← Back to Stock / ETF implied volatility screener

RUSHA - Rush Enterprises - Class A
Implied Volatility Analysis

Implied Volatility:
79.0%

Rush Enterprises - Class A has an Implied Volatility (IV) of 79.0% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for RUSHA is 22 and the Implied Volatility Percentile (IVP) is 64. The current Implied Volatility Index for RUSHA is 0.18 standard deviations away from its 1 year mean.

Market Cap$2.47B
Dividend Yield1.76% ($0.78)
Next Earnings Date10/25/2022 (23d)
Implied Volatility (IV) 30d
79.01
Implied Volatility Rank (IVR) 1y
21.60
Implied Volatility Percentile (IVP) 1y
64.00
Historical Volatility (HV) 30d
29.16
IV / HV
2.71
Open Interest
227.00

Data was calculated after the 9/30/2022 closing.

Sign up for our upcoming FREE newsletter!
  • Concrete option trades for the upcoming day
  • Portfolios with backtested profitable option strategies
  • It's free. Contains just value. Unsubscribe any time.
We'll never share your email with anyone else.