File: RUTIndexCLIPPED · 2026-09-14
RUT
Russell 2000 Index2,892.24
±0.7%into Sep 152,873.29–2,911.19±1.9%monthly2,837.44–2,947.04Pullback · —Knife · —Momentum · —
No price series for RUT — the dossier shows what the option chain and screeners know below.
Dark pool FINRA · T+1
No FINRA series for this name.
Sector RS
No sector benchmark series for this name.
Gamma profile CBOE delayed
Call wall2,920.00
Zero-gamma2,932.50
Put wall2,870.00
Spot vs zero-γ1.4% below
Dealer postureshort gamma · chases moves
nearest expiry 2026-09-15 · heuristics · full profile →
Gamma history nightly
3 Aug → 14 Sep · full history →
Session over session 11 Sep → 14 Sep
Expected move · monthly 18 Sep1.89%−0.13 pp
Call and put wallheld their strikes
full listed chain, a separate capture from the gamma panel · CBOE delayed
Auto-note //Sitting below zero-gamma (2,932.50) — dealer hedging chases moves below it. The 2,920.00 call wall is the nearest-expiry ceiling heuristic; 2,870.00 is the floor. Options price ±0.7% into Sep 15.
Composed from the nightly pipelines — every panel degrades independently when its dataset is missing. Heuristics labeled as heuristics; not investment advice.