RUN volatilité 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.68.1%
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.73.0%
HV6068.7%
Écart IV − HV20
-4.9pt
Percentile dans l'universWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
94
Percentile sur historique propreWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
3/60 jours enregistrés
Cboe delayed options data · au 15:38 UTC · Comment ces données sont calculées
Structure par terme de l'IV
Volatilité implicite à la monnaie pour chaque échéance cotée, représentée en fonction des jours restants.
| Expire | 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. | Variation implicite |
|---|---|---|---|---|
| Sep 04, 2026 | 1 | 83.0% | +1.2pt | ±3.8% |
| Sep 11, 2026 | 8 | 63.8% | +0.4pt | ±7.6% |
| Sep 18, 2026 | 15 | 65.5% | -0.7pt | ±10.6% |
| Sep 25, 2026 | 22 | 67.7% | +0.2pt | ±13.3% |
| Oct 02, 2026 | 29 | 68.0% | -0.7pt | ±15.3% |
| Oct 09, 2026 | 36 | 68.4% | -0.0pt | ±17.1% |
| Oct 16, 2026 | 43 | 72.7% | -0.7pt | ±19.8% |
| Oct 23, 2026 | 50 | 71.2% | -0.1pt | ±20.9% |
| Nov 20, 2026 | 78 | 80.1% | -1.2pt | ±29.4% |
| Jan 15, 2027 | 134 | 74.6% | -0.2pt | ±35.6% |
| Feb 19, 2027 | 169 | 74.6% | +1.4pt | ±39.8% |
| Jan 21, 2028 | 505 | 78.8% | +0.7pt | ±74.0% |
Smile de volatilité — Sep 18, 2026
Volatilité implicite par strike. L'inclinaison vers les puts (côté gauche plus élevé) est le skew : la protection à la baisse est valorisée plus cher que la hausse.
callsputs
Implicite vs réalisée, historique journalier
IV30HV20