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Global X Russell 2000 ETF RSSL

i

Market dataready · fetched 2026-11-12T00:44:34.018Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-11T23:30:00.002072218Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T00:44:33.414052+00:00

Share price$110.70
1D+0.6%
AH$110.07$110.27$110.47$110.66$110.865:30 AM6:30 AM9:00 AM1:00 PM2:00 PMRSSL
Sold putSold callAH

Global X Russell 2000 ETF options

Live interpolated RSSL call and put midpoint premiums by absolute delta.Global X Russell 2000 ETF$0.48$1.25$2.03$2.80$3.57$102.22$105.77$109.32$112.88$116.4320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive RSSL spot · $110.70RSSL PRICE$0.56$0.63$0.71$0.78$0.88$0.99$1.14$1.36$1.57$1.84$2.12$2.44$2.83$0.62$0.71$0.78$0.88$1.00$1.17$1.34$1.57$1.85$2.14$2.48$2.86$3.35
PutsCheap0.52×
CallsCheap0.76×
SkewBearish+1.98 pp
Implied moveBearish±$2.48
TiltBearish7.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ115.4230.1%4.8%106.4331.7%4.4%
25Δ113.8925.2%3.5%107.7927.1%3.3%
30Δ112.9122.1%2.6%108.7623.5%2.5%
35Δ112.2119.6%2.1%109.4221.4%2.0%
40Δ111.6918.2%1.7%109.9919.8%1.5%
45Δ111.2517.1%1.4%110.4219.3%1.3%
50Δ110.8416.6%1.2%110.8518.9%1.1%
55Δ110.4616.8%1.0%111.2818.9%0.9%
60Δ110.0917.0%0.9%111.7119.1%0.8%
65Δ109.6817.1%0.7%112.1719.3%0.6%
70Δ109.2717.2%0.6%112.6519.3%0.5%
75Δ108.8217.3%0.5%113.1719.4%0.4%
80Δ108.3217.3%0.4%113.7819.5%0.2%

20Δ

Calls
Pseudo strike
115.42
IV
30.1%
B/E move
4.8%
Puts
Pseudo strike
106.43
IV
31.7%
B/E move
4.4%

25Δ

Calls
Pseudo strike
113.89
IV
25.2%
B/E move
3.5%
Puts
Pseudo strike
107.79
IV
27.1%
B/E move
3.3%

30Δ

Calls
Pseudo strike
112.91
IV
22.1%
B/E move
2.6%
Puts
Pseudo strike
108.76
IV
23.5%
B/E move
2.5%

35Δ

Calls
Pseudo strike
112.21
IV
19.6%
B/E move
2.1%
Puts
Pseudo strike
109.42
IV
21.4%
B/E move
2.0%

40Δ

Calls
Pseudo strike
111.69
IV
18.2%
B/E move
1.7%
Puts
Pseudo strike
109.99
IV
19.8%
B/E move
1.5%

45Δ

Calls
Pseudo strike
111.25
IV
17.1%
B/E move
1.4%
Puts
Pseudo strike
110.42
IV
19.3%
B/E move
1.3%

50Δ

Calls
Pseudo strike
110.84
IV
16.6%
B/E move
1.2%
Puts
Pseudo strike
110.85
IV
18.9%
B/E move
1.1%

55Δ

Calls
Pseudo strike
110.46
IV
16.8%
B/E move
1.0%
Puts
Pseudo strike
111.28
IV
18.9%
B/E move
0.9%

60Δ

Calls
Pseudo strike
110.09
IV
17.0%
B/E move
0.9%
Puts
Pseudo strike
111.71
IV
19.1%
B/E move
0.8%

65Δ

Calls
Pseudo strike
109.68
IV
17.1%
B/E move
0.7%
Puts
Pseudo strike
112.17
IV
19.3%
B/E move
0.6%

70Δ

Calls
Pseudo strike
109.27
IV
17.2%
B/E move
0.6%
Puts
Pseudo strike
112.65
IV
19.3%
B/E move
0.5%

75Δ

Calls
Pseudo strike
108.82
IV
17.3%
B/E move
0.5%
Puts
Pseudo strike
113.17
IV
19.4%
B/E move
0.4%

80Δ

Calls
Pseudo strike
108.32
IV
17.3%
B/E move
0.4%
Puts
Pseudo strike
113.78
IV
19.5%
B/E move
0.2%

Options history

IV · four-Friday blend20.91%
Daily EOD
RSSL18.3%19.7%21.1%2026-10-19: 19.27%2026-10-20: 19.22%2026-10-21: 18.92%2026-10-22: 19.45%2026-10-23: 20.11%2026-10-26: 20.34%2026-10-27: 19.68%2026-10-28: 18.89%2026-10-29: 18.50%2026-10-30: 20.91%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
19.27%
19.22%
18.92%
19.45%
20.11%
20.34%
19.68%
18.89%
18.50%
20.91%