What is RUN's IV rank?

At the last close, RUN's IV rank was 33 with 30-day implied volatility of 74.1%. IV sits 33% of the way from its one-year low to its one-year high. Its IV percentile was 26: IV is higher than 26% of the past year's readings.

What is the expected move for RUN?

Based on the last close, options expiring Dec 11, 2026 priced a one standard deviation move of $1.77 (20.5%), a range of $6.86 to $10.40. Roughly two times in three, the stock would finish inside that range if the options are priced fairly.

Which option screens have trades on RUN?

At the last close, these OptionClaws preset screens had passing trades on RUN: Bull Call Spreads on High-Beta Names (46), Long Call Butterflies for Pinning (22), Bear Put Spreads Below the 200-Day (19), Married Put Protection (1). Open a screen in the app to see the individual trades, refreshed intraday.

Is RUN option volume above average?

At the last close, RUN option volume was 0.3x its average, much quieter than usual.

RUN options: IV rank, expected move and trade screens

Sunrun Inc. · Industrials

In the app, stock prices are live and options data is refreshed intraday.

RUN last closed at $8.63 with 30-day implied volatility of 74.1%. That is in the lower half of its one-year range (IV rank 33), so premiums are on the modest side for RUN. Measured by IV percentile, IV is higher than 26% of the past year's readings. Options expiring Dec 11 (28 days out) price a one standard deviation move of about $1.77, or 20.5%.

The price is above its 50-day moving average (+5.9%) but still below its 200-day (-27.6%). It is 59.7% below its 52-week high and 25.3% above its 52-week low. The 14-day RSI of 52.5 is between 30 and 70, neither overbought nor oversold. The 14-day average true range is $0.64, about 7.5% of the price, a measure of a typical day's range.

Option volume at the close (5.42K contracts) was 0.3x its average, much quieter than usual. A beta of 1.99 means RUN has tended to move about 2.0 times as much as the broad market. 4 of our preset screens found trades on RUN at the close, led by Bull Call Spreads on High-Beta Names with 46 trades.

RUN stats at the close

Price: $8.63; Market cap $2.09B
Implied volatility: 74.1%; 30-day, at the money
IV rank: 33; IV sits 33% of the way from its one-year low to its one-year high.
IV percentile: 26; IV is higher than 26% of the past year's readings.
ATR (14-day): $0.64; 7.5% of the price on a typical day
RSI (14-day): 52.5; Between 30 and 70, neutral
52-week range: -59.7% from high; +25.3% from the 52-week low
Moving averages: +5.9% vs 50-day; -27.6% vs the 200-day
Beta: 1.99; Sensitivity to the broad market
Option volume: 0.3x avg; 5.42K contracts vs 18.5K average

RUN expected move by expiration

Expected move = price x at-the-money IV x the square root of (days to expiration / 365), a one standard deviation range. The straddle is the at-the-money call plus put, the market's own price for a move. Compare expected moves across stocks.

Expiration	IV	Expected move	1 SD range	Straddle
Nov 20, 20267 days	77.9%	±$0.93 (10.8%)	$7.70 to $9.56	$0.75
Dec 11, 202628 days	74.2%	±$1.77 (20.5%)	$6.86 to $10.40	$1.47
Jan 15, 202763 days	72.7%	±$2.60 (30.2%)	$6.03 to $11.23	$2.12
Feb 19, 202798 days	76.6%	±$3.43 (39.7%)	$5.20 to $12.06	$2.76

Each expiration has its own implied volatility, and short-dated IV reacts more to near-term events, so the nearest expiration can differ a lot from the 30-day figure.

Trades that pass our screens as of the close

Counts and ranges for RUN from our preset scans at the last close. Open a preset in the app to see each trade with its strikes, prices, and risk, refreshed intraday. Income strategies show annualized return; the rest show return on risk.

Bull Call Spreads on High-Beta Names

Bull Call Spread

46 trades pass on RUN

Return on risk: 108.3% to 1,000%+
Probability of profit: 25.8% to 51.8%

Bull call spread screener

Long Call Butterflies for Pinning

Call Butterfly

22 trades pass on RUN

Return on risk: 78.6% to 809.1%
Probability of profit: 25.3% to 79.0%

Butterfly spread screener

Bear Put Spreads Below the 200-Day

Bear Put Spread

19 trades pass on RUN

Return on risk: 47.1% to 272.7%
Probability of profit: 43.1% to 67.8%

Bear put spread screener

Married Put Protection

Married Put

1 trade passes on RUN

Probability of profit: 39.2%

Married put screener

RUN options FAQ

What is RUN's IV rank?: At the last close, RUN's IV rank was 33 with 30-day implied volatility of 74.1%. IV sits 33% of the way from its one-year low to its one-year high. Its IV percentile was 26: IV is higher than 26% of the past year's readings.
What is the expected move for RUN?: Based on the last close, options expiring Dec 11, 2026 priced a one standard deviation move of $1.77 (20.5%), a range of $6.86 to $10.40. Roughly two times in three, the stock would finish inside that range if the options are priced fairly.
Which option screens have trades on RUN?: At the last close, these OptionClaws preset screens had passing trades on RUN: Bull Call Spreads on High-Beta Names (46), Long Call Butterflies for Pinning (22), Bear Put Spreads Below the 200-Day (19), Married Put Protection (1). Open a screen in the app to see the individual trades, refreshed intraday.
Is RUN option volume above average?: At the last close, RUN option volume was 0.3x its average, much quieter than usual.

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Market data as of the prior close, for information and education only. Not investment advice. Options involve substantial risk and are not suitable for every investor. See our Terms of Service.