Now / RTY

RTY gamma levels

close of Friday, October 9, 2026 · levels at 15:45 ET · the market is closed

No basis was measured for 2026-10-09, so there are no RTY levels for this reading. The RUT levels below are in index points, not RTY prices.

How the levels are made

The terminal shows RTY as a view of the RUT book, not as a symbol of its own. Every RUT level (the zero-gamma flip, call resistance, put support and the strikes) is moved by the day's basis: the future minus the index. The basis is measured from put-call parity on the RUT AM-settled quarterly options, the expiry the future settles on, and it is the day's running median of the collector's passes, rounded to 0.1, the RTY tick. No CME data and no futures feed are used. The public reading on this page is the RUT book, rebuilt every five minutes, at its last point at least fifteen minutes old, in the volume book, the one the chart draws.

Over 14 sessions from September to October 2026, the ten RUT strikes nearest the money agreed on the forward to 0.04 point at the median and 0.07 at the 90th percentile once the options quote, about the same as for ES. It has not yet been checked against real RTY prices. The long version, with why parity and what differs between ES and NQ: how SPX dealer gamma maps onto ES and NQ futures. The day's basis passes are public at /gex/basis.json and /gex/basis/<day>.json.

The roll, and the micros

• The front contract. The view follows the front quarterly and switches 8 days before expiry, as traders roll. In the 2 weeks before that the next quarterly is measured too, and the levels API and the integrations can serve either by its dated symbol (for example RTYH27). New quarterlies appear by themselves.
• M2K. Micro E-mini Russell 2000 futures trade at the same prices as RTY, so the same levels apply.

What LIVE adds

• No delay. RTY is drawn from the RUT book, rebuilt every five minutes, with the price every second. Open it in the terminal.
• Alerts in Telegram. @FirmTapeBot sends LIVE subscribers an alert when RTY crosses the flip, breaks the call wall or the put support, or the book changes gamma regime, on a symbol list of their own. /levels rty answers anyone, fifteen minutes late without LIVE.
• Integrations and the levels API. The same RTY levels inside NinjaTrader, Sierra Chart, ATAS, Quantower, Bookmap, MotiveWave, TrendSpider, TradingView and thinkorswim (beta), or as JSON from the levels API with a read-only ftpl_ token.

The public channel @firmtape posts SPX, ES and NQ three times a session, fifteen minutes late, and the day's summary after the close. LIVE is $49 a month.

Questions

How are RTY gamma levels calculated?

They are the RUT options book (the volume book the terminal draws) moved by the day's basis: RTY minus RUT, measured from put-call parity on the RUT AM-settled quarterly options that expire with the future, taken as the day's running median of the collector's passes and rounded to 0.1, the RTY tick. No CME data and no futures feed are used.

How close is the basis to the real RTY price?

Over 14 sessions from September to October 2026, the ten RUT strikes nearest the money agreed on the forward to 0.04 point at the median and 0.07 at the 90th percentile once the options quote, about the same as for ES. It has not yet been checked against real RTY prices.

Do the levels work for M2K?

Yes. Micro E-mini Russell 2000 futures (M2K) trade at the same prices as RTY, so the same levels apply.

Which contract is shown, and what happens at the roll?

The front quarterly, which switches 8 days before expiry, as traders roll. In the 2 weeks before that the next quarterly is measured too, and the levels API and the integrations can serve either by its dated symbol (for example RTYH27). New quarterlies appear by themselves.

Is this page live?

No. It is at least 15 minutes behind, the same delay as /now, and outside the session it shows the last close. LIVE draws RTY with no delay, sends level alerts in Telegram and puts the levels inside trading platforms.

Is this a RTY futures-options book?

No. It is the RUT options book at the RTY price. CME options on the future are not read.

Are these trade signals?

No. They are measurements of dealer positioning. FirmTape publishes no buy or sell signals.

Open RTY in the terminal ES gamma levels

The RUT reading this page moves: /gex/rut. Every finished SPX session is free in the archive. Measurements are model output derived from public trade and quote data; they are approximations and can be wrong. Nothing here is investment advice; see the Terms.