RUT · Expected Move
Russell 2000 · Index
The expected move for RUT 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).
RUT straddle price & implied vol
60 sessionsBars: 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 RUT Expected Move
30-Day Straddle
$137.55
7-Day Straddle
$75.15
30-Day ATM IV
22.8%
IV Rank
79%
Implied one-standard-deviation move through the next 30 days. Compare to RUT'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.
RUT Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261106 | $137.55 | $75.15 | 22.8% | 79% |
| 20261105 | $150.70 | $88.00 | 24.7% | 100% |
| 20261104 | $113.30 | $54.55 | 17.3% | 23% |
| 20261103 | $136.50 | $77.75 | 20.8% | 82% |
| 20261102 | $129.20 | $75.90 | 21.1% | 74% |
| 20261030 | $124.90 | $66.25 | 19.2% | 45% |
| 20261029 | $110.10 | $51.40 | 17.0% | 14% |
| 20261028 | $115.10 | $55.00 | 17.8% | 25% |
| 20261027 | $120.10 | $54.65 | 18.4% | 33% |
| 20261026 | $126.75 | $58.90 | 19.4% | 46% |
| 20261023 | $124.10 | $65.00 | 20.3% | 57% |
| 20261022 | $126.10 | $66.45 | 20.3% | 58% |
| 20261021 | $119.65 | $56.25 | 18.7% | 37% |
| 20261020 | $121.45 | $50.90 | 19.1% | 36% |
| 20261019 | $124.55 | $51.20 | 19.6% | 35% |
| 20261016 | $120.50 | $55.60 | 19.9% | 38% |
| 20261015 | $114.35 | $46.80 | 18.3% | 23% |
| 20261014 | $122.55 | $51.90 | 19.7% | 36% |
| 20261013 | $120.00 | $49.55 | 18.6% | 25% |
| 20261012 | $121.70 | $46.95 | 18.5% | 24% |
| 20261009 | $112.25 | $46.25 | 18.2% | 22% |
| 20261008 | $120.25 | $53.05 | 19.3% | 32% |
| 20261007 | $122.10 | $51.05 | 19.2% | 31% |
| 20261006 | $123.40 | $46.80 | 18.8% | 27% |
| 20261005 | $127.20 | $46.80 | 18.8% | 27% |
| 20261002 | $113.00 | $47.10 | 18.4% | 23% |
| 20261001 | $123.80 | $57.75 | 19.7% | 36% |
| 20260930 | $125.45 | $57.70 | 19.6% | 35% |
| 20260929 | $127.95 | $56.55 | 19.5% | 35% |
| 20260928 | $127.80 | $57.00 | 19.2% | 31% |
| 20260925 | $110.80 | $55.25 | 18.0% | 19% |
| 20260924 | $117.00 | $55.00 | 18.5% | 25% |
| 20260923 | $116.45 | $51.20 | 18.0% | 20% |
| 20260922 | $113.70 | $46.70 | 17.0% | 10% |
| 20260921 | $115.00 | $44.75 | 16.9% | 10% |
| 20260918 | $103.10 | $44.30 | 16.6% | 6% |
| 20260917 | $107.35 | $48.15 | 17.0% | 10% |
| 20260916 | $122.05 | $59.35 | 18.4% | 23% |
| 20260915 | $125.90 | $65.15 | 19.1% | 30% |
| 20260914 | $124.90 | $60.40 | 18.4% | 24% |
| 20260911 | $113.75 | $56.35 | 17.9% | 19% |
| 20260910 | $130.80 | $73.50 | 20.2% | 41% |
| 20260909 | $123.10 | $62.35 | 18.5% | 24% |
| 20260908 | $119.55 | $50.50 | 17.5% | 15% |
| 20260904 | $106.20 | $44.00 | 16.2% | 3% |
| 20260903 | $110.25 | $41.45 | 16.6% | 6% |
| 20260902 | $118.15 | $45.50 | 17.6% | 16% |
| 20260901 | $118.65 | $51.40 | 18.3% | 23% |
| 20260831 | $113.10 | $47.80 | 16.7% | 7% |
| 20260828 | $107.45 | $47.50 | 16.3% | 3% |
| 20260827 | $110.70 | $47.15 | 16.4% | 4% |
| 20260826 | $116.60 | $48.75 | 17.0% | 10% |
| 20260825 | $119.95 | $48.70 | 17.2% | 12% |
| 20260824 | $124.55 | $50.10 | 17.7% | 17% |
| 20260821 | $110.75 | $48.90 | 17.0% | 10% |
| 20260820 | $118.10 | $50.95 | 17.8% | 18% |
| 20260819 | $112.30 | $43.05 | 16.5% | 6% |
| 20260818 | $119.05 | $45.80 | 17.2% | 12% |
| 20260817 | $119.05 | $41.45 | 16.6% | 6% |
| 20260814 | $105.35 | $38.75 | 15.9% | 0% |
More on RUT
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.