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Rush Enterprises A Inc RUSHA

CONSUMER CYCLICAL · AUTO & TRUCK DEALERSHIPS
i

Market dataready · fetched 2026-10-23T03:51:08.800Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T20:00:08.45154808Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-23T03:51:07.307752+00:00

Share price$45.54
1D-1.0%
AH$45.46$45.68$45.90$46.12$46.345:30 AM6:30 AM9:00 AM1:00 PM2:00 PMRUSHA
Sold putSold callAH

Rush Enterprises A Inc options

Live interpolated RUSHA call and put midpoint premiums by absolute delta.Rush Enterprises A Inc$0.94$2.22$3.50$4.78$6.07$37.04$41.30$45.55$49.81$54.0620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive RUSHA spot · $45.54RUSHA PRICE$1.07$1.17$1.31$1.53$1.77$2.01$2.25$2.49$2.97$3.65$4.34$5.02$5.70$1.22$1.44$1.74$2.03$2.32$2.62$2.94$3.26$3.58$3.90$4.22$4.54$5.00
PutsExpensive2.00×
CallsExpensive2.16×
SkewNeutral-0.18 pp
Implied moveBearish±$5.19
TiltBearish4.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ57.6484.9%28.9%38.6879.3%17.8%
25Δ53.3168.6%19.6%40.6968.9%13.8%
30Δ50.7159.3%14.2%41.8865.3%11.8%
35Δ49.3055.0%11.6%43.0761.6%9.9%
40Δ48.3352.5%10.0%44.2757.9%7.9%
45Δ47.3750.1%8.4%45.2654.7%6.4%
50Δ46.4047.7%6.8%45.9552.1%5.6%
55Δ45.4445.3%5.2%46.6449.5%4.7%
60Δ44.4944.9%4.2%47.3346.9%3.9%
65Δ43.5646.1%3.7%48.0244.2%3.1%
70Δ42.6247.4%3.1%48.7041.6%2.3%
75Δ41.6948.6%2.6%49.3939.0%1.5%
80Δ40.7649.9%2.0%50.1936.8%0.8%

20Δ

Calls
Pseudo strike
57.64
IV
84.9%
B/E move
28.9%
Puts
Pseudo strike
38.68
IV
79.3%
B/E move
17.8%

25Δ

Calls
Pseudo strike
53.31
IV
68.6%
B/E move
19.6%
Puts
Pseudo strike
40.69
IV
68.9%
B/E move
13.8%

30Δ

Calls
Pseudo strike
50.71
IV
59.3%
B/E move
14.2%
Puts
Pseudo strike
41.88
IV
65.3%
B/E move
11.8%

35Δ

Calls
Pseudo strike
49.30
IV
55.0%
B/E move
11.6%
Puts
Pseudo strike
43.07
IV
61.6%
B/E move
9.9%

40Δ

Calls
Pseudo strike
48.33
IV
52.5%
B/E move
10.0%
Puts
Pseudo strike
44.27
IV
57.9%
B/E move
7.9%

45Δ

Calls
Pseudo strike
47.37
IV
50.1%
B/E move
8.4%
Puts
Pseudo strike
45.26
IV
54.7%
B/E move
6.4%

50Δ

Calls
Pseudo strike
46.40
IV
47.7%
B/E move
6.8%
Puts
Pseudo strike
45.95
IV
52.1%
B/E move
5.6%

55Δ

Calls
Pseudo strike
45.44
IV
45.3%
B/E move
5.2%
Puts
Pseudo strike
46.64
IV
49.5%
B/E move
4.7%

60Δ

Calls
Pseudo strike
44.49
IV
44.9%
B/E move
4.2%
Puts
Pseudo strike
47.33
IV
46.9%
B/E move
3.9%

65Δ

Calls
Pseudo strike
43.56
IV
46.1%
B/E move
3.7%
Puts
Pseudo strike
48.02
IV
44.2%
B/E move
3.1%

70Δ

Calls
Pseudo strike
42.62
IV
47.4%
B/E move
3.1%
Puts
Pseudo strike
48.70
IV
41.6%
B/E move
2.3%

75Δ

Calls
Pseudo strike
41.69
IV
48.6%
B/E move
2.6%
Puts
Pseudo strike
49.39
IV
39.0%
B/E move
1.5%

80Δ

Calls
Pseudo strike
40.76
IV
49.9%
B/E move
2.0%
Puts
Pseudo strike
50.19
IV
36.8%
B/E move
0.8%

Options history

No recorded observations