RUN option chain Sunrun Inc.
Cboe delayed options data · as of 21:53 UTC
Each row is one strike. The left half is the call, the right half the put. Bid/ask are what buyers and sellers currently quote; volume is contracts traded this session; open interest is standing contracts. The highlighted row sits closest to the stock price.
This expiration prices a move of about ±3.7% (8.64–9.30) · ATM IV 86.3% · P/C open interest 0.25
| CALLS | Strike | PUTS | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Ask | Vol | OIThe number of option contracts currently outstanding at a strike or expiration. High open interest shows where positions are concentrated. | IV | ΔModel sensitivity of an option's price to a $1 move in the stock; also used as a rough moneyness scale (a 25-delta option is well out of the money). | Γ | Θ | Bid | Ask | Vol | OI | IV | Δ | Γ | Θ | |
| 3.45 | 4.35 | 2 | 60 | 1.00 | 0.0004 | 0.000 | 5 | 0 | 0.2100 | 9 | 467.2% | -0.00 | 0.0004 | 0.000 | ||
| 2.49 | 3.35 | 6 | 59 | 1.00 | 0.0018 | 0.000 | 6 | 0 | 0.0100 | 13 | 332.3% | -0.00 | 0.0018 | -0.000 | ||
| 2.01 | 2.81 | 25 | 1.00 | 0.0044 | 0.000 | 6.5 | 0 | 0.0100 | 15 | 272.2% | -0.00 | 0.0044 | -0.000 | |||
| 1.64 | 2.31 | 6 | 18 | 300.1% | 1.00 | 0.0116 | 0.000 | 7 | 0 | 0.2000 | 3 | 105 | 398.0% | -0.00 | 0.0116 | -0.001 |
| 1.16 | 1.82 | 2 | 12 | 252.6% | 0.99 | 0.0349 | -0.001 | 7.5 | 0 | 0.0200 | 160 | 180.9% | -0.01 | 0.0350 | -0.002 | |
| 0.7600 | 1.08 | 105 | 176 | 0.97 | 0.1237 | -0.005 | 8 | 0 | 0.0300 | 170 | 425 | 134.4% | -0.03 | 0.1237 | -0.006 | |
| 0.4100 | 0.5900 | 116 | 620 | 113.0% | 0.87 | 0.5134 | -0.025 | 8.5 | 0.0100 | 0.0200 | 6,224 | 1,351 | 73.3% | -0.13 | 0.5134 | -0.026 |
| 0.1100 | 0.1900 | 654 | 1,632 | 93.6% | 0.44 | 1.1474 | -0.107 | 9 | 0.1700 | 0.1900 | 287 | 1,476 | 79.1% | -0.56 | 1.1642 | -0.107 |
| 0.0100 | 0.0200 | 268 | 3,361 | 82.3% | 0.10 | 0.4276 | -0.020 | 9.5 | 0.5100 | 0.7200 | 62 | 336 | 123.1% | -0.91 | 0.4426 | -0.022 |
| 0 | 0.0100 | 61 | 8,821 | 107.7% | 0.03 | 0.1277 | -0.005 | 10 | 0.9000 | 1.52 | 53 | 67 | 260.3% | -0.98 | 0.1153 | -0.011 |
| 0 | 0.0300 | 30 | 231 | 175.2% | 0.01 | 0.0460 | -0.002 | 10.5 | 1.39 | 2.01 | 26 | 17 | 314.6% | -0.99 | 0.0335 | -0.009 |
| 0 | 0.0400 | 215 | 180.8% | 0.00 | 0.0195 | -0.001 | 11 | 1.87 | 2.51 | 21 | 14 | 360.8% | -1.00 | 0.0112 | -0.008 | |
| 0 | 0.0300 | 16 | 407.2% | 0.00 | 0.0093 | -0.001 | 11.5 | 2.38 | 3.00 | 2 | 6 | 410.1% | -1.00 | 0.0042 | -0.008 | |
| 0 | 0.0100 | 126 | 243.5% | 0.00 | 0.0048 | -0.000 | 12 | 2.87 | 3.55 | 4 | 474.6% | -1.00 | 0.0017 | -0.008 | ||
| 0 | 0.2300 | 2 | 478.7% | 0.00 | 0.0027 | -0.000 | 12.5 | 3.30 | 4.00 | 453.5% | -1.00 | 0.0008 | -0.008 | |||
| 0 | 0.0300 | 213 | 347.5% | 0.00 | 0.0016 | -0.000 | 13 | 3.85 | 4.50 | 2 | 3 | 521.2% | -1.00 | 0.0004 | -0.008 | |
Strikes shown: within ±50% of the underlying price. Intrinsic value = max(0, price − strike) for calls, max(0, strike − price) for puts; extrinsic = option price − intrinsic. Greeks and IV as computed by the exchange feed.
Volatility smile — Sep 04, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs