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.67.9%
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%
IV − HV20 spreiding
-5.2pt
UniversepercentielWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
94
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.
3/60 dagen vastgelegd
Cboe delayed options data · per 18:38 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 |
|---|---|---|---|---|
| Sep 04, 2026 | 1 | 83.9% | +13.0pt | ±3.8% |
| Sep 11, 2026 | 8 | 64.9% | +0.8pt | ±7.7% |
| Sep 18, 2026 | 15 | 64.2% | +3.4pt | ±10.4% |
| Sep 25, 2026 | 22 | 68.9% | +0.6pt | ±13.5% |
| Oct 02, 2026 | 29 | 67.3% | -5.1pt | ±15.1% |
| Oct 09, 2026 | 36 | 70.2% | +0.0pt | ±17.6% |
| Oct 16, 2026 | 43 | 69.8% | +0.0pt | ±19.0% |
| Oct 23, 2026 | 50 | 73.0% | -1.3pt | ±21.4% |
| Nov 20, 2026 | 78 | 78.4% | -1.2pt | ±28.6% |
| Jan 15, 2027 | 134 | 76.4% | -0.1pt | ±36.3% |
| Feb 19, 2027 | 169 | 75.0% | +0.7pt | ±40.0% |
| Jan 21, 2028 | 505 | 79.3% | +1.0pt | ±74.2% |
Volatiliteitsglimlach — Sep 18, 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