Share price$7.60
1D-1.5%
Sold putSold call
Sunrun Inc RUN
TECHNOLOGY · SOLARi
Market dataready · fetched 2026-10-21T17:48:04.656Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23
Calculation methodologyOptions 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 and implied move: recorded expiration-specific observations.
History dataPriceAlpaca · sip · 2026-10-21T17:47:59.405322906Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T17:48:04.232488+00:00
Sunrun Inc options
PutsExpensive2.03×
CallsCheap0.80×
SkewBearish+30.64 pp
Implied moveBearish±$0.40
TiltBalanced1.4% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 7.99 | 77.8% | 5.8% | 6.20 | 261.1% | 19.9% |
| 25Δ | 7.93 | 78.3% | 5.3% | 6.52 | 215.6% | 15.7% |
| 30Δ | 7.87 | 78.8% | 4.8% | 6.84 | 170.1% | 11.5% |
| 35Δ | 7.80 | 79.4% | 4.3% | 7.17 | 124.7% | 7.3% |
| 40Δ | 7.74 | 79.9% | 3.8% | 7.49 | 79.2% | 3.1% |
| 45Δ | 7.68 | 80.4% | 3.3% | 7.56 | 77.8% | 2.7% |
| 50Δ | 7.62 | 81.0% | 2.8% | 7.62 | 77.5% | 2.4% |
| 55Δ | 7.56 | 81.5% | 2.3% | 7.68 | 77.2% | 2.1% |
| 60Δ | 7.49 | 82.1% | 1.8% | 7.74 | 76.9% | 1.8% |
| 65Δ | 7.41 | 84.0% | 1.6% | 7.80 | 76.5% | 1.5% |
| 70Δ | 7.32 | 85.8% | 1.3% | 7.86 | 76.2% | 1.2% |
| 75Δ | 7.24 | 87.6% | 1.1% | 7.92 | 75.9% | 0.9% |
| 80Δ | 7.15 | 89.4% | 0.8% | 7.98 | 75.6% | 0.6% |
20Δ
- Pseudo strike
- 7.99
- IV
- 77.8%
- B/E move
- 5.8%
- Pseudo strike
- 6.20
- IV
- 261.1%
- B/E move
- 19.9%
25Δ
- Pseudo strike
- 7.93
- IV
- 78.3%
- B/E move
- 5.3%
- Pseudo strike
- 6.52
- IV
- 215.6%
- B/E move
- 15.7%
30Δ
- Pseudo strike
- 7.87
- IV
- 78.8%
- B/E move
- 4.8%
- Pseudo strike
- 6.84
- IV
- 170.1%
- B/E move
- 11.5%
35Δ
- Pseudo strike
- 7.80
- IV
- 79.4%
- B/E move
- 4.3%
- Pseudo strike
- 7.17
- IV
- 124.7%
- B/E move
- 7.3%
40Δ
- Pseudo strike
- 7.74
- IV
- 79.9%
- B/E move
- 3.8%
- Pseudo strike
- 7.49
- IV
- 79.2%
- B/E move
- 3.1%
45Δ
- Pseudo strike
- 7.68
- IV
- 80.4%
- B/E move
- 3.3%
- Pseudo strike
- 7.56
- IV
- 77.8%
- B/E move
- 2.7%
50Δ
- Pseudo strike
- 7.62
- IV
- 81.0%
- B/E move
- 2.8%
- Pseudo strike
- 7.62
- IV
- 77.5%
- B/E move
- 2.4%
55Δ
- Pseudo strike
- 7.56
- IV
- 81.5%
- B/E move
- 2.3%
- Pseudo strike
- 7.68
- IV
- 77.2%
- B/E move
- 2.1%
60Δ
- Pseudo strike
- 7.49
- IV
- 82.1%
- B/E move
- 1.8%
- Pseudo strike
- 7.74
- IV
- 76.9%
- B/E move
- 1.8%
65Δ
- Pseudo strike
- 7.41
- IV
- 84.0%
- B/E move
- 1.6%
- Pseudo strike
- 7.80
- IV
- 76.5%
- B/E move
- 1.5%
70Δ
- Pseudo strike
- 7.32
- IV
- 85.8%
- B/E move
- 1.3%
- Pseudo strike
- 7.86
- IV
- 76.2%
- B/E move
- 1.2%
75Δ
- Pseudo strike
- 7.24
- IV
- 87.6%
- B/E move
- 1.1%
- Pseudo strike
- 7.92
- IV
- 75.9%
- B/E move
- 0.9%
80Δ
- Pseudo strike
- 7.15
- IV
- 89.4%
- B/E move
- 0.8%
- Pseudo strike
- 7.98
- IV
- 75.6%
- B/E move
- 0.6%
Options history
Table
| Date | IV |
|---|---|
| 87.01% | |
| 87.92% |