RUN volatilità 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.72.5%
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.73.0%
HV6068.7%
Spread IV − HV20
-0.5pt
Percentile nell'universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
96
Percentile nella propria storiaWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
3/60 giorni registrati
Cboe delayed options data · aggiornato al 06:38 UTC · Come vengono calcolati
Struttura a termine della IV
Volatilità implicita at-the-money per ogni scadenza quotata, rappresentata in base ai giorni rimanenti.
| Scade | 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. | Movimento implicito |
|---|---|---|---|---|
| Sep 04, 2026 | 1 | 84.9% | +1.3pt | ±5.1% |
| Sep 11, 2026 | 8 | 66.0% | +2.1pt | ±8.3% |
| Sep 18, 2026 | 15 | 71.5% | +9.5pt | ±12.0% |
| Sep 25, 2026 | 22 | 70.8% | -2.3pt | ±14.2% |
| Oct 02, 2026 | 29 | 72.9% | -1.9pt | ±16.7% |
| Oct 09, 2026 | 36 | 70.7% | -0.6pt | ±18.0% |
| Oct 16, 2026 | 43 | 71.1% | -2.1pt | ±19.7% |
| Nov 20, 2026 | 78 | 79.2% | -0.2pt | ±29.3% |
| Jan 15, 2027 | 134 | 73.2% | +1.1pt | ±35.2% |
| Feb 19, 2027 | 169 | 75.0% | -0.2pt | ±40.3% |
| Jan 21, 2028 | 505 | 79.6% | -0.7pt | ±68.1% |
Volatility smile — Sep 18, 2026
Volatilità implicita per strike. L'inclinazione verso i put (lato sinistro più alto) è lo skew: la protezione al ribasso ha un prezzo più elevato rispetto al rialzo.
callput
Implicita vs realizzata, registro giornaliero
IV30HV20