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Rush Enterprises, Inc. Common Stock Cl A RUSHA

i

Market dataready · fetched 2026-11-12T16:42:00.589Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

Calculation methodology

Options 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 data

PriceAlpaca · sip · 2026-11-12T16:40:58.072180936Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T16:41:59.386766+00:00

Share price$45.28
1D-0.4%
$44.94$45.11$45.28$45.45$45.625:30 AM6:30 AM9:00 AM1:00 PMRUSHA
Sold putSold call

Rush Enterprises, Inc. Common Stock Cl A options

Live interpolated RUSHA call and put midpoint premiums by absolute delta.Rush Enterprises, Inc. Common Stock Cl A$1.35$2.20$3.06$3.91$4.76$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICERUSHA PRICE$2.69$3.12$3.55$3.98$4.41$1.44$1.53$1.61$1.69$1.78$1.90$2.28$2.65$3.02$3.40$3.77$4.14$4.52
PutsExpensive1.42×
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ33.88108.6%28.4%
25Δ36.1793.8%23.5%
30Δ38.4678.9%18.6%
35Δ40.7564.1%13.7%
40Δ43.0449.3%8.9%
45Δ45.0936.5%4.6%
50Δ45.7135.5%4.1%
55Δ46.3334.5%3.5%
60Δ44.4336.0%4.1%46.9633.5%3.0%
65Δ43.7734.8%3.5%47.5832.5%2.4%
70Δ43.1033.6%3.0%48.2031.6%1.9%
75Δ42.4432.4%2.5%48.8230.6%1.3%
80Δ41.7731.1%2.0%49.4529.6%0.8%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
33.88
IV
108.6%
B/E move
28.4%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
36.17
IV
93.8%
B/E move
23.5%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
38.46
IV
78.9%
B/E move
18.6%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
40.75
IV
64.1%
B/E move
13.7%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
43.04
IV
49.3%
B/E move
8.9%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
45.09
IV
36.5%
B/E move
4.6%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
45.71
IV
35.5%
B/E move
4.1%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
46.33
IV
34.5%
B/E move
3.5%

60Δ

Calls
Pseudo strike
44.43
IV
36.0%
B/E move
4.1%
Puts
Pseudo strike
46.96
IV
33.5%
B/E move
3.0%

65Δ

Calls
Pseudo strike
43.77
IV
34.8%
B/E move
3.5%
Puts
Pseudo strike
47.58
IV
32.5%
B/E move
2.4%

70Δ

Calls
Pseudo strike
43.10
IV
33.6%
B/E move
3.0%
Puts
Pseudo strike
48.20
IV
31.6%
B/E move
1.9%

75Δ

Calls
Pseudo strike
42.44
IV
32.4%
B/E move
2.5%
Puts
Pseudo strike
48.82
IV
30.6%
B/E move
1.3%

80Δ

Calls
Pseudo strike
41.77
IV
31.1%
B/E move
2.0%
Puts
Pseudo strike
49.45
IV
29.6%
B/E move
0.8%

Options history

IV · four-Friday blend38.51%
Daily EOD
RUSHA37.1%39.1%41.2%2026-10-19: 38.09%2026-10-20: 38.51%2026-10-21: 38.39%2026-10-22: 39.11%2026-10-23: 39.39%2026-10-26: 40.47%2026-10-27: 40.87%2026-10-28: 38.66%2026-10-29: 37.37%2026-10-30: 38.51%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
38.09%
38.51%
38.39%
39.11%
39.39%
40.47%
40.87%
38.66%
37.37%
38.51%