Share price$7.59
1D-1.6%
Sold putSold call
Sunrun Inc RUN
TECHNOLOGY · SOLARi
Market dataready · fetched 2026-10-21T16:59:58.638Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23
Calculation methodologyOptions historyIV: ThetaData daily EOD, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew and implied move: recorded expiration-specific observations.
History dataPriceAlpaca · sip · 2026-10-21T16:59:33.209073834Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T16:59:58.131436+00:00
Sunrun Inc options
PutsExpensive1.95×
CallsCheap0.83×
SkewBearish+32.00 pp
Implied moveBearish±$0.40
TiltBalanced1.7% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 7.99 | 79.0% | 5.9% | 6.18 | 261.9% | 20.1% |
| 25Δ | 7.92 | 79.4% | 5.4% | 6.49 | 218.3% | 16.0% |
| 30Δ | 7.86 | 79.9% | 4.8% | 6.80 | 174.8% | 12.0% |
| 35Δ | 7.80 | 80.3% | 4.3% | 7.12 | 131.2% | 7.9% |
| 40Δ | 7.74 | 80.8% | 3.8% | 7.43 | 87.6% | 3.8% |
| 45Δ | 7.67 | 81.2% | 3.3% | 7.55 | 78.7% | 2.7% |
| 50Δ | 7.61 | 81.6% | 2.8% | 7.61 | 78.9% | 2.4% |
| 55Δ | 7.55 | 82.1% | 2.2% | 7.68 | 79.1% | 2.2% |
| 60Δ | 7.48 | 83.2% | 1.8% | 7.74 | 79.3% | 1.9% |
| 65Δ | 7.39 | 86.5% | 1.5% | 7.80 | 79.4% | 1.6% |
| 70Δ | 7.30 | 89.7% | 1.3% | 7.87 | 79.6% | 1.3% |
| 75Δ | 7.21 | 92.9% | 1.0% | 7.93 | 79.8% | 1.0% |
| 80Δ | 7.12 | 96.1% | 0.8% | 7.99 | 80.0% | 0.7% |
20Δ
- Pseudo strike
- 7.99
- IV
- 79.0%
- B/E move
- 5.9%
- Pseudo strike
- 6.18
- IV
- 261.9%
- B/E move
- 20.1%
25Δ
- Pseudo strike
- 7.92
- IV
- 79.4%
- B/E move
- 5.4%
- Pseudo strike
- 6.49
- IV
- 218.3%
- B/E move
- 16.0%
30Δ
- Pseudo strike
- 7.86
- IV
- 79.9%
- B/E move
- 4.8%
- Pseudo strike
- 6.80
- IV
- 174.8%
- B/E move
- 12.0%
35Δ
- Pseudo strike
- 7.80
- IV
- 80.3%
- B/E move
- 4.3%
- Pseudo strike
- 7.12
- IV
- 131.2%
- B/E move
- 7.9%
40Δ
- Pseudo strike
- 7.74
- IV
- 80.8%
- B/E move
- 3.8%
- Pseudo strike
- 7.43
- IV
- 87.6%
- B/E move
- 3.8%
45Δ
- Pseudo strike
- 7.67
- IV
- 81.2%
- B/E move
- 3.3%
- Pseudo strike
- 7.55
- IV
- 78.7%
- B/E move
- 2.7%
50Δ
- Pseudo strike
- 7.61
- IV
- 81.6%
- B/E move
- 2.8%
- Pseudo strike
- 7.61
- IV
- 78.9%
- B/E move
- 2.4%
55Δ
- Pseudo strike
- 7.55
- IV
- 82.1%
- B/E move
- 2.2%
- Pseudo strike
- 7.68
- IV
- 79.1%
- B/E move
- 2.2%
60Δ
- Pseudo strike
- 7.48
- IV
- 83.2%
- B/E move
- 1.8%
- Pseudo strike
- 7.74
- IV
- 79.3%
- B/E move
- 1.9%
65Δ
- Pseudo strike
- 7.39
- IV
- 86.5%
- B/E move
- 1.5%
- Pseudo strike
- 7.80
- IV
- 79.4%
- B/E move
- 1.6%
70Δ
- Pseudo strike
- 7.30
- IV
- 89.7%
- B/E move
- 1.3%
- Pseudo strike
- 7.87
- IV
- 79.6%
- B/E move
- 1.3%
75Δ
- Pseudo strike
- 7.21
- IV
- 92.9%
- B/E move
- 1.0%
- Pseudo strike
- 7.93
- IV
- 79.8%
- B/E move
- 1.0%
80Δ
- Pseudo strike
- 7.12
- IV
- 96.1%
- B/E move
- 0.8%
- Pseudo strike
- 7.99
- IV
- 80.0%
- B/E move
- 0.7%
Options history
Table
| Date | IV |
|---|---|
| 87.01% | |
| 87.92% |