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 ±26.2% (5.21–8.90) · ATM IV 80.8% · P/C open interest 0.10
| 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 | |
| 3.05 | 3.55 | 120.4% | 0.95 | 0.0387 | -0.003 | 4 | 0.0100 | 0.0900 | 92.2% | -0.06 | 0.0389 | -0.003 | ||||
| 2.18 | 2.49 | 1 | 88.0% | 0.88 | 0.0786 | -0.004 | 5 | 0.0800 | 0.1800 | 80.2% | -0.13 | 0.0794 | -0.005 | |||
| 1.48 | 1.74 | 86.1% | 0.77 | 0.1317 | -0.006 | 6 | 0.3100 | 0.4400 | 78.7% | -0.25 | 0.1337 | -0.006 | ||||
| 0.9500 | 1.14 | 83.9% | 0.60 | 0.1708 | -0.007 | 7 | 0.7200 | 0.8900 | 2 | 77.6% | -0.41 | 0.1747 | -0.007 | |||
| 0.5600 | 0.7400 | 3 | 82.7% | 0.44 | 0.1731 | -0.007 | 8 | 1.31 | 1.64 | 12 | 82.1% | -0.58 | 0.1790 | -0.008 | ||
| 0.3200 | 0.5300 | 81 | 85.3% | 0.31 | 0.1501 | -0.007 | 9 | 2.10 | 2.30 | 79.0% | -0.71 | 0.1578 | -0.007 | |||
| 0.2000 | 0.3700 | 95 | 88.0% | 0.22 | 0.1216 | -0.006 | 10 | 2.93 | 3.20 | 7 | 79.7% | -0.81 | 0.1303 | -0.006 | ||
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 — Dec 18, 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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