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 ±71.5% (1.99–11.98) · ATM IV 77.7% · P/C open interest 0.47
| 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 | |
| 3.25 | 3.45 | 15 | 438 | 79.0% | 0.82 | 0.0426 | -0.001 | 5 | 1.06 | 1.13 | 6 | 5,749 | 81.0% | -0.19 | 0.0449 | -0.002 |
| 2.18 | 2.27 | 34 | 1,427 | 78.3% | 0.65 | 0.0608 | -0.002 | 8 | 2.65 | 2.89 | 30 | 1,183 | 77.1% | -0.38 | 0.0670 | -0.002 |
| 1.70 | 1.79 | 111 | 1,884 | 78.5% | 0.55 | 0.0645 | -0.003 | 10 | 4.15 | 4.35 | 3,599 | 77.9% | -0.49 | 0.0739 | -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.