RUN option chain Sunrun Inc.
Cboe delayed options data · as of 18:42 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 ±30.6% (4.85–9.12) · ATM IV 78.5% · P/C open interest 0.68
| 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 | 3.35 | 11 | 98.1% | 0.93 | 0.0420 | -0.002 | 4 | 0.0200 | 0.1200 | 11 | 80.7% | -0.07 | 0.0423 | -0.002 | ||
| 2.20 | 2.37 | 2 | 715 | 80.7% | 0.85 | 0.0801 | -0.004 | 5 | 0.2000 | 0.2700 | 20 | 21.3K | 79.4% | -0.15 | 0.0807 | -0.004 |
| 1.54 | 1.65 | 36 | 78.0% | 0.73 | 0.1206 | -0.005 | 6 | 0.5200 | 0.5900 | 2 | 1,381 | 78.8% | -0.27 | 0.1218 | -0.005 | |
| 1.02 | 1.13 | 48 | 425 | 76.9% | 0.59 | 0.1459 | -0.006 | 7 | 1.03 | 1.09 | 1 | 242 | 80.0% | -0.42 | 0.1482 | -0.006 |
| 0.7200 | 0.7700 | 128 | 3,596 | 79.2% | 0.45 | 0.1485 | -0.006 | 8 | 1.62 | 1.73 | 236 | 6,009 | 78.7% | -0.56 | 0.1519 | -0.006 |
| 0.4600 | 0.5200 | 133 | 3,765 | 78.8% | 0.33 | 0.1348 | -0.005 | 9 | 2.28 | 2.47 | 5 | 1,409 | 74.8% | -0.68 | 0.1393 | -0.005 |
| 0.3000 | 0.3600 | 91 | 4,665 | 79.6% | 0.25 | 0.1148 | -0.005 | 10 | 3.20 | 3.35 | 3,957 | 80.7% | -0.77 | 0.1205 | -0.005 | |
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 — Jan 15, 2027
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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