Technology Growth Reference Data Updated 2026-05-31

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.

IV Rank 25.7 /100
IV 31.6%
Simulated data for display · open live RUN on the platform →

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.

IV History (Simulated · Illustrative Only) Range 23.85%48.55%

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

Daily Volume: N/A
Bid-Ask Spread: N/A
Open Interest: N/A
IV Range: 40% - 90%
Expirations: Weekly, Monthly, LEAPS
Next Earnings: See earnings calendar
Liquidity
Good
IV Range
40% - 90%
Weeklies
No

1 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.

2 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.

3 RUN Implied Volatility & IV Rank

RUN implied volatility patterns reflect the solar technology sector dynamics.

Low IV Environment
40% - 52%
Below average volatility
Typical IV Range
52% - 77%
Normal conditions
Elevated IV
77% - 90%
Above average volatility

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.

View RUN Volatility Lab

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:

View Live RUN GEX

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.

Vertical Spreads Directional

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.

RUN Key Events

Earnings Months
January April July October

Related Tickers

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Written by
ApexVol Research Team
Quantitative options research
All calculations use live ORATS institutional data — the same source used by professional volatility desks.
RS
Technical reviewer
Ryan Silk, ApexVol Founder
Reviewed for technical accuracy
10+ years trading options. Built ApexVol's pricing engine, Greeks model, and IV-rank methodology.
This guide is updated as market conditions and ORATS data change. Last revised 2026-05-31. How we research →

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