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 ±48.3% (3.65–10.46) · ATM IV 80.1% · P/C open interest 0.83
| 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 | |
| 3.40 | 3.70 | 1 | 81.7% | 0.91 | 0.0397 | -0.002 | 4 | 0.2300 | 0.3300 | 106 | 81.4% | -0.11 | 0.0404 | -0.002 | ||
| 2.69 | 2.99 | 70 | 78.4% | 0.84 | 0.0592 | -0.002 | 5 | 0.5000 | 0.6400 | 204 | 79.9% | -0.18 | 0.0607 | -0.003 | ||
| 2.20 | 2.45 | 40 | 80.8% | 0.75 | 0.0759 | -0.003 | 6 | 0.9800 | 1.05 | 1 | 113.3K | 80.8% | -0.27 | 0.0784 | -0.003 | |
| 1.76 | 2.06 | 127 | 82.3% | 0.66 | 0.0874 | -0.004 | 7 | 1.41 | 1.58 | 141 | 78.0% | -0.36 | 0.0912 | -0.004 | ||
| 1.40 | 1.55 | 2 | 66 | 78.6% | 0.58 | 0.0932 | -0.004 | 8 | 2.01 | 2.30 | 70 | 79.6% | -0.45 | 0.0985 | -0.004 | |
| 1.12 | 1.39 | 212 | 81.7% | 0.50 | 0.0944 | -0.004 | 9 | 2.68 | 2.93 | 2 | 111 | 77.0% | -0.54 | 0.1011 | -0.004 | |
| 0.8600 | 1.16 | 201 | 81.0% | 0.43 | 0.0922 | -0.004 | 10 | 3.45 | 3.80 | 53 | 79.6% | -0.61 | 0.1004 | -0.004 | ||
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 — May 21, 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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