RUN option chain Sunrun Inc.
Cboe delayed options data · as of 18:38 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 ±15.1% (7.69–10.43) · ATM IV 67.3% · P/C open interest 3.69
| 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 | |
| 3.80 | 4.50 | 4 | 139.1% | 0.97 | 0.0199 | -0.001 | 5 | 0 | 0.2400 | 157.1% | -0.03 | 0.0200 | -0.003 | |||
| 2.79 | 3.30 | 2 | 0.95 | 0.0412 | -0.003 | 6 | 0 | 0.2400 | 1 | 117.1% | -0.05 | 0.0412 | -0.004 | |||
| 1.86 | 2.40 | 27 | 63.2% | 0.90 | 0.0871 | -0.005 | 7 | 0.0500 | 0.1400 | 10 | 1,266 | 76.8% | -0.10 | 0.0874 | -0.006 | |
| 1.27 | 1.47 | 1 | 31 | 72.5% | 0.77 | 0.1687 | -0.009 | 8 | 0.1500 | 0.2700 | 2 | 235 | 63.2% | -0.23 | 0.1694 | -0.009 |
| 0.6500 | 0.8000 | 143 | 203 | 66.8% | 0.56 | 0.2320 | -0.011 | 9 | 0.5900 | 0.7000 | 4 | 68 | 67.9% | -0.44 | 0.2335 | -0.011 |
| 0.3000 | 0.3900 | 23 | 127 | 66.1% | 0.35 | 0.2100 | -0.011 | 10 | 1.22 | 1.33 | 11 | 153 | 68.4% | -0.66 | 0.2121 | -0.011 |
| 0.1500 | 0.2000 | 30 | 135 | 70.0% | 0.21 | 0.1525 | -0.009 | 11 | 2.02 | 2.30 | 3 | 614 | 80.3% | -0.80 | 0.1552 | -0.008 |
| 0.0600 | 0.1100 | 6 | 29 | 72.4% | 0.12 | 0.1030 | -0.007 | 12 | 2.78 | 3.15 | 6 | 23 | 64.2% | -0.88 | 0.1060 | -0.005 |
| 0.0300 | 0.1200 | 2 | 20 | 84.4% | 0.08 | 0.0686 | -0.005 | 13 | 3.85 | 4.40 | 6 | 112.1% | -0.93 | 0.0712 | -0.003 | |
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 — Oct 02, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs