RUN volatilite 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.91.5%
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.55.0%
HV6060.5%
IV − HV20 farkı
+36.6pt
Evren yüzdelik dilimiWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
97
Kendi tarihsel yüzdelik dilimiWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
28/60 kaydedilen gün
Cboe delayed options data · itibarıyla 09:41 UTC · Bunlar nasıl hesaplanır
IV vade yapısı
Listelenen her vade için para başı (at-the-money) zımni volatilite, kalan günlere göre çizilmiş.
| Sona eriyor | DTE | ATM IV | 25Δ çarpıklıkThe IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | Implied hareket |
|---|---|---|---|---|
| Oct 23, 2026 | 4 | 65.6% | -3.9pt | ±7.9% |
| Oct 30, 2026 | 11 | 65.9% | -5.0pt | ±10.8% |
| Nov 06, 2026 | 18 | 96.8% | +0.2pt | ±18.7% |
| Nov 13, 2026 | 25 | 91.1% | +2.7pt | ±20.3% |
| Nov 20, 2026 | 32 | 91.6% | -0.5pt | ±22.6% |
| Nov 27, 2026 | 39 | 85.1% | -0.3pt | ±22.9% |
| Dec 18, 2026 | 60 | 79.4% | +4.2pt | ±26.2% |
| Jan 15, 2027 | 88 | 78.0% | -2.7pt | ±30.8% |
| Feb 19, 2027 | 123 | 77.3% | +0.9pt | ±35.6% |
| May 21, 2027 | 214 | 77.5% | -2.2pt | ±46.5% |
| Jan 21, 2028 | 459 | 84.0% | +1.0pt | ±76.0% |
Volatilite gülümsemesi — Nov 20, 2026
Strike'a göre implied volatility. Putlara doğru eğim (sol tarafın daha yüksek olması) skew'dür: aşağı yönlü koruma, yukarı yönlüye kıyasla daha pahalı fiyatlanmaktadır.
call'larput'lar
Günlük kayıtta implied ile realized karşılaştırması
IV30HV20