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 ±21.4% (5.54–8.56) · ATM IV 90.3% · P/C open interest 0.24
| 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 | |
| 2.98 | 3.50 | 161.1% | 0.97 | 0.0294 | -0.002 | 4 | 0 | 0.0600 | 112.2% | -0.03 | 0.0295 | -0.003 | ||||
| 2.12 | 2.47 | 171 | 122.6% | 0.91 | 0.0786 | -0.005 | 5 | 0.0600 | 0.1000 | 407 | 93.4% | -0.09 | 0.0790 | -0.005 | ||
| 1.64 | 1.92 | 95.2% | 0.86 | 0.1155 | -0.007 | 5.5 | 0.0900 | 0.1900 | 87.9% | -0.15 | 0.1162 | -0.007 | ||||
| 1.33 | 1.59 | 61 | 101.8% | 0.78 | 0.1553 | -0.009 | 6 | 0.2800 | 0.3000 | 1,736 | 92.0% | -0.23 | 0.1564 | -0.009 | ||
| 1.01 | 1.21 | 95.5% | 0.68 | 0.1894 | -0.010 | 6.5 | 0.4100 | 0.4900 | 2 | 88.8% | -0.32 | 0.1910 | -0.011 | |||
| 0.7400 | 0.9000 | 1 | 363 | 91.6% | 0.58 | 0.2098 | -0.011 | 7 | 0.6600 | 0.7200 | 42 | 1,900 | 89.1% | -0.43 | 0.2121 | -0.011 |
| 0.5500 | 0.7700 | 97.4% | 0.48 | 0.2135 | -0.011 | 7.5 | 0.8800 | 1.05 | 87.2% | -0.53 | 0.2163 | -0.012 | ||||
| 0.4000 | 0.4600 | 9 | 1,101 | 89.3% | 0.38 | 0.2028 | -0.011 | 8 | 1.21 | 1.38 | 4,191 | 86.0% | -0.63 | 0.2063 | -0.011 | |
| 0.2900 | 0.3900 | 1 | 93.7% | 0.30 | 0.1831 | -0.010 | 8.5 | 1.55 | 1.79 | 85.0% | -0.71 | 0.1873 | -0.010 | |||
| 0.2000 | 0.2600 | 9 | 2,343 | 91.3% | 0.24 | 0.1597 | -0.009 | 9 | 1.96 | 2.20 | 3,343 | 83.9% | -0.77 | 0.1644 | -0.009 | |
| 0.1400 | 0.2800 | 99.6% | 0.19 | 0.1362 | -0.008 | 9.5 | 2.41 | 2.65 | 85.3% | -0.83 | 0.1413 | -0.008 | ||||
| 0.1000 | 0.1300 | 17 | 8,968 | 91.6% | 0.15 | 0.1145 | -0.007 | 10 | 2.81 | 3.10 | 15 | 1,965 | 71.6% | -0.87 | 0.1200 | -0.007 |
| 0.0700 | 0.1900 | 103.8% | 0.12 | 0.0956 | -0.006 | 10.5 | 3.30 | 3.60 | 75.6% | -0.90 | 0.1013 | -0.006 | ||||
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 — Nov 20, 2026
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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