Rush Street Interactive, Inc. RSI
CONSUMER CYCLICAL · GAMBLINGi
Market dataready · fetched 2026-11-07T01:12:31.849Z
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 · 2026-11-07T00:00:00.003336464Z
FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-07T01:12:31.345024+00:00
Rush Street Interactive, Inc. options
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 11.07 | 70.8% | 11.6% | |||
| 25Δ | 11.29 | 76.9% | 10.9% | |||
| 30Δ | 11.51 | 83.1% | 10.2% | |||
| 35Δ | 12.99 | 62.0% | 8.4% | 11.73 | 89.3% | 9.5% |
| 40Δ | 12.80 | 60.5% | 7.4% | 11.95 | 95.4% | 8.8% |
| 45Δ | 12.61 | 59.0% | 6.4% | 12.31 | 107.8% | 8.3% |
| 50Δ | 12.42 | 57.5% | 5.4% | 12.72 | 121.9% | 8.0% |
| 55Δ | 12.23 | 56.0% | 4.5% | 13.14 | 131.8% | 7.4% |
| 60Δ | 12.05 | 54.4% | 3.5% | 13.60 | 132.5% | 6.3% |
| 65Δ | 11.79 | 58.7% | 3.0% | 14.10 | 134.4% | 5.2% |
| 70Δ | 11.52 | 64.8% | 2.6% | 14.85 | 143.6% | 4.5% |
| 75Δ | 11.24 | 70.9% | 2.3% | 16.02 | 162.9% | 3.9% |
| 80Δ | ||||||
20Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 11.07
- IV
- 70.8%
- B/E move
- 11.6%
25Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 11.29
- IV
- 76.9%
- B/E move
- 10.9%
30Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 11.51
- IV
- 83.1%
- B/E move
- 10.2%
35Δ
- Pseudo strike
- 12.99
- IV
- 62.0%
- B/E move
- 8.4%
- Pseudo strike
- 11.73
- IV
- 89.3%
- B/E move
- 9.5%
40Δ
- Pseudo strike
- 12.80
- IV
- 60.5%
- B/E move
- 7.4%
- Pseudo strike
- 11.95
- IV
- 95.4%
- B/E move
- 8.8%
45Δ
- Pseudo strike
- 12.61
- IV
- 59.0%
- B/E move
- 6.4%
- Pseudo strike
- 12.31
- IV
- 107.8%
- B/E move
- 8.3%
50Δ
- Pseudo strike
- 12.42
- IV
- 57.5%
- B/E move
- 5.4%
- Pseudo strike
- 12.72
- IV
- 121.9%
- B/E move
- 8.0%
55Δ
- Pseudo strike
- 12.23
- IV
- 56.0%
- B/E move
- 4.5%
- Pseudo strike
- 13.14
- IV
- 131.8%
- B/E move
- 7.4%
60Δ
- Pseudo strike
- 12.05
- IV
- 54.4%
- B/E move
- 3.5%
- Pseudo strike
- 13.60
- IV
- 132.5%
- B/E move
- 6.3%
65Δ
- Pseudo strike
- 11.79
- IV
- 58.7%
- B/E move
- 3.0%
- Pseudo strike
- 14.10
- IV
- 134.4%
- B/E move
- 5.2%
70Δ
- Pseudo strike
- 11.52
- IV
- 64.8%
- B/E move
- 2.6%
- Pseudo strike
- 14.85
- IV
- 143.6%
- B/E move
- 4.5%
75Δ
- Pseudo strike
- 11.24
- IV
- 70.9%
- B/E move
- 2.3%
- Pseudo strike
- 16.02
- IV
- 162.9%
- B/E move
- 3.9%
80Δ
- Pseudo strike
- IV
- B/E move
- 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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