Russell 2000
^RUTRTY=FUpdated 07:47:40 UTC · refreshes every 60s
Implied Opening Price
2,811.07▲
+4.08+0.15%
1σ 2,783.83 – 2,838.30VIX 15.4%
Spot vs Implied Open
Cost-of-Carry Model
Full methodology →Model Inputs
| Variable | Value | Source |
|---|---|---|
| Futures Price (F) | 2,828.90 | RTY=F |
| Spot Price (S) | 2,806.98 | ^RUT |
| Risk-Free Rate (r) | 4.16% | US Treasury 3-month bill |
| Dividend Yield (q) | 0.73% | Yahoo Finance ETF |
| Time to Expiry (t) | 67.3d | Dec 18, 2026 |
About this instrument
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 estimates where the index could 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, with source and quote age shown separately. The implied opening level is an estimate, not a guaranteed opening price.
This is not financial advice.← Back
