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Sunrun Inc. Common Stock RUN

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Market dataready · fetched 2026-11-10T22:21:35.387Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

Calculation methodology

Options historyIV: ThetaData historical Greeks, 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: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-10T22:20:57.077269834Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-10T22:21:34.833609+00:00

Share price$8.71
1D-8.1%
AH$8.48$8.77$9.05$9.33$9.625:30 AM6:30 AM9:00 AM1:00 PM2:00 PMRUN
Sold putSold callAH

Sunrun Inc. Common Stock options

Live interpolated RUN call and put midpoint premiums by absolute delta.Sunrun Inc. Common Stock$0.07$0.18$0.28$0.39$0.49$7.78$8.42$9.06$9.70$10.3420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELive RUN spot · $8.71RUN PRICE$0.08$0.11$0.14$0.17$0.21$0.26$0.31$0.35$0.40$0.09$0.12$0.15$0.18$0.23$0.28$0.34$0.40$0.46
Puts——
Calls——
Skew——
Implied moveBearish±$0.65
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ9.4497.2%9.3%8.1685.0%7.3%
25Δ9.3196.4%8.1%8.2786.4%6.4%
30Δ9.1895.5%7.0%8.3787.8%5.6%
35Δ9.0594.7%5.8%8.4789.1%4.8%
40Δ8.9494.9%5.0%8.5791.0%4.2%
45Δ8.8495.7%4.5%8.6793.1%3.8%
50Δ8.7496.6%3.9%8.7695.2%3.3%
55Δ8.6597.4%3.3%8.8697.3%2.9%
60Δ8.5598.3%2.8%8.9699.4%2.4%
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
9.44
IV
97.2%
B/E move
9.3%
Puts
Pseudo strike
8.16
IV
85.0%
B/E move
7.3%

25Δ

Calls
Pseudo strike
9.31
IV
96.4%
B/E move
8.1%
Puts
Pseudo strike
8.27
IV
86.4%
B/E move
6.4%

30Δ

Calls
Pseudo strike
9.18
IV
95.5%
B/E move
7.0%
Puts
Pseudo strike
8.37
IV
87.8%
B/E move
5.6%

35Δ

Calls
Pseudo strike
9.05
IV
94.7%
B/E move
5.8%
Puts
Pseudo strike
8.47
IV
89.1%
B/E move
4.8%

40Δ

Calls
Pseudo strike
8.94
IV
94.9%
B/E move
5.0%
Puts
Pseudo strike
8.57
IV
91.0%
B/E move
4.2%

45Δ

Calls
Pseudo strike
8.84
IV
95.7%
B/E move
4.5%
Puts
Pseudo strike
8.67
IV
93.1%
B/E move
3.8%

50Δ

Calls
Pseudo strike
8.74
IV
96.6%
B/E move
3.9%
Puts
Pseudo strike
8.76
IV
95.2%
B/E move
3.3%

55Δ

Calls
Pseudo strike
8.65
IV
97.4%
B/E move
3.3%
Puts
Pseudo strike
8.86
IV
97.3%
B/E move
2.9%

60Δ

Calls
Pseudo strike
8.55
IV
98.3%
B/E move
2.8%
Puts
Pseudo strike
8.96
IV
99.4%
B/E move
2.4%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend114.00%
Daily close
RUN54.1%86.3%118.4%2026-08-14: 60.67%2026-08-17: 64.69%2026-08-18: 65.42%2026-08-19: 67.64%2026-08-20: 72.09%2026-08-21: 61.14%2026-08-24: 63.87%2026-08-25: 62.82%2026-08-26: 61.81%2026-08-28: 58.57%2026-08-31: 58.78%2026-09-01: 59.47%2026-09-02: 74.00%2026-09-03: 70.21%2026-09-04: 61.27%2026-09-08: 73.16%2026-09-09: 75.54%2026-09-10: 77.15%2026-09-11: 67.84%2026-09-14: 71.69%2026-09-15: 71.80%2026-09-16: 73.43%2026-09-18: 67.13%2026-09-21: 72.43%2026-09-22: 69.89%2026-09-23: 69.60%2026-09-25: 66.86%2026-09-28: 71.99%2026-09-29: 70.97%2026-09-30: 70.36%2026-10-01: 74.66%2026-10-02: 66.30%2026-10-05: 66.49%2026-10-06: 68.00%2026-10-07: 65.21%2026-10-09: 68.46%2026-10-12: 73.17%2026-10-13: 79.82%2026-10-15: 83.05%2026-10-16: 80.79%2026-10-19: 86.17%2026-10-20: 88.46%2026-10-21: 86.70%2026-10-23: 94.50%2026-10-26: 102.47%2026-10-27: 101.16%2026-10-28: 105.46%2026-10-29: 111.67%2026-10-30: 114.00%Aug 14Sep 22Oct 30
49 observations2026-08-14 — 2026-10-30
Table
DateIV (%)
60.67%
64.69%
65.42%
67.64%
72.09%
61.14%
63.87%
62.82%
61.81%
58.57%
58.78%
59.47%
74.00%
70.21%
61.27%
73.16%
75.54%
77.15%
67.84%
71.69%
71.80%
73.43%
67.13%
72.43%
69.89%
69.60%
66.86%
71.99%
70.97%
70.36%
74.66%
66.30%
66.49%
68.00%
65.21%
68.46%
73.17%
79.82%
83.05%
80.79%
86.17%
88.46%
86.70%
94.50%
102.47%
101.16%
105.46%
111.67%
114.00%