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.91.5%
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.55.0%
HV6060.5%
Écart IV − HV20
+36.6pt
Percentile dans l'universWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
97
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.
28/60 jours enregistrés
Cboe delayed options data · au 12:40 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 |
|---|---|---|---|---|
| Oct 23, 2026 | 4 | 67.7% | -3.9pt | ±7.8% |
| Oct 30, 2026 | 11 | 71.6% | -5.0pt | ±11.4% |
| Nov 06, 2026 | 18 | 96.8% | +0.2pt | ±18.3% |
| Nov 13, 2026 | 25 | 91.1% | +2.7pt | ±19.9% |
| Nov 20, 2026 | 32 | 91.6% | -0.5pt | ±22.1% |
| Nov 27, 2026 | 39 | 85.1% | -0.3pt | ±22.4% |
| Dec 18, 2026 | 60 | 79.4% | +4.2pt | ±25.6% |
| Jan 15, 2027 | 88 | 78.0% | -2.7pt | ±30.1% |
| Feb 19, 2027 | 123 | 77.3% | +0.9pt | ±34.8% |
| May 21, 2027 | 214 | 77.5% | -2.2pt | ±45.5% |
| Jan 21, 2028 | 459 | 84.0% | +1.0pt | ±74.4% |
Smile de volatilité — Nov 20, 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