RTY - E-mini Russell 2000 Futures
CME E-mini Russell 2000 futures (RTY): tracks the Russell 2000 small-cap index, used for small-cap exposure and market-breadth-based strategies.
- Sector
- Equity Index Futures
- Industry
- Equity Index Futures
- Exchange
- CME
RTY Options Snapshot
Options pricing data for RTY is refreshed daily after the close. When listed contracts exist, this page surfaces the latest at-the-money implied volatility, max pain strike, dealer gamma exposure (GEX), and 25-delta skew. Listed contracts and live snapshots appear once the options chain has been published by the exchange for the most recent session.
What This Page Covers
The RTY overview links into per-metric analysis views: max pain, gamma exposure, volatility skew, expected move, options chain, open interest history, and aggregate Greeks.
Frequently asked RTY overview questions
- What is RTY?
- RTY is the ticker symbol for E-mini Russell 2000 Futures, a listed futures contract. CME E-mini Russell 2000 futures (RTY): tracks the Russell 2000 small-cap index, used for small-cap exposure and market-breadth-based strategies. Listed on CME. RTY is the listed futures symbol shown on this page; futures traders use the contract for directional exposure, hedging the underlying instrument, and as the delivery instrument for options-on-futures structures.
- What are RTY's key statistics?
- E-mini Russell 2000 Futures (RTY) carries a CME-listed E-mini Russell 2000 Futures contract with a $50 per index point point value and 0.10 index points tick. Full contract specifications including settlement convention, tick size, and curve term-structure context are on the contract reference block above. Options-on-futures pricing references these spec fields directly via the multiplier and exchange contract rules.
- What does the RTY futures curve look like?
- RTY represents the E-mini Russell 2000 Futures contract root on the CME, a Equity Index Futures listing. The full curve consists of multiple monthly (and occasionally quarterly) expirations stretching out the calendar; analytics on this page reference the front-month listing by default while the per-contract pages cover specific listed months. Each listed month carries its own implied-volatility surface, open-interest distribution, and basis to the underlying. The front-month contract typically dominates volume; back-month listings price the term structure of the underlying's expected volatility and (for physically-delivered contracts) the carry between spot and forward.
- How current is the RTY data on this page?
- Options snapshots refresh after each trading session; if no snapshot is currently posted for RTY, it usually reflects low options liquidity or a recently listed name. Contract specifications come from the listing exchange (CME / CBOT / NYMEX / COMEX / CFE) and do not change over the life of the contract once listed. Options-on-futures data, when available, refreshes after each trading session. There is no equity-style FINRA reporting or sell-side analyst coverage for futures contracts.