Rush Street Interactive Inc RSI
CONSUMER CYCLICAL · GAMBLINGi
Market dataready · fetched 2026-10-22T21:14:27.129Z
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 and implied move: recorded expiration-specific observations.
History dataPriceAlpaca · sip · 2026-10-22T20:10:00.002241327Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T21:06:56.928066+00:00
Share price$16.36
1D-2.8%
Sold putSold callAH
Rush Street Interactive Inc options
PutsExpensive1.29×
CallsExpensive1.31×
SkewBearish+1.58 pp
Implied moveBearish±$3.32
TiltBearish51.9% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 19.92 | 72.3% | 23.8% | |||
| 25Δ | 19.33 | 71.3% | 21.0% | |||
| 30Δ | 18.75 | 70.4% | 18.1% | 15.09 | 70.2% | 12.0% |
| 35Δ | 18.16 | 69.4% | 15.2% | 15.54 | 71.8% | 10.9% |
| 40Δ | 17.57 | 68.4% | 12.4% | 15.98 | 73.4% | 9.8% |
| 45Δ | 17.08 | 77.7% | 11.6% | 16.43 | 75.0% | 8.6% |
| 50Δ | 16.60 | 88.4% | 11.2% | 16.87 | 76.6% | 7.5% |
| 55Δ | 16.12 | 99.1% | 10.7% | 17.32 | 78.2% | 6.3% |
| 60Δ | 15.64 | 109.9% | 10.3% | 18.57 | 83.9% | 5.4% |
| 65Δ | 15.16 | 120.6% | 9.9% | 20.39 | 92.4% | 4.7% |
| 70Δ | 22.22 | 100.9% | 3.9% | |||
| 75Δ | 24.04 | 109.4% | 3.2% | |||
| 80Δ | 25.86 | 118.0% | 2.4% | |||
20Δ
- Pseudo strike
- 19.92
- IV
- 72.3%
- B/E move
- 23.8%
- Pseudo strike
- IV
- B/E move
25Δ
- Pseudo strike
- 19.33
- IV
- 71.3%
- B/E move
- 21.0%
- Pseudo strike
- IV
- B/E move
30Δ
- Pseudo strike
- 18.75
- IV
- 70.4%
- B/E move
- 18.1%
- Pseudo strike
- 15.09
- IV
- 70.2%
- B/E move
- 12.0%
35Δ
- Pseudo strike
- 18.16
- IV
- 69.4%
- B/E move
- 15.2%
- Pseudo strike
- 15.54
- IV
- 71.8%
- B/E move
- 10.9%
40Δ
- Pseudo strike
- 17.57
- IV
- 68.4%
- B/E move
- 12.4%
- Pseudo strike
- 15.98
- IV
- 73.4%
- B/E move
- 9.8%
45Δ
- Pseudo strike
- 17.08
- IV
- 77.7%
- B/E move
- 11.6%
- Pseudo strike
- 16.43
- IV
- 75.0%
- B/E move
- 8.6%
50Δ
- Pseudo strike
- 16.60
- IV
- 88.4%
- B/E move
- 11.2%
- Pseudo strike
- 16.87
- IV
- 76.6%
- B/E move
- 7.5%
55Δ
- Pseudo strike
- 16.12
- IV
- 99.1%
- B/E move
- 10.7%
- Pseudo strike
- 17.32
- IV
- 78.2%
- B/E move
- 6.3%
60Δ
- Pseudo strike
- 15.64
- IV
- 109.9%
- B/E move
- 10.3%
- Pseudo strike
- 18.57
- IV
- 83.9%
- B/E move
- 5.4%
65Δ
- Pseudo strike
- 15.16
- IV
- 120.6%
- B/E move
- 9.9%
- Pseudo strike
- 20.39
- IV
- 92.4%
- B/E move
- 4.7%
70Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 22.22
- IV
- 100.9%
- B/E move
- 3.9%
75Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 24.04
- IV
- 109.4%
- B/E move
- 3.2%
80Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 25.86
- IV
- 118.0%
- B/E move
- 2.4%
Options history
No recorded observations