RUN · Expected Move
Sunrun Inc
The expected move for RUN is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).
RUN straddle price & implied vol
60 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).
Current RUN Expected Move
30-Day Straddle
$1.45
7-Day Straddle
$0.45
30-Day ATM IV
90.4%
IV Rank
69%
Implied one-standard-deviation move through the next 30 days. Compare to RUN's realized
move over the same window to gauge whether options are pricing in too much (premium-selling regime)
or too little (premium-buying regime). The
Expected Move Tracker ranks every symbol by
this measure.
RUN Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261019 | $1.45 | $0.45 | 90.4% | 69% |
| 20261016 | $1.47 | $0.58 | 90.5% | 69% |
| 20261015 | $1.56 | $0.58 | 87.5% | 62% |
| 20261014 | $1.51 | $0.66 | 90.7% | 70% |
| 20261013 | $1.67 | $0.79 | 89.9% | 68% |
| 20261012 | $1.57 | $0.40 | 83.1% | 52% |
| 20261009 | $1.56 | $0.55 | 87.5% | 62% |
| 20261008 | $1.60 | $0.54 | 88.0% | 63% |
| 20261007 | $1.50 | $0.59 | 84.2% | 55% |
| 20261006 | $1.58 | $0.73 | 82.8% | 51% |
| 20261005 | $1.55 | $0.40 | 76.8% | 38% |
| 20261002 | $1.18 | $0.56 | 72.6% | 28% |
| 20261001 | $1.23 | $0.57 | 70.5% | 23% |
| 20260930 | $1.25 | $0.65 | 69.4% | 20% |
| 20260929 | $1.28 | $0.73 | 67.8% | 17% |
| 20260928 | $1.37 | $0.53 | 70.2% | 22% |
| 20260925 | $1.24 | $0.61 | 68.9% | 19% |
| 20260924 | $1.22 | $0.67 | 68.5% | 18% |
| 20260923 | $1.26 | $0.66 | 67.0% | 15% |
| 20260922 | $1.45 | $0.81 | 70.3% | 23% |
| 20260921 | $1.52 | $0.58 | 72.3% | 27% |
| 20260918 | $1.42 | $0.52 | 68.8% | 19% |
| 20260917 | $1.41 | $0.79 | 69.7% | 21% |
| 20260916 | $1.38 | $0.79 | 71.6% | 26% |
| 20260915 | $1.39 | $0.79 | 71.5% | 25% |
| 20260914 | $1.39 | $0.54 | 71.1% | 24% |
| 20260911 | $1.46 | $0.58 | 70.5% | 23% |
| 20260910 | $1.46 | $0.69 | 71.4% | 25% |
| 20260909 | $1.48 | $0.82 | 72.3% | 27% |
| 20260908 | $1.59 | $0.87 | 74.3% | 32% |
| 20260904 | $1.36 | $0.57 | 66.4% | 14% |
| 20260903 | $1.38 | $0.66 | 68.4% | 18% |
| 20260902 | $1.50 | $0.74 | 73.1% | 29% |
| 20260901 | $1.21 | $0.68 | 60.5% | 0% |
| 20260831 | $1.35 | $0.43 | 63.2% | 1% |
| 20260828 | $1.24 | $0.54 | 62.7% | 0% |
| 20260827 | $1.27 | $0.63 | 63.1% | 0% |
| 20260826 | $1.34 | $0.67 | 64.3% | 2% |
| 20260825 | $1.43 | $0.76 | 66.7% | 8% |
| 20260824 | $1.41 | $0.49 | 65.8% | 6% |
| 20260821 | $1.27 | $0.62 | 64.5% | 3% |
| 20260820 | $1.36 | $0.76 | 63.7% | 1% |
| 20260819 | $1.46 | $0.84 | 63.4% | 0% |
| 20260818 | $1.40 | $0.80 | 65.9% | 5% |
| 20260817 | $1.59 | $0.58 | 66.4% | 6% |
| 20260814 | $1.45 | $0.69 | 63.9% | 0% |
| 20260813 | $1.45 | $0.70 | 64.9% | 0% |
| 20260812 | $1.58 | $0.84 | 68.6% | 6% |
| 20260811 | $1.52 | $0.94 | 66.2% | 0% |
| 20260810 | $1.74 | $0.63 | 74.0% | 16% |
| 20260807 | — | — | 76.5% | 23% |
| 20260806 | $1.95 | $1.56 | 85.9% | 49% |
| 20260805 | $2.42 | $1.82 | 98.4% | 84% |
| 20260804 | $2.62 | $2.09 | 103.9% | 100% |
| 20260803 | $2.35 | $1.48 | 97.6% | 83% |
| 20260731 | $2.02 | $1.46 | 93.8% | 72% |
| 20260730 | $2.07 | $1.64 | 95.9% | 78% |
| 20260729 | $2.13 | $1.42 | 98.8% | 87% |
| 20260728 | $2.12 | $1.58 | 94.4% | 74% |
| 20260727 | $2.35 | $0.73 | 100.5% | 92% |
More on RUN
Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.