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RUN - Sunrun
Implied Volatility Analysis

Implied Volatility:
74.2%
Put/Call-Ratio:
0.95

Sunrun has an Implied Volatility (IV) of 74.2% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for RUN is 7 and the Implied Volatility Percentile (IVP) is 2. The current Implied Volatility Index for RUN is -1.72 standard deviations away from its 1 year mean.

Market Cap$6.71B
Next Earnings Date2/16/2023 (81d)
Implied Volatility (IV) 30d
74.15
Implied Volatility Rank (IVR) 1y
6.73
Implied Volatility Percentile (IVP) 1y
2.38
Historical Volatility (HV) 30d
109.08
IV / HV
0.68
Open Interest
268.57K
Option Volume
3.79K
Put/Call Ratio (Volume)
0.95

Data was calculated after the 11/25/2022 closing.

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