Russell 2000
^RUTRTY=FUpdated 18:20:40 · refreshes every 60s
Implied Opening Price
2,965.31▼
−10.33−0.35%
1σ 2,936.73 – 2,993.89VIX 15.3%
Spot vs Implied Open
Cost-of-Carry Model
Full methodology →Model Inputs
| Variable | Value |
|---|---|
| Futures Price (F) | 2,968.10 |
| Spot Price (S) | 2,975.65 |
| Risk-Free Rate (r) | 3.86% |
| Dividend Yield (q) | 0.68% |
| Time to Expiry (t) | 10.8d |
About this projection
The Russell 2000 implied open is derived from the front-month RTY=F futures contract using the cost-of-carry fair-value model: the futures price is discounted by the USD risk-free rate net of expected index dividends over the remaining time to contract expiry.
The projection tracks where the index will open at the 9:30 a.m. ET opening bell in New York. The 1σ band around the projection is sized from the Cboe VIX 30-day implied-volatility index, and the number refreshes continuously while futures trade overnight.
This is not financial advice.← Back
