RUN Optionskette Sunrun Inc.
Jede Zeile entspricht einem Strike. Die linke Hälfte zeigt den Call, die rechte den Put. Geld-/Briefkurs sind die aktuellen Quotes von Käufern und Verkäufern; Volumen sind die in dieser Sitzung gehandelten Kontrakte; Open Interest sind die offenen Kontrakte. Die hervorgehobene Zeile liegt dem Aktienkurs am nächsten.
Dieser Verfallstermin preist einen Move von etwa ±10.6% (8.06–9.98) · ATM IV 65.5% · P/C Open Interest 0.14
| CALLS | Strike | PUTS | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Geldkurs | Fragen | 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 | Geldkurs | Fragen | Vol | OI | IV | Δ | Γ | Θ | |
| 3.70 | 4.15 | 80 | 0.99 | 0.0099 | 0.000 | 5 | 0 | 0.0500 | 723 | 155.0% | -0.01 | 0.0099 | -0.002 | |||
| 2.70 | 3.15 | 12 | 0.98 | 0.0267 | -0.002 | 6 | 0 | 0.0500 | 128 | 112.5% | -0.02 | 0.0267 | -0.003 | |||
| 2.30 | 2.65 | 5 | 0.96 | 0.0448 | -0.003 | 6.5 | 0 | 0.0600 | 5 | 96.8% | -0.04 | 0.0448 | -0.004 | |||
| 1.73 | 2.17 | 114 | 0.94 | 0.0757 | -0.005 | 7 | 0.0100 | 0.0500 | 1,129 | 78.4% | -0.06 | 0.0758 | -0.006 | |||
| 1.37 | 1.65 | 0.90 | 0.1271 | -0.007 | 7.5 | 0.0400 | 0.0500 | 23 | 61 | 66.9% | -0.10 | 0.1274 | -0.008 | |||
| 1.09 | 1.26 | 13 | 529 | 73.1% | 0.82 | 0.2038 | -0.010 | 8 | 0.1000 | 0.1400 | 1 | 5,478 | 67.0% | -0.18 | 0.2044 | -0.011 |
| 0.7400 | 0.8200 | 2 | 105 | 66.1% | 0.70 | 0.2908 | -0.013 | 8.5 | 0.2300 | 0.2900 | 20 | 349 | 67.1% | -0.30 | 0.2917 | -0.014 |
| 0.4700 | 0.5200 | 96 | 1,049 | 65.7% | 0.54 | 0.3399 | -0.015 | 9 | 0.4500 | 0.4800 | 6 | 2,756 | 65.2% | -0.47 | 0.3413 | -0.015 |
| 0.2900 | 0.3100 | 20 | 2,099 | 66.5% | 0.37 | 0.3194 | -0.015 | 9.5 | 0.7500 | 0.8000 | 609 | 66.8% | -0.63 | 0.3211 | -0.015 | |
| 0.1600 | 0.1900 | 183 | 3,525 | 67.8% | 0.25 | 0.2569 | -0.013 | 10 | 1.12 | 1.18 | 25 | 5,566 | 68.0% | -0.75 | 0.2588 | -0.012 |
| 0.0800 | 0.1100 | 211 | 68.1% | 0.16 | 0.1908 | -0.010 | 10.5 | 1.54 | 1.61 | 1 | 252 | 69.5% | -0.84 | 0.1927 | -0.010 | |
| 0.0400 | 0.0600 | 135 | 28.4K | 68.7% | 0.11 | 0.1374 | -0.008 | 11 | 1.99 | 2.14 | 4 | 2,019 | 80.6% | -0.89 | 0.1390 | -0.007 |
| 0.0200 | 0.0300 | 3 | 16 | 69.1% | 0.07 | 0.0983 | -0.006 | 11.5 | 2.41 | 2.75 | 1 | 96.9% | -0.93 | 0.0994 | -0.005 | |
| 0 | 0.0600 | 1 | 2,879 | 81.2% | 0.05 | 0.0707 | -0.005 | 12 | 2.90 | 3.10 | 5,583 | 78.2% | -0.95 | 0.0722 | -0.004 | |
| 0 | 0.0700 | 1 | 92.9% | 0.04 | 0.0514 | -0.004 | 12.5 | 3.35 | 3.75 | 109.8% | -0.97 | 0.0550 | -0.002 | |||
| 0 | 0.0100 | 1 | 21.5K | 75.7% | 0.03 | 0.0378 | -0.003 | 13 | 3.85 | 4.20 | 355 | 109.5% | -0.98 | 0.0443 | -0.001 | |
| 0 | 0.0600 | 106.7% | 0.02 | 0.0281 | -0.002 | 13.5 | 4.35 | 4.75 | 1 | 128.6% | -0.99 | 0.0345 | -0.001 | |||
Angezeigte Strikes: innerhalb von ±50 % des Basiswertpreises. Innerer Wert = max(0, Kurs − Strike) bei Calls, max(0, Strike − Kurs) bei Puts; Zeitwert = Optionspreis − innerer Wert. Greeks und IV gemäß Berechnung des Börsendatenfeeds.
Volatility Smile — Sep 18, 2026
Volatilitätsseite →Implizite Volatilität je Strike für diesen Verfallstermin. Out-of-the-money-Puts werden in der Regel mit höherer IV bepreist als Calls — der Skew.