Technology · Growth
RUN Implied Volatility, IV Rank & Options Chain
Sunrun Inc. (RUN) options data: IV rank, options chain, GEX and Greeks. Comprehensive options market data for Sunrun Inc.
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RUN options trade with implied volatility typically in the 40% - 90% range, averaging N/A in daily volume with good liquidity. Next earnings: See earnings calendar.
RUN implied volatility
As of 2026-10-26As of 2026-10-26, RUN's 30-day implied volatility is 93.6%, placing its 1-year IV percentile at 57.0 — above 57.0% of the past year's daily IV readings, a middle range, neutral between selling and buying premium.
RUN live chain, Greeks and GEX
TerminalEvery figure above is reference data. The live RUN chain, its Greeks, the gamma profile and the flow tape update through the session inside the Terminal.
RUN options at a glance
- Daily volume
- N/A
- IV range
- 40% - 90%
- Bid-ask spread
- N/A
- Expirations
- Weekly, monthly, LEAPS
- Open interest
- N/A
- Next earnings
- See earnings calendar
About Sunrun Inc. (RUN)
Sunrun Inc. (RUN) is a solar technology company listed on NASDAQ.
Company profile
- Sector
- Technology
- Industry
- Solar Technology
- Market cap
- See live data
- Exchange
- NASDAQ
Key dates
- Next earnings
- See earnings calendar
- Earnings frequency
- Quarterly
- Dividend schedule
- See company page
- Fiscal year end
- December
Sunrun Inc. is a Solar Technology) company in the Technology sector.
ApexVol Terminal
Options analytics, live.
Chains, IV rank, expected move and dealer positioning for 5,500+ US stocks and ETFs.
- Live chains and Greeks
- IV rank and percentile
- Expected move and GEX
- Screener and strategy P&L
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RUN options market overview
RUN options provide trading opportunities for options traders.
- Average daily volume
- N/A
- Total open interest
- N/A
- Put/call ratio
- N/A
- Typical ATM spread
- N/A
- Weekly options
- Not available
- LEAPS available
- Yes
Liquidity assessment: Good
RUN options provide trading opportunities across multiple expirations.
RUN implied volatility and IV rank
RUN implied volatility patterns reflect the solar technology sector dynamics.
Earnings impact
IV typically expands before earnings and contracts after the announcement.
The move options are pricing for the next report, and how the last 12 went: RUN earnings expected move.
The post-earnings volatility drop is known as IV crush. Holders of short RUN options should also understand early assignment risk around dividends and expiration.
Historical volatility vs IV
RUN IV generally trades near historical volatility, with premiums expanding around earnings.
Term structure
Typically upward sloping under normal conditions.
The smile, the term structure and the cone for RUN, on today's chain.
Open RUN in IV IntelligenceRUN gamma exposure (GEX)
Gamma Exposure analysis for RUN reveals dealer hedging dynamics at key strike levels.
- Typical GEX profile. RUN tends to operate in a positive gamma environment during normal conditions.
- Key levels.
- Dealer hedging.
Where the gamma sits on RUN right now, strike by strike.
See live RUN GEXCommon RUN options strategies
These are strategies commonly used by traders on RUN options, based on typical market characteristics. This is not investment advice.
Key considerations for RUN options
- Monitor RUN earnings dates for IV expansion/contraction patterns
- Consider the stock's beta when sizing options positions
- RUN options liquidity varies by expiration - prefer near-term and monthly expirations
RUN key events
Earnings months. January, April, July, October
RUN options data by API, or in Claude
Every number on this page is one request away. The implied volatility API returns RUN's IV rank and percentile, the gamma exposure API its dealer positioning by strike, and the chain API every strike with Greeks. Connected to the ApexVol MCP server, Claude, Cursor or ChatGPT can ask for them in plain English.
curl -H "Authorization: Bearer avmcp_YOUR_TOKEN" \
"https://apexvol.com/api/mcp/data/iv-rank/RUN"What is RUN's IV rank right now, and where is its gamma flip?
Claude calls get_iv_rank and get_gexTry GEX on RUN in the console, more prompts for RUN, or set the server up in Claude Desktop, Claude Code, Cursor or ChatGPT.
- Written by
- ApexVol Research Team
Quantitative options research. All calculations use live institutional-grade data — the same source professional volatility desks use. - Reviewed by
- Ryan Silk, ApexVol Founder
Reviewed for technical accuracy. 10+ years trading options; built ApexVol's pricing engine, Greeks model and IV-rank methodology.
Revised as market conditions and institutional data change. Last revised 2026-10-26. How we research →
Track this name's volatility weekly. The week's biggest IV movers and the expected earnings moves, straight from the data.
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Questions
Frequently asked
about RUN options.
What is RUN's typical implied volatility?
RUN implied volatility typically ranges from 40% - 90%. IV patterns are influenced by earnings, sector events, and market conditions.
Does RUN have weekly options?
Check with your broker, RUN may offer weekly options expirations.
What is RUN's options trading profile?
RUN (Sunrun Inc.) options trade with good liquidity, averaging N/A in daily volume, typical bid-ask spreads of N/A. Implied volatility typically falls in the 40% - 90% range. The position sits in the Technology category for portfolio diversification and options strategy design.
How does RUN implied volatility behave around earnings?
IV typically expands before earnings and contracts after the announcement. Next scheduled earnings: See earnings calendar. Traders often size short premium positions for the post-earnings IV crush, while long premium buyers should be aware that the IV decline can outweigh small directional moves.
What options strategies work well on RUN?
Popular strategies on RUN options include Covered Calls, Vertical Spreads, Iron Condors. Strategy selection depends on the current IV environment versus the 40% - 90% typical range, days to next earnings, and the trader's directional outlook. Higher IV regimes favour premium-selling strategies; lower IV regimes favour directional debit spreads or long premium plays.
What is RUN's gamma exposure (GEX)?
Gamma exposure (GEX) measures how options dealers' hedging of their net gamma position can influence RUN's intraday price action. RUN tends to operate in a positive gamma environment during normal conditions. Positive GEX tends to dampen volatility and create mean-reverting moves, while negative GEX can amplify swings. View live RUN GEX levels and the gamma-flip point on ApexVol.
What is RUN's IV rank?
RUN's IV rank shows where RUN's current implied volatility sits within its trailing 1-year range, scored 0–100. A reading near 100 means IV is near its yearly high — options are relatively expensive, which favors premium-selling strategies like credit spreads and iron condors. A reading near 0 means IV is near its yearly low, favoring premium-buying. RUN implied volatility typically ranges from 40% - 90%. Check RUN's live IV rank and percentile on ApexVol's IV analytics.
Keep reading
Where RUN
gets priced.
RUN analytics
Run it, do not just read it
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Everything on this page is the shape of RUN options. The Terminal shows you today's chain, its Greeks, the gamma profile and the flow tape as they move. Try the Terminal on AAPL without an account.
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