IWM
iShares Russell 2000 Index FundOpen276.83−1.07 −0.39%USD
NYSEArca · as of Oct 13, 14:52 ET
Open
277.98
Prev close
277.90
Day range
275.70278.70
52-week range
228.90305.18
Volume
21.18M0.99×
P/E ttm
16.29
EPS ttm
17.00
Div yield
0.98%
From 52w high
−9.29%
IWM market-implied price distribution
IWM Price at Expiry
87 OTM quotes · ATM IV 18.9%
Days to expiry
31
Fri, Nov 13, 2026
P(finish above spot)
56%
spot 276.83
Expected price
277.25
forward 277.78
68% range
263–292
−4.8% / +5.6%
Shaded band: the middle 68% of outcomes. Where the blue curve sits above the dashed one, options price that move as likelier than a plain bell curve would.
Target Price
Percentiles
| Chance below | Price | vs spot |
|---|---|---|
| 5% | 248.62 | −10.2% |
| 16% | 263.43 | −4.8% |
| 25% | 269.01 | −2.8% |
| 50% (median) | 279.07 | +0.8% |
| 75% | 288.06 | +4.1% |
| 84% | 292.26 | +5.6% |
| 95% | 301.25 | +8.8% |
Move Odds
| Up 5% or more (290.67) | 19% |
|---|---|
| Up 10% or more (304.51) | 3.2% |
| Down 5% or more (262.99) | 15% |
| Down 10% or more (249.15) | 5.2% |
Options price a 10%+ drop at 5.2%, 2.0× the 2.6% a bell curve with the same volatility gives.
Risk-neutral odds from option prices, the bot's lgf odds method: out-of-the-money mids → implied vols → a smoothed smile in total variance → density = erT·∂²C/∂K² (Breeden–Litzenberger). Risk-neutral odds include the market's risk premium, so they lean bearish compared with real-world odds. Not investment advice.