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Global X Russell 2000 ETF RSSL

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Market datapartial · fetched 2026-10-23T16:46:43.513Z

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 · 2026-10-23T14:33:50.948935526Z

FundamentalsAlpha Vantage · unavailable

Share price$107.11
1D+0.0%
$107.06$107.08$107.11$107.14$107.165:30 AM6:30 AM9:00 AM1:00 PMRSSL
Sold putSold call

Global X Russell 2000 ETF options

Live interpolated RSSL call and put midpoint premiums by absolute delta.Global X Russell 2000 ETF$0.93$2.91$4.89$6.86$8.84$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICERSSL PRICE$1.15$1.53$1.92$2.30$2.68$3.17$3.95$4.74$5.61$6.70$8.27$3.13$3.42$3.74$4.10$4.46
PutsCheap0.95×
CallsExpensive1.73×
SkewBullish-7.87 pp
Implied move——
TiltBullish38.0% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ110.9020.7%4.6%
35Δ110.0821.3%4.2%
40Δ109.2621.8%3.8%
45Δ108.4422.4%3.4%
50Δ107.6222.9%3.0%
55Δ106.7523.8%2.6%
60Δ105.7225.6%2.4%109.0218.9%1.1%
65Δ104.6627.1%2.1%109.6317.9%0.8%
70Δ103.4627.9%1.8%110.2417.0%0.6%
75Δ102.0629.2%1.5%110.8416.2%0.3%
80Δ100.2331.4%1.3%111.3915.1%0.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
110.90
IV
20.7%
B/E move
4.6%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
110.08
IV
21.3%
B/E move
4.2%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
109.26
IV
21.8%
B/E move
3.8%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
108.44
IV
22.4%
B/E move
3.4%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
107.62
IV
22.9%
B/E move
3.0%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
106.75
IV
23.8%
B/E move
2.6%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
105.72
IV
25.6%
B/E move
2.4%
Puts
Pseudo strike
109.02
IV
18.9%
B/E move
1.1%

65Δ

Calls
Pseudo strike
104.66
IV
27.1%
B/E move
2.1%
Puts
Pseudo strike
109.63
IV
17.9%
B/E move
0.8%

70Δ

Calls
Pseudo strike
103.46
IV
27.9%
B/E move
1.8%
Puts
Pseudo strike
110.24
IV
17.0%
B/E move
0.6%

75Δ

Calls
Pseudo strike
102.06
IV
29.2%
B/E move
1.5%
Puts
Pseudo strike
110.84
IV
16.2%
B/E move
0.3%

80Δ

Calls
Pseudo strike
100.23
IV
31.4%
B/E move
1.3%
Puts
Pseudo strike
111.39
IV
15.1%
B/E move
0.2%

Options history

No recorded observations