RUN Gamma Exposure, IV Rank & Implied Volatility
Sunrun Inc. (RUN) options data — GEX, IV rank, options chain & Greeks
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.
An IV rank near 25.7 (the value shown here is illustrative) would mean implied volatility is in roughly the 25.7th percentile of its 1-year range — low IV, premium-buying regime for long calls/puts and debit spreads. For today's live RUN IV rank from ORATS, open the dashboard.
Chart shows simulated data for display purposes. View the real RUN IV history on the live platform →
Comprehensive options market data for Sunrun Inc.
RUN Options at a Glance
What's Covered in This Guide
1 About Sunrun Inc. (RUN)
Sunrun Inc. (RUN) is a solar technology company listed on NASDAQ.
Company Profile
Key Dates
Sunrun Inc. is a Solar Technology) company in the Technology sector.
2 RUN Options Market Overview
RUN options provide trading opportunities for options traders.
Liquidity Assessment: Good
RUN options provide trading opportunities across multiple expirations.
3 RUN Implied Volatility & 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 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.
RUN 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:
4 Common RUN Options Strategies
These are strategies commonly used by traders on RUN options, based on typical market characteristics. This is not investment advice.
Popular for RUN shareholders seeking additional income.
Defined-risk directional exposure on RUN.
Range-bound strategy for RUN between events.
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
Frequently Asked Questions: 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.
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