Sunrun Inc. (RUN)
Overview · Option chain · Volatility · Expected-move history · Earnings
Cboe delayed options data · as of 00:38 UTC · Figures derived from the full chain (506 contracts, 11 expirations) · IV own-history percentile appears after 60 recorded days (3 so far)
Expected move — Sep 18, 2026 (16 days)
Methodology →Read from option prices: the at-the-money straddle costs this much, so the market is pricing a move of about that size in either direction by this date. It is an estimate of movement, not a prediction of direction.
Options are pricing a move of about ±12.0% (range 7.92–10.06) by Sep 18, 2026. ATM straddle: 1.07 @ strike 9 · ATM IV: 71.5%.
Probability distribution
Model & assumptions →The curve shows where a lognormal model, fed with current implied volatility, puts the range of outcomes at this expiration. Shaded: the expected-move band.
| Level | vs price | P(above)Model-estimated chance the stock finishes above a level at expiration, derived from current IV under a lognormal model with stated assumptions — an estimate, not a prediction. | P(below) |
|---|---|---|---|
| 8.09 | -10% | 73.6% | 26.4% |
| 8.54 | -5% | 60.6% | 39.4% |
| 8.99 | +0% | 47.0% | 53.0% |
| 9.44 | +5% | 34.4% | 65.6% |
| 9.89 | +10% | 23.8% | 76.2% |
Model-estimated probabilities of finishing above/below each level at expiration — estimates under stated assumptions, not predictions.
Probability explorer
Drag the slider to any level and see the model-estimated chance the stock finishes above or below it at the selected expiration.
Horizon: Sep 18, 2026 · lognormal model, zero drift — an estimate, not a prediction. Assumptions
Expirations
Open the chain →| Expires | DTEDays to expiration, in calendar days. | Implied move | ATM IV | Open int. |
|---|---|---|---|---|
| Sep 04, 2026 | 2 | ±5.1% | 84.9% | 18.5K |
| Sep 11, 2026 | 9 | ±8.3% | 66.0% | 6,418 |
| Sep 18, 2026 | 16 | ±12.0% | 71.5% | 204.3K |
| Sep 25, 2026 | 23 | ±14.2% | 70.8% | 2,399 |
| Oct 02, 2026 | 30 | ±16.7% | 72.9% | 2,799 |
| Oct 09, 2026 | 37 | ±18.0% | 70.7% | 306 |
| Oct 16, 2026 | 44 | ±19.7% | 71.1% | 10.3K |
| Nov 20, 2026 | 79 | ±29.3% | 79.2% | 101.2K |
| Jan 15, 2027 | 135 | ±35.2% | 73.2% | 127.3K |
| Feb 19, 2027 | 170 | ±40.3% | 75.0% | 14.7K |
Open interest by strike — Sep 18
Where option positions are concentrated. Teal bars are calls, red bars are puts; the dashed line is the current price.
Largest open-interest concentrations (all expirations ≤ 60 days): 11 C · 28.2K13 C · 22.0K10 C · 17.5K10 P · 7,5218 P · 6,589
IV term structure
Volatility page →At-the-money implied volatility for each expiration. A hump around a date often marks a scheduled event the market is pricing.
When does open interest expire?
Implied vs realized volatility
HV from our stored daily closes (annualized); IV30 interpolated from the chain. Method
Price, last 60 sessions
Track record
Full history →Every trading day we record what the options market is pricing for each expiration — before the outcome is known. Once expirations start resolving, this section compares expected versus actual, and the record is never rewritten. Recording since Aug 31, 2026.
Past earnings reactions
Avg |reaction| 12.1% · median 12.7% (20 reports) — two-session close-to-close window; definition
About Sunrun Inc.
Sunrun Inc. is a company operating in the United States that specializes in providing comprehensive residential solar energy solutions. Their services encompass the entire lifecycle of a solar system, from initial design and development through installation, sales, ongoing ownership, and maintenance. In addition to complete solar energy systems, Sunrun also offers individual components like solar panels and racking equipment. They further enhance their offerings by integrating battery storage capabilities with their solar installations. Residential homeowners are the primary clientele for Sunrun. The company utilizes a direct-to-consumer sales approach, employing a broad spectrum of marketing and sales channels, including online platforms, retail partnerships, mass and digital media advertising, door-to-door canvassing, field marketing, and referral programs. Sunrun Inc. was founded in 2007 and is headquartered in San Francisco, California.
Energy · Solar · NASDAQ · Profile: Financial Modeling Prep
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