RUN option chain Sunrun Inc.
Cboe delayed options data · as of 15:38 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 ±74.0% (2.35–15.70) · ATM IV 78.8% · P/C open interest 0.54
| 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 | |
| 5.05 | 5.30 | 4 | 388 | 81.0% | 0.88 | 0.0234 | -0.001 | 5 | 0.8500 | 0.9000 | 2 | 5,370 | 81.4% | -0.13 | 0.0243 | -0.002 |
| 3.65 | 3.85 | 4 | 583 | 78.6% | 0.75 | 0.0376 | -0.002 | 8 | 2.30 | 2.37 | 1,202 | 79.8% | -0.26 | 0.0403 | -0.003 | |
| 3.00 | 3.20 | 28 | 1,088 | 78.7% | 0.67 | 0.0432 | -0.003 | 10 | 3.50 | 3.65 | 2 | 2,931 | 79.0% | -0.35 | 0.0473 | -0.003 |
| 2.31 | 2.40 | 3 | 7,991 | 78.2% | 0.56 | 0.0470 | -0.003 | 13 | 5.65 | 5.80 | 303 | 78.3% | -0.47 | 0.0536 | -0.003 | |
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 21, 2028
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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