RUN volatility Sunrun Inc.
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.90.3%
HV20How much the stock actually moved, measured from daily closing prices over a past window (annualized). Compare with implied volatility to see what the options market priced versus what happened.55.8%
HV6060.9%
IV − HV20 spread
+34.5pt
Universe percentileWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
97
Own-history percentileWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
29/60 days recorded
Cboe delayed options data · as of 03:42 UTC · How these are computed
IV term structure
At-the-money implied volatility for each listed expiration, plotted by days remaining.
| Expires | DTE | ATM IV | 25Δ skewThe IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | Implied move |
|---|---|---|---|---|
| Oct 23, 2026 | 4 | 74.7% | +14.8pt | ±6.4% |
| Oct 30, 2026 | 11 | 73.6% | -4.2pt | ±10.4% |
| Nov 06, 2026 | 18 | 102.2% | -2.0pt | ±18.3% |
| Nov 13, 2026 | 25 | 95.9% | -8.2pt | ±20.1% |
| Nov 20, 2026 | 32 | 88.5% | -5.2pt | ±21.0% |
| Nov 27, 2026 | 39 | 85.1% | -6.2pt | ±22.3% |
| Dec 18, 2026 | 60 | 82.2% | -6.2pt | ±26.7% |
| Jan 15, 2027 | 88 | 79.5% | -3.0pt | ±31.2% |
| Feb 19, 2027 | 123 | 76.2% | +0.1pt | ±35.1% |
| May 21, 2027 | 214 | 78.7% | -3.6pt | ±47.5% |
| Jan 21, 2028 | 459 | 82.3% | +20.3pt | ±75.9% |
Volatility smile — Nov 20, 2026
Implied volatility by strike. The tilt toward puts (left side higher) is the skew: downside protection priced richer than upside.
callsputs
Implied vs realized, daily record
IV30HV20