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 ±23.5% (5.40–8.71) · ATM IV 90.0% · P/C open interest 0.42
| 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 | 3.45 | 141.6% | 0.96 | 0.0342 | -0.003 | 4 | 0 | 0.2200 | 136.9% | -0.04 | 0.0343 | -0.003 | ||||
| 2.14 | 2.44 | 110.1% | 0.90 | 0.0804 | -0.005 | 5 | 0.0100 | 0.2000 | 91.8% | -0.11 | 0.0809 | -0.005 | ||||
| 1.33 | 1.60 | 92.9% | 0.77 | 0.1473 | -0.008 | 6 | 0.2000 | 0.3600 | 40 | 82.2% | -0.24 | 0.1485 | -0.008 | |||
| 0.7900 | 1.01 | 91.9% | 0.58 | 0.1943 | -0.010 | 7 | 0.6400 | 0.8700 | 15 | 88.2% | -0.43 | 0.1967 | -0.010 | |||
| 0.4300 | 0.6200 | 1 | 47 | 91.6% | 0.40 | 0.1902 | -0.010 | 8 | 1.23 | 1.54 | 1 | 9 | 88.4% | -0.61 | 0.1939 | -0.010 |
| 0.2100 | 0.3800 | 1 | 219 | 91.7% | 0.26 | 0.1557 | -0.009 | 9 | 1.96 | 2.32 | 6 | 85.2% | -0.75 | 0.1606 | -0.009 | |
| 0.0900 | 0.2700 | 32 | 95.0% | 0.18 | 0.1179 | -0.007 | 10 | 2.85 | 3.10 | 22 | 71.5% | -0.84 | 0.1236 | -0.007 | ||
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 27, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
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