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Global X Russell 2000 ETF RSSL

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Market dataready · fetched 2026-10-22T21:03:10.143Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T20:10:00.003213837Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T21:03:09.760701+00:00

Share price$108.17
1D+0.5%
AH$107.48$107.66$107.85$108.04$108.225:30 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$0.52$2.33$4.15$5.96$7.77$99.85$103.80$107.75$111.70$115.6520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive RSSL spot · $108.17RSSL PRICE$0.71$0.86$1.04$1.29$1.58$1.87$2.22$2.64$3.08$3.64$4.17$4.86$5.95$0.90$1.12$1.37$1.70$1.98$2.30$2.74$3.20$3.68$4.21$4.79$5.51$7.25
PutsExpensive1.31×
CallsExpensive1.36×
SkewBearish+2.75 pp
Implied moveBearish±$4.97
TiltBearish9.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ114.4921.6%6.5%102.3925.7%6.2%
25Δ112.8519.6%5.1%103.9523.7%4.9%
30Δ111.6818.3%4.2%105.1322.8%4.1%
35Δ110.8518.4%3.7%106.0722.8%3.5%
40Δ110.1218.7%3.3%107.0222.0%2.9%
45Δ109.3818.6%2.9%107.8821.5%2.4%
50Δ108.6518.8%2.5%108.7121.6%2.0%
55Δ107.9319.3%2.2%109.5521.6%1.7%
60Δ107.1719.4%1.9%110.3921.5%1.4%
65Δ106.3419.9%1.7%111.2421.2%1.0%
70Δ105.5219.9%1.4%112.1221.0%0.8%
75Δ104.5820.1%1.2%113.1120.9%0.5%
80Δ103.2921.5%1.0%115.0023.6%0.4%

20Δ

Calls
Pseudo strike
114.49
IV
21.6%
B/E move
6.5%
Puts
Pseudo strike
102.39
IV
25.7%
B/E move
6.2%

25Δ

Calls
Pseudo strike
112.85
IV
19.6%
B/E move
5.1%
Puts
Pseudo strike
103.95
IV
23.7%
B/E move
4.9%

30Δ

Calls
Pseudo strike
111.68
IV
18.3%
B/E move
4.2%
Puts
Pseudo strike
105.13
IV
22.8%
B/E move
4.1%

35Δ

Calls
Pseudo strike
110.85
IV
18.4%
B/E move
3.7%
Puts
Pseudo strike
106.07
IV
22.8%
B/E move
3.5%

40Δ

Calls
Pseudo strike
110.12
IV
18.7%
B/E move
3.3%
Puts
Pseudo strike
107.02
IV
22.0%
B/E move
2.9%

45Δ

Calls
Pseudo strike
109.38
IV
18.6%
B/E move
2.9%
Puts
Pseudo strike
107.88
IV
21.5%
B/E move
2.4%

50Δ

Calls
Pseudo strike
108.65
IV
18.8%
B/E move
2.5%
Puts
Pseudo strike
108.71
IV
21.6%
B/E move
2.0%

55Δ

Calls
Pseudo strike
107.93
IV
19.3%
B/E move
2.2%
Puts
Pseudo strike
109.55
IV
21.6%
B/E move
1.7%

60Δ

Calls
Pseudo strike
107.17
IV
19.4%
B/E move
1.9%
Puts
Pseudo strike
110.39
IV
21.5%
B/E move
1.4%

65Δ

Calls
Pseudo strike
106.34
IV
19.9%
B/E move
1.7%
Puts
Pseudo strike
111.24
IV
21.2%
B/E move
1.0%

70Δ

Calls
Pseudo strike
105.52
IV
19.9%
B/E move
1.4%
Puts
Pseudo strike
112.12
IV
21.0%
B/E move
0.8%

75Δ

Calls
Pseudo strike
104.58
IV
20.1%
B/E move
1.2%
Puts
Pseudo strike
113.11
IV
20.9%
B/E move
0.5%

80Δ

Calls
Pseudo strike
103.29
IV
21.5%
B/E move
1.0%
Puts
Pseudo strike
115.00
IV
23.6%
B/E move
0.4%

Options history

No recorded observations