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RUN - Sunrun
Implied Volatility Analysis

Implied Volatility:
89.9%
Put/Call-Ratio:
1.25

Sunrun has an Implied Volatility (IV) of 89.9% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for RUN is 42 and the Implied Volatility Percentile (IVP) is 63. The current Implied Volatility Index for RUN is 0.34 standard deviations away from its 1 year mean.

Market Cap$4.04B
Next Earnings Date5/3/2023 (31d)
Implied Volatility (IV) 30d
89.86
Implied Volatility Rank (IVR) 1y
42.35
Implied Volatility Percentile (IVP) 1y
63.49
Historical Volatility (HV) 30d
81.94
IV / HV
1.10
Open Interest
347.43K
Option Volume
29.41K
Put/Call Ratio (Volume)
1.25

Data was calculated after the 3/31/2023 closing.

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