RUN волатильность 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.68.2%
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.61.8%
HV6067.6%
Спред IV − HV20
+6.4pt
Перцентиль по всей базеWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
94
Перцентиль собственной историиWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
4/60 записано дней
Cboe delayed options data · по состоянию на 21:53 UTC · Как это рассчитывается
Срочная структура IV
Подразумеваемая волатильность «у денег» для каждой котируемой экспирации, построенная по количеству оставшихся дней.
| Истекает | DTE | ATM IV | 25Δ скосThe IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | Подразумеваемое движение |
|---|---|---|---|---|
| Sep 04, 2026 | 1 | 86.3% | -12.2pt | ±3.7% |
| Sep 11, 2026 | 8 | 62.9% | +2.5pt | ±7.5% |
| Sep 18, 2026 | 15 | 61.2% | -4.5pt | ±9.9% |
| Sep 25, 2026 | 22 | 67.7% | +3.3pt | ±13.3% |
| Oct 02, 2026 | 29 | 68.4% | -2.3pt | ±15.4% |
| Oct 09, 2026 | 36 | 67.4% | +3.1pt | ±16.9% |
| Oct 16, 2026 | 43 | 69.9% | -1.9pt | ±19.1% |
| Oct 23, 2026 | 50 | 70.8% | -0.7pt | ±20.9% |
| Nov 20, 2026 | 78 | 77.3% | +2.1pt | ±28.5% |
| Jan 15, 2027 | 134 | 75.9% | +2.0pt | ±36.2% |
| Feb 19, 2027 | 169 | 74.0% | +0.0pt | ±39.6% |
| Jan 21, 2028 | 505 | 77.4% | -3.4pt | ±66.1% |
Улыбка волатильности — Sep 18, 2026
Подразумеваемая волатильность по страйку. Наклон в сторону путов (левая сторона выше) — это скос: защита от падения оценивается дороже, чем потенциал роста.
call-опционыput-опционы
Подразумеваемая vs реализованная, дневная запись
IV30HV20