What does the RUSHA options chain show right now?

As of Jun 30, 2026, Rush Enterprises, Inc. (RUSHA) has 1.5K contracts outstanding and 0 traded today, with ATM IV of 34.1%. The full chain spans every listed strike and expiration with bid/ask, Greeks, volume, and open interest per contract.

What expirations are available for RUSHA options?

The nearest expiration is 17 days out, followed by 52 days. Listed expirations typically extend monthly with weeklies between, plus LEAPS one to two years out for liquid names.

How tight are RUSHA options bid/ask spreads?

Average bid/ask spread across the chain is 32.58%. Wider spreads warrant conservative sizing; mid-market fills are unreliable for retail-size orders.

Rush Enterprises, Inc. (RUSHA) Options Chain

The options chain displays all available contracts with real-time quotes, Greeks, volume, and open interest for each strike and expiration. It is the primary tool for options trade selection.

Rush Enterprises, Inc. (RUSHA) operates in the Consumer Cyclical sector, specifically the Auto - Dealerships industry, with a market capitalization near $5.66B, listed on NASDAQ, employing roughly 7,827 people, carrying a beta of 0.90 to the broader market. Rush Enterprises, Inc. Led by W. Marvin Rush, public since 2003-10-07.

Snapshot as of Jun 30, 2026.

Spot Price: $72.31
Total OI: 1.5K
Total Volume: 0
Front Expiration: 17 days
Second Expiration: 52 days
ATM IV: 34.1%
Avg Bid/Ask Spread: 32.58%

As of Jun 30, 2026, Rush Enterprises, Inc. (RUSHA) has 1.5K open contracts and 0 contracts traded. The nearest expiration is 17 days out, followed by 52 days. ATM implied volatility is 34.1%. Average bid/ask spread across the chain is 32.58%: wider spreads, size positions conservatively. The options chain aggregates every listed strike and expiration, letting traders evaluate skew, term structure, and liquidity in a single view.

How RUSHA options chain Data Feeds Strategy Selection

Strategy selection on Rush Enterprises, Inc. options does not derive from any single metric in isolation. The options chain view above sits inside a broader read: ATM IV currently sits at 34.1% and dealer gamma exposure is positive, so dealer hedging is mechanically mean-reverting. Combine the options chain data here with the volatility-skew surface, dealer-gamma exposure, max-pain level, and upcoming-events calendar to build a positioning thesis. Risk-defined structures (credit spreads, debit spreads, iron condors) are usually safer than naked positions while the regime is uncertain; the data on this page anchors the inputs but does not by itself constitute a trade thesis.

How to read the RUSHA chain depth

The listed-expirations table above shows every expiration available for Rush Enterprises, Inc. options with its days-to-expiration count and ATM implied volatility. Front-month expirations carry the most volume, the highest gamma, and the tightest bid-ask spreads; longer-dated tenors carry less liquidity but more vega exposure. RUSHA front expiration sits at 17 days - the typical hedging horizon for monthly options. The contango term-structure slope of 0.061 means longer-dated tenors price in proportionally more IV.

RUSHA chain mechanics and execution

Options are listed at standardized strike intervals (typically $1 for sub-$25 underlyings, $2.50-$5 for mid-cap, $10-$50 for large-cap), and the deltas of each listed strike are determined by where IV lies relative to the strike's moneyness. Average bid/ask spread on the RUSHA chain is 32.58% - a measure of liquidity. Tighter spreads on liquid strikes mean lower transaction costs; wider spreads on long-dated or far-OTM strikes mean execution drag can dominate the math. The chain table on the SPA side shows the full per-strike, per-expiration grid; this SSR page summarizes the listed expirations and the front-month context to anchor the structural read.

Using the RUSHA chain to build structures

Strategy selection starts with the chain: directional theses use single-leg calls or puts, range-bound theses use credit spreads or iron condors, vol theses use straddles or strangles, calendar theses use diagonal spreads. RUSHA's current 9.78% expected move anchors wing placement - structures with wings at the implied band collect the modal-outcome premium under lognormal assumptions. Cross-reference with the gamma-exposure profile to understand where dealer hedging will reinforce or fight your position, and with the volatility-skew chart to confirm the strikes you're trading sit at the IV levels your strategy assumes.

Learn how the options chain is reported and how to read the data →

RUSHA listed expirations

Per-expiration ATM implied volatility for RUSHA options. Each row is one listed expiration with its days-to-expiration count and ATM IV pulled from the same term-structure feed that powers the SPA's expiration filter. Front-month expirations carry the highest gamma, the tightest bid-ask spreads, and the most volume; longer-dated tenors carry less liquidity but more vega.

Expiration	DTE	ATM IV
Jul 17, 2026	17	34.1%
Aug 21, 2026	52	40.2%
Oct 16, 2026	108	37.5%
Jan 15, 2027	199	36.2%

Frequently asked RUSHA options chain questions

What does the RUSHA options chain show right now?: As of Jun 30, 2026, Rush Enterprises, Inc. (RUSHA) has 1.5K contracts outstanding and 0 traded today, with ATM IV of 34.1%. The full chain spans every listed strike and expiration with bid/ask, Greeks, volume, and open interest per contract.
What expirations are available for RUSHA options?: The nearest expiration is 17 days out, followed by 52 days. Listed expirations typically extend monthly with weeklies between, plus LEAPS one to two years out for liquid names.
How tight are RUSHA options bid/ask spreads?: Average bid/ask spread across the chain is 32.58%. Wider spreads warrant conservative sizing; mid-market fills are unreliable for retail-size orders.