RUN option chain Sunrun Inc.
Cboe delayed options data · as of 00:38 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 ±10.0% (8.05–9.83) · ATM IV 61.2% · P/C open interest 0.14
| 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 | |
| 3.70 | 4.20 | 80 | 129.2% | 0.99 | 0.0108 | 0.000 | 5 | 0 | 0.0600 | 723 | 159.2% | -0.01 | 0.0108 | -0.002 | ||
| 2.70 | 3.15 | 12 | 0.98 | 0.0293 | -0.002 | 6 | 0 | 0.2300 | 128 | 156.9% | -0.02 | 0.0293 | -0.003 | |||
| 2.00 | 2.66 | 5 | 0.96 | 0.0490 | -0.003 | 6.5 | 0 | 0.1200 | 5 | 111.2% | -0.04 | 0.0491 | -0.005 | |||
| 1.82 | 2.16 | 114 | 83.6% | 0.93 | 0.0824 | -0.005 | 7 | 0 | 0.0400 | 1,129 | 70.8% | -0.07 | 0.0826 | -0.006 | ||
| 1.24 | 1.67 | 45.3% | 0.89 | 0.1372 | -0.008 | 7.5 | 0.0300 | 0.0900 | 39 | 61 | 70.2% | -0.11 | 0.1376 | -0.009 | ||
| 0.8500 | 1.26 | 13 | 529 | 61.7% | 0.81 | 0.2181 | -0.011 | 8 | 0.0800 | 0.1400 | 31 | 5,478 | 62.4% | -0.19 | 0.2188 | -0.011 |
| 0.6300 | 0.7500 | 2 | 105 | 60.8% | 0.68 | 0.3084 | -0.014 | 8.5 | 0.1800 | 0.2800 | 24 | 349 | 59.1% | -0.32 | 0.3096 | -0.014 |
| 0.3800 | 0.4800 | 136 | 1,049 | 62.7% | 0.51 | 0.3558 | -0.015 | 9 | 0.4100 | 0.5100 | 126 | 2,756 | 59.8% | -0.49 | 0.3575 | -0.015 |
| 0.2100 | 0.2500 | 8,255 | 2,099 | 60.8% | 0.34 | 0.3252 | -0.014 | 9.5 | 0.7300 | 1.01 | 8 | 609 | 73.9% | -0.66 | 0.3274 | -0.014 |
| 0.1200 | 0.1800 | 312 | 3,525 | 67.0% | 0.22 | 0.2514 | -0.011 | 10 | 1.14 | 1.37 | 25 | 5,566 | 76.5% | -0.79 | 0.2538 | -0.011 |
| 0.0500 | 0.1100 | 3 | 211 | 67.7% | 0.14 | 0.1790 | -0.009 | 10.5 | 1.55 | 1.77 | 375 | 252 | 74.3% | -0.87 | 0.1813 | -0.008 |
| 0.0400 | 0.0500 | 625 | 28.4K | 69.8% | 0.09 | 0.1241 | -0.007 | 11 | 2.05 | 2.39 | 209 | 2,019 | 101.6% | -0.92 | 0.1257 | -0.006 |
| 0.0100 | 0.0300 | 6 | 16 | 68.7% | 0.06 | 0.0859 | -0.005 | 11.5 | 2.38 | 2.75 | 1 | -0.95 | 0.0866 | -0.004 | ||
| 0 | 0.0400 | 18 | 2,879 | 77.9% | 0.04 | 0.0601 | -0.004 | 12 | 2.90 | 3.50 | 8 | 5,583 | 122.6% | -0.96 | 0.0644 | -0.002 |
| 0 | 0.0700 | 1 | 95.6% | 0.03 | 0.0427 | -0.003 | 12.5 | 3.35 | 4.05 | 133.9% | -0.98 | 0.0523 | -0.001 | |||
| 0 | 0.0100 | 1 | 21.5K | 77.8% | 0.02 | 0.0308 | -0.002 | 13 | 3.90 | 4.55 | 1 | 355 | 150.9% | -0.99 | 0.0386 | -0.001 |
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 18, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs