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.89.4%
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 spreiding
+33.6pt
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.
29/60 dagen vastgelegd
Cboe delayed options data · per 06:42 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 | 3 | 74.7% | +14.8pt | ±6.4% |
| Oct 30, 2026 | 10 | 73.6% | -4.2pt | ±10.4% |
| Nov 06, 2026 | 17 | 102.2% | -2.0pt | ±18.3% |
| Nov 13, 2026 | 24 | 95.9% | -8.2pt | ±20.1% |
| Nov 20, 2026 | 31 | 88.5% | -5.2pt | ±21.0% |
| Nov 27, 2026 | 38 | 85.1% | -6.2pt | ±22.3% |
| Dec 18, 2026 | 59 | 82.2% | -6.2pt | ±26.7% |
| Jan 15, 2027 | 87 | 79.5% | -3.0pt | ±31.2% |
| Feb 19, 2027 | 122 | 76.2% | +0.1pt | ±35.1% |
| May 21, 2027 | 213 | 78.7% | -3.6pt | ±47.5% |
| Jan 21, 2028 | 458 | 82.3% | +20.3pt | ±75.9% |
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