RUN cadena de opciones Sunrun Inc.
Cada fila corresponde a un strike. La mitad izquierda es el call, la mitad derecha el put. El bid/ask es lo que compradores y vendedores cotizan actualmente; el volumen son los contratos negociados en la sesión; el open interest son los contratos vigentes. La fila resaltada es la más cercana al precio de la acción.
Este vencimiento descuenta un movimiento de aproximadamente ±10.4% (8.12–10.00) · ATM IV 64.2% · P/C interés abierto 0.14
| CALLS | Strike | PUTS | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Preguntar | 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 | Preguntar | Vol | OI | IV | Δ | Γ | Θ | |
| 3.70 | 4.15 | 80 | 0.99 | 0.0120 | 0.000 | 5 | 0 | 0.0600 | 723 | 161.5% | -0.01 | 0.0092 | -0.002 | |||
| 2.70 | 3.15 | 12 | 0.98 | 0.0259 | -0.001 | 6 | 0 | 0.0500 | 128 | 113.8% | -0.02 | 0.0253 | -0.003 | |||
| 2.30 | 2.65 | 5 | 0.97 | 0.0435 | -0.003 | 6.5 | 0 | 0.0600 | 5 | 98.1% | -0.03 | 0.0428 | -0.004 | |||
| 1.95 | 2.16 | 114 | 0.94 | 0.0737 | -0.005 | 7 | 0.0100 | 0.0500 | 1,129 | 79.6% | -0.06 | 0.0727 | -0.006 | |||
| 1.37 | 1.67 | 0.90 | 0.1235 | -0.007 | 7.5 | 0.0300 | 0.0700 | 39 | 61 | 70.1% | -0.10 | 0.1223 | -0.008 | |||
| 1.09 | 1.26 | 13 | 529 | 67.3% | 0.83 | 0.1986 | -0.010 | 8 | 0.0900 | 0.1200 | 18 | 5,478 | 65.2% | -0.17 | 0.1975 | -0.011 |
| 0.7500 | 0.8400 | 2 | 105 | 64.9% | 0.71 | 0.2876 | -0.013 | 8.5 | 0.2000 | 0.2800 | 22 | 349 | 65.9% | -0.29 | 0.2867 | -0.013 |
| 0.4900 | 0.5300 | 112 | 1,049 | 65.4% | 0.55 | 0.3447 | -0.015 | 9 | 0.4100 | 0.4500 | 92 | 2,756 | 62.9% | -0.45 | 0.3444 | -0.015 |
| 0.2700 | 0.2800 | 6,467 | 2,099 | 61.4% | 0.38 | 0.3301 | -0.015 | 9.5 | 0.6900 | 0.7800 | 609 | 64.6% | -0.62 | 0.3298 | -0.014 | |
| 0.1400 | 0.1600 | 290 | 3,525 | 62.3% | 0.25 | 0.2650 | -0.012 | 10 | 1.06 | 1.17 | 25 | 5,566 | 67.1% | -0.75 | 0.2650 | -0.012 |
| 0.0800 | 0.1100 | 211 | 67.2% | 0.16 | 0.1936 | -0.010 | 10.5 | 1.48 | 1.61 | 1 | 252 | 70.3% | -0.84 | 0.1940 | -0.009 | |
| 0.0500 | 0.0600 | 462 | 28.4K | 69.6% | 0.10 | 0.1363 | -0.008 | 11 | 1.92 | 2.11 | 19 | 2,019 | 76.8% | -0.90 | 0.1369 | -0.007 |
| 0.0200 | 0.0400 | 6 | 16 | 71.0% | 0.07 | 0.0952 | -0.006 | 11.5 | 2.38 | 2.75 | 1 | 101.9% | -0.93 | 0.0960 | -0.005 | |
| 0.0100 | 0.0400 | 18 | 2,879 | 78.0% | 0.05 | 0.0670 | -0.004 | 12 | 2.85 | 3.00 | 6 | 5,583 | -0.95 | 0.0678 | -0.003 | |
| 0 | 0.0700 | 1 | 92.4% | 0.03 | 0.0477 | -0.003 | 12.5 | 3.35 | 3.75 | 121.1% | -0.97 | 0.0485 | -0.002 | |||
| 0 | 0.0100 | 1 | 21.5K | 75.3% | 0.02 | 0.0344 | -0.003 | 13 | 3.90 | 4.05 | 355 | 104.6% | -0.98 | 0.0352 | -0.001 | |
| 0 | 0.0600 | 106.3% | 0.02 | 0.0252 | -0.002 | 13.5 | 4.35 | 4.75 | 1 | 141.2% | -0.98 | 0.0262 | 0.000 | |||
Strikes mostrados: dentro del ±50% del precio del subyacente. Valor intrínseco = máx(0, precio − strike) para calls, máx(0, strike − precio) para puts; extrínseco = precio de la opción − intrínseco. Griegas e IV según los calcula el feed del mercado.
Sonrisa de volatilidad — Sep 18, 2026
Página de volatilidad →Volatilidad implícita por strike para este vencimiento. Los puts fuera del dinero suelen tener una IV más alta que los calls — el skew.