RUN volatiliteit 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.89.8%
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%
IV − HV20 spreiding
+34.8pt
UniversepercentielWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
97
Percentiel ten opzichte van eigen historieWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
28/60 dagen vastgelegd
Cboe delayed options data · per 18:42 UTC · Hoe deze worden berekend
IV termijnstructuur
At-the-money implied volatility per genoteerde expiratie, uitgezet op resterende dagen.
| Vervalt | 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. | Impliciete beweging |
|---|---|---|---|---|
| Oct 23, 2026 | 4 | 79.3% | +3.6pt | ±6.8% |
| Oct 30, 2026 | 11 | 77.1% | +0.9pt | ±10.8% |
| Nov 06, 2026 | 18 | 102.4% | -1.8pt | ±18.3% |
| Nov 13, 2026 | 25 | 95.6% | -0.9pt | ±20.0% |
| Nov 20, 2026 | 32 | 87.9% | -0.7pt | ±20.8% |
| Nov 27, 2026 | 39 | 85.6% | -1.1pt | ±22.3% |
| Dec 18, 2026 | 60 | 81.1% | -3.5pt | ±26.1% |
| Jan 15, 2027 | 88 | 78.5% | -0.6pt | ±30.6% |
| Feb 19, 2027 | 123 | 77.6% | +0.3pt | ±35.6% |
| May 21, 2027 | 214 | 79.2% | -1.9pt | ±47.5% |
| Jan 21, 2028 | 459 | 77.7% | -0.3pt | ±71.5% |
Volatiliteitsglimlach — Nov 20, 2026
Impliciete volatiliteit per strike. De helling richting puts (linkerkant hoger) is de skew: neerwaartse bescherming wordt duurder geprijsd dan opwaartse.
callsputs
Impliciet vs. gerealiseerd, dagelijks overzicht
IV30HV20