Russell 2000
^RUTRTY=FUpdated 05:06:50 · refreshes every 60s
Implied Opening Price
3,015.92▲
+1.58+0.05%
1σ 2,988.35 – 3,043.49VIX 14.5%
Spot vs Implied Open
Cost-of-Carry Model
Full methodology →Model Inputs
| Variable | Value |
|---|---|
| Futures Price (F) | 3,021.40 |
| Spot Price (S) | 3,014.34 |
| Risk-Free Rate (r) | 3.78% |
| Dividend Yield (q) | 0.67% |
| Time to Expiry (t) | 21.4d |
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
