RUN option chain Sunrun Inc.
Cboe delayed options data · as of 15:43 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 ±20.0% (5.64–8.46) · ATM IV 95.4% · P/C open interest 1.24
| 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 | |
| 3.00 | 3.55 | 198.3% | 0.97 | 0.0280 | -0.002 | 4 | 0 | 0.2200 | 169.8% | -0.03 | 0.0281 | -0.003 | ||||
| 1.94 | 2.40 | 104.5% | 0.91 | 0.0782 | -0.006 | 5 | 0.0100 | 0.2000 | 8 | 113.6% | -0.09 | 0.0786 | -0.006 | |||
| 1.29 | 1.55 | 109.7% | 0.78 | 0.1590 | -0.011 | 6 | 0.1600 | 0.3000 | 14 | 92.5% | -0.22 | 0.1598 | -0.011 | |||
| 0.6400 | 0.9100 | 2 | 98.4% | 0.57 | 0.2161 | -0.014 | 7 | 0.5100 | 0.7600 | 61 | 92.3% | -0.43 | 0.2178 | -0.014 | ||
| 0.3500 | 0.4800 | 2 | 173 | 99.5% | 0.37 | 0.2067 | -0.014 | 8 | 1.16 | 1.34 | 19 | 89.4% | -0.63 | 0.2094 | -0.014 | |
| 0.1600 | 0.2900 | 157 | 102.8% | 0.23 | 0.1598 | -0.011 | 9 | 1.94 | 2.22 | 59 | 93.1% | -0.78 | 0.1632 | -0.011 | ||
| 0.1100 | 0.1900 | 2 | 39 | 112.2% | 0.14 | 0.1120 | -0.008 | 10 | 2.81 | 3.15 | 92 | 90.0% | -0.88 | 0.1158 | -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 — Nov 13, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs