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 ±20.9% (6.00–9.18) · ATM IV 90.5% · P/C interés abierto 0.24
| 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 | |
| 3.25 | 3.95 | 99.6% | 0.98 | 0.0187 | -0.002 | 4 | 0 | 0.2200 | 1 | 165.3% | -0.02 | 0.0188 | -0.002 | |||
| 2.38 | 2.81 | 171 | 0.94 | 0.0533 | -0.004 | 5 | 0.0100 | 0.1600 | 115 | 407 | 109.2% | -0.06 | 0.0534 | -0.004 | ||
| 2.01 | 2.40 | 95.2% | 0.90 | 0.0816 | -0.006 | 5.5 | 0.0400 | 0.1900 | 97.4% | -0.10 | 0.0819 | -0.006 | ||||
| 1.62 | 1.90 | 1 | 55 | 86.8% | 0.84 | 0.1161 | -0.008 | 6 | 0.1500 | 0.2800 | 2 | 1,781 | 97.4% | -0.16 | 0.1165 | -0.008 |
| 1.23 | 1.60 | 12 | 90.4% | 0.77 | 0.1519 | -0.010 | 6.5 | 0.2300 | 0.4300 | 252 | 10 | 93.0% | -0.24 | 0.1526 | -0.010 | |
| 0.9300 | 1.26 | 49 | 363 | 89.4% | 0.67 | 0.1824 | -0.011 | 7 | 0.4700 | 0.6000 | 60 | 1,929 | 94.8% | -0.33 | 0.1833 | -0.011 |
| 0.6900 | 0.9800 | 5 | 18 | 89.3% | 0.57 | 0.2013 | -0.012 | 7.5 | 0.6300 | 0.8700 | 10 | 91.6% | -0.43 | 0.2025 | -0.012 | |
| 0.5200 | 0.6400 | 138 | 1,140 | 84.2% | 0.47 | 0.2056 | -0.012 | 8 | 0.9600 | 1.15 | 4 | 4,187 | 93.3% | -0.53 | 0.2072 | -0.012 |
| 0.3400 | 0.5700 | 41 | 7 | 88.6% | 0.38 | 0.1968 | -0.012 | 8.5 | 1.22 | 1.52 | 4 | 91.1% | -0.62 | 0.1988 | -0.012 | |
| 0.3100 | 0.3500 | 1,393 | 2,366 | 88.7% | 0.30 | 0.1788 | -0.011 | 9 | 1.58 | 1.89 | 4 | 3,385 | 90.2% | -0.70 | 0.1813 | -0.011 |
| 0.1500 | 0.3500 | 11 | 90.8% | 0.23 | 0.1562 | -0.010 | 9.5 | 1.98 | 2.35 | 10 | 93.9% | -0.77 | 0.1591 | -0.009 | ||
| 0.1100 | 0.1700 | 139 | 8,377 | 82.9% | 0.18 | 0.1327 | -0.008 | 10 | 2.41 | 2.78 | 14 | 1,972 | 94.5% | -0.83 | 0.1360 | -0.008 |
| 0.0500 | 0.1500 | 41 | 2 | 85.0% | 0.14 | 0.1105 | -0.007 | 10.5 | 2.84 | 3.20 | 90.4% | -0.87 | 0.1140 | -0.007 | ||
| 0.0500 | 0.1800 | 119 | 1,278 | 96.9% | 0.11 | 0.0908 | -0.006 | 11 | 3.40 | 3.70 | 58 | 878 | 105.6% | -0.90 | 0.0945 | -0.006 |
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 — Nov 20, 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.