Rush Street Interactive, Inc. RSI
i
Market dataready · fetched 2026-11-12T03:17:36.743Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.
History dataPriceAlpaca · sip · 2026-11-12T00:00:00.002429833Z
FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T03:16:14.685134+00:00
Rush Street Interactive, Inc. options
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 32.18 | 481.2% | 169.0% | 9.44 | 266.4% | 28.8% |
| 25Δ | ||||||
| 30Δ | 11.24 | 122.3% | 12.1% | |||
| 35Δ | 11.58 | 107.8% | 9.6% | |||
| 40Δ | 12.60 | 63.0% | 6.0% | 11.91 | 93.3% | 7.1% |
| 45Δ | 12.45 | 65.1% | 5.4% | 12.09 | 85.0% | 5.9% |
| 50Δ | 12.29 | 67.2% | 4.8% | 12.22 | 79.0% | 5.2% |
| 55Δ | 12.14 | 69.3% | 4.1% | 12.34 | 72.9% | 4.4% |
| 60Δ | 11.98 | 71.7% | 3.5% | 12.47 | 66.8% | 3.7% |
| 65Δ | 11.72 | 77.1% | 3.1% | 12.59 | 60.7% | 3.0% |
| 70Δ | 11.47 | 82.6% | 2.7% | 12.72 | 54.7% | 2.2% |
| 75Δ | 11.21 | 88.0% | 2.3% | 12.84 | 48.6% | 1.5% |
| 80Δ | 10.95 | 91.9% | 1.8% | |||
20Δ
- Pseudo strike
- 32.18
- IV
- 481.2%
- B/E move
- 169.0%
- Pseudo strike
- 9.44
- IV
- 266.4%
- B/E move
- 28.8%
25Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
30Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 11.24
- IV
- 122.3%
- B/E move
- 12.1%
35Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 11.58
- IV
- 107.8%
- B/E move
- 9.6%
40Δ
- Pseudo strike
- 12.60
- IV
- 63.0%
- B/E move
- 6.0%
- Pseudo strike
- 11.91
- IV
- 93.3%
- B/E move
- 7.1%
45Δ
- Pseudo strike
- 12.45
- IV
- 65.1%
- B/E move
- 5.4%
- Pseudo strike
- 12.09
- IV
- 85.0%
- B/E move
- 5.9%
50Δ
- Pseudo strike
- 12.29
- IV
- 67.2%
- B/E move
- 4.8%
- Pseudo strike
- 12.22
- IV
- 79.0%
- B/E move
- 5.2%
55Δ
- Pseudo strike
- 12.14
- IV
- 69.3%
- B/E move
- 4.1%
- Pseudo strike
- 12.34
- IV
- 72.9%
- B/E move
- 4.4%
60Δ
- Pseudo strike
- 11.98
- IV
- 71.7%
- B/E move
- 3.5%
- Pseudo strike
- 12.47
- IV
- 66.8%
- B/E move
- 3.7%
65Δ
- Pseudo strike
- 11.72
- IV
- 77.1%
- B/E move
- 3.1%
- Pseudo strike
- 12.59
- IV
- 60.7%
- B/E move
- 3.0%
70Δ
- Pseudo strike
- 11.47
- IV
- 82.6%
- B/E move
- 2.7%
- Pseudo strike
- 12.72
- IV
- 54.7%
- B/E move
- 2.2%
75Δ
- Pseudo strike
- 11.21
- IV
- 88.0%
- B/E move
- 2.3%
- Pseudo strike
- 12.84
- IV
- 48.6%
- B/E move
- 1.5%
80Δ
- Pseudo strike
- 10.95
- IV
- 91.9%
- B/E move
- 1.8%
- Pseudo strike
- IV
- B/E move
Options history
Table
| Date | IV (%) |
|---|---|
| 65.21% | |
| 61.05% | |
| 63.07% | |
| 68.55% | |
| 67.52% | |
| 67.97% | |
| 72.07% | |
| 66.90% | |
| 73.23% | |
| 59.29% |
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