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 ±19.1% (7.25–10.68) · ATM IV 69.9% · P/C open interest 0.15
| 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 | |
| 3.50 | 4.40 | 2 | 0.98 | 0.0200 | 0.000 | 5 | 0 | 0.2500 | 1 | 128.9% | -0.02 | 0.0200 | -0.002 | |||
| 2.78 | 3.25 | 73.0% | 0.95 | 0.0446 | -0.001 | 6 | 0.0300 | 0.1800 | 1 | 91.2% | -0.05 | 0.0447 | -0.003 | |||
| 1.91 | 2.35 | 3 | 70.8% | 0.87 | 0.0949 | -0.004 | 7 | 0.0700 | 0.1700 | 1 | 187 | 65.8% | -0.13 | 0.0954 | -0.005 | |
| 1.32 | 1.42 | 35 | 145 | 67.7% | 0.73 | 0.1583 | -0.007 | 8 | 0.3600 | 0.4300 | 1,507 | 3,402 | 68.5% | -0.27 | 0.1595 | -0.008 |
| 0.7700 | 0.9700 | 970 | 1,430 | 71.6% | 0.55 | 0.1898 | -0.009 | 9 | 0.8100 | 0.8800 | 611 | 3,109 | 68.3% | -0.46 | 0.1919 | -0.009 |
| 0.4500 | 0.5300 | 1,921 | 32.3K | 70.2% | 0.37 | 0.1772 | -0.009 | 10 | 1.36 | 1.71 | 135 | 1,477 | 72.9% | -0.63 | 0.1802 | -0.009 |
| 0.2600 | 0.2700 | 3,069 | 21.8K | 70.0% | 0.24 | 0.1427 | -0.008 | 11 | 2.16 | 2.53 | 2 | 35 | 76.8% | -0.77 | 0.1465 | -0.007 |
| 0.0600 | 0.1800 | 40 | 175 | 67.3% | 0.15 | 0.1055 | -0.006 | 12 | 3.00 | 3.30 | 5 | 49 | 68.9% | -0.86 | 0.1101 | -0.004 |
| 0.0500 | 0.1100 | 6 | 120 | 71.3% | 0.10 | 0.0743 | -0.004 | 13 | 3.90 | 4.25 | 7 | 63.4% | -0.92 | 0.0790 | -0.002 | |
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 16, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs