → −0.05
score = base_score × skew_multiplier × tech_multiplier
Both multipliers are shown per spread. Beta is informational only — ATR already captures realized vol. Full algorithm documentation →
Scanning bull put, bear call, iron condor and calendar spreads…
IV(put wing) − IV(ATM), in vol pointsHow much the OTM put trades above (or below) the at-the-money strike. Measures the height of the put-side tail relative to ATM — i.e. how expensive crash insurance is on this name.
- Positive (typical) — wing IV > ATM IV. Standard equity put skew: portfolios bid up crash protection, so OTM puts trade richer than ATM.
- Near zero or negative (unusual) — wing IV ≤ ATM IV. Flat or inverted put side. Common when there's no fear demand, in tightly mean-reverting names, or right after an earnings catalyst clears.
- Percentile vs own 3-yr history: high = wings rich (good time to sell wing premium); low = wings cheap (good time to buy protection).
- Not directional — high or low wings don't predict up or down moves. It's a price tag on tail insurance, not a forecast.
IV(call wing) − IV(put wing), equal delta on each sideWhich side of the smile is the market paying up for? Measures the tilt of the surface — call skew vs put skew at matched deltas.
- Negative (typical) — puts richer than calls. Standard equity behavior: hedging demand makes puts carry a premium. Most large-caps sit in the −1 to −5 vol-point range.
- Strongly negative (< −5 pts) — heavy downside hedging, elevated fear, or an upcoming catalyst (earnings, FDA, macro event). Worth flagging.
- Positive — calls richer than puts. Unusual for equities; signals bullish momentum, short-squeeze positioning, or takeover/M&A speculation.
- Near zero — symmetric surface. Market sees roughly equal up/down risk. Rare for large-caps; more common in commodities and FX.
Wing-vs-ATM tells you how expensive the tails are. Risk Reversal tells you which side is favored. Combined:
- High wing percentile + deeply negative RR → strong put bid; stress or major event priced in. Owning protection costs a premium; selling put premium is dangerous.
- Low wing percentile + near-zero RR → complacency; insurance cheap and balanced. Good environment to add cheap downside hedges.
- Positive RR + elevated wings → call-side fear-of-missing-out; common in squeeze setups. Upside calls expensive, downside puts not bid.
Percentile is the rank of today's reading within ~3 years of this symbol's own history. High percentile = wings are rich relative to history; not a directional signal. Skew is read off the chain in real time, not from CBOE SKEW.
Loading the implied volatility surface…
Loading the implied volatility smile…
Risk Metrics
Analysis Details
Data Points: 247
Period: 252 trading days
Above average volatility - stock moves with market amplification
RUT Institutional Ownership (13F)
Institutional managers with $100M+ AUM file Form 13F-HR quarterly, due 45 days after quarter end. Holdings are reported gross at quarter-end market value — they are a snapshot, not a real-time position.
- Shares — long equity positions in this name, aggregated across share classes.
- Calls / Puts — notional value of long call / put exposure where this ticker is the underlying.
- % of Float — holder's reported shares divided by the latest diluted shares outstanding. Sums above 100% indicate large custodian / prime broker positions where the same shares are reported by multiple filers.
- Custodian badge — filers with more than 5,000 holdings are typically broker-dealers / custodians reporting customer-held shares, not active managers.
Each filer is counted once at its latest 13F-HR filing. New filings are ingested on a weekly cadence.
| # | Filer | Notional Value | % of Total | Period |
|---|
| # | Filer | Notional Value | % of Total | Period |
|---|
| # | ETF | Provider | Weight | $ Exposure | ETF AUM | As Of |
|---|
Quarterly filings sourced from SEC 10-Q / 10-K reports. TTM tiles aggregate the most recent four quarters; bars show the last ~12 quarters oldest → newest.
- Revenue — top-line sales. Look for consistent YoY growth; seasonal businesses need same-quarter comparisons (Q4 '24 vs Q4 '23).
- Net Income — bottom-line profit after all expenses. Can be volatile from one-time items; red bars = net loss.
- Diluted EPS — net income per share assuming options/converts are exercised. Direct input to the P/E ratio.
- Operating Cash Flow — cash generated from core operations, before capex and financing. Harder to manipulate than net income; growing OCF is a quality signal.
- Sequential growth — quarter-over-quarter trend. Accelerating bars are a momentum signal.
- YoY growth — compare to the same quarter a year earlier to remove seasonality.
- Quality — OCF should roughly track Net Income over time. Large divergence (net income ≫ OCF) flags accruals risk.
- Margins — scan the bar ratios: Net Income / Revenue tells you margin trend without needing a separate chart.
TTM (trailing-twelve-month) smooths seasonality and is used for the P/E calculation. Filings appear 30–90 days after the period closes.