RUNSunrun Inc
Options Analysis Report•MISCELLANEOUS ELECTRICAL MACHINERY, EQUIPMENT & SUPPLIES
Market Cap $2.9B|NASDAQ
● 2026-04-17$12.40
NEUTRAL
Analysis: 2026-04-16 EOD data
1Y +88.7%YTD -36.2%7D -6.6%
Options Vol
12,845
30D
Implied Move
±25.6%
IV Rank
22%
RUN Options Overview
IV is elevated. Conditions favor premium sellers.
REWARDS
RISK ANALYSIS
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Value
Is IV priced right?
3.7
ExpensiveCheap
Measures whether options are cheap, fair, or rich relative to historical and peer
IV
levels.Risk Checks2/9 checks passed
IV Rank
≤35%IV Rank 87.6% — elevated vs history
IV/HV Ratio
<1.05xIV/HV 1.27x — IV premium over HV
Sector Relative≤50%
Sector percentile 89% — above sector median
Term Structure
<1.1xFront/Back 0.89x — contango
Skew Normal
<1.25xPut/Call IV 1.16x — elevated
Absolute IV
<80%ATM IV 85.7% — crisis-level IV
Spread-Adjusted Value
<80%Effective IV 108.7% (ATM 85.7% + spread 11.5% + bias) — expensive
Execution Efficiency
<3.0%Total drag 17.46% (spread 11.52% + slippage 5.94%) — high friction
Vega Efficiency
≥5.0Vega efficiency 2.37 (vega 2.725 / spread 11.52%) — spread drag
Sentiment
Bullish or bearish?
6.7
BearishBullish
Analyzes
put/call ratios
, open interest skew
, and flow direction to determine market bias.Risk ChecksNeutral - Weak signal (Conviction: +6%, Raw: -4%)
Flow Direction
|net sentiment| ≥25%Conviction-weighted: +6% (neutral) — Raw: -4%
OI Skew Magnitude
≥15%|OI skew| 9.1% — balanced
Volume-OI Alignment
Same sign, |vol skew| ≥10%Vol skew +49.4%, OI skew +9.1% — aligned
Conviction Quality
≥2/3 conditions0-DTE 25%, far-OTM 15%, avg DTE 30
OI Momentum
|change| ≥3%OI change +0.0% (5d) — stable
Smart Money Flow
|weighted flow| ≥20%ITM: +4%, ATM: -17%, OTM: -2% — neutral (ITM/ATM divergent)
Sector Relative≤40% or ≥60%
Sector P/C percentile 47% — neutral vs sector
Activity
Unusual activity?
4.6
QuietActive
Detects volume surges,
block trades
, and unusual options activity that may signal moves.Risk Checks2/9 checks passed
Volume Surge
≥1.5xVolume 1.1x avg — normal
Turnover Rate
≥15%Vol/OI 3.9% — normal turnover
Strike Concentration
≥60%Top 3 strikes = 50% — dispersed
Multi-Day Persistence
≥2 days1 day(s) elevated — may be one-day event
OI Build
≥5%OI change +8.7% (5d) — building
Sector Relative≥60%
Sector activity percentile 73% — active vs sector
Trade Quality
≥30%Large trade volume 27% — mixed
Execution Urgency
≥60%Aggressive execution 44% — patient
Flow Conviction
≥30Conviction +6 (bullish) — mixed
Liquidity
Can I trade efficiently?
4.0
IlliquidLiquid
Evaluates
bid-ask spreads
, volume depth, and open interest for trade execution quality.Risk Checks3/8 checks passed
Tradeable Spread
≤5.0%Spread 11.5% — wide
Adequate OI
≥10,000OI 333,970 — deep
Active Volume
≥500Volume 12,845/day — active
Reasonable Cost
≤$0.50$0.58 to cross — expensive
Strike Coverage
≥5 strikes0 liquid strikes — limited options
Sector Relative≤40%
Sector spread percentile 94% — much wider than sector
Order Book Depth
≥100 contractsDepth 514.9 contracts (bid:267.4 ask:247.5) — deep
Execution Quality
<1.0%Avg slippage 5.94% — poor
Timing
Is now a good time?
7.6
RiskyFavorable
Considers earnings proximity,
time decay
, and event calendar for optimal entry timing.Risk Checks7/9 checks passed
Term Structure Clarity
|slope| ≥5%Slope -11.4% — contango
IV Percentile Clarity
<30 or >70IV percentile 88% — seller opportunity
Event Detection
≥10pts kinkIV kink -13.6pts — no clear event
Theta/Vega Clarity
<0.5 or >2.0θ/ν ratio 280.98 — favors income trades
Expiration Distribution
≥3 expirations5 liquid expirations — flexible
Event Risk
≥60% (safe)safe window: No earnings detected
Spread Momentum
<1.2 ratioSpread ratio 1.00x — stable
Flow Momentum
≥25% strength + ≥50% consistencyFlow +6% @ 53% consistency — unclear
Smart Money Timing
≥40 composite scoreScore 57 (ITM 20% + inst 27%) — moderate institutional
Directional Strategy Fit
Option Buyers
Long Calls5.4
bullishIV expensive, bullish flow
Long Puts4.2
bearishIV expensive, bullish flow
Premium Sellers
Cash-Secured Put6.2
bullishIV rich premium, bullish flow
Covered Call5.0
bearishIV rich premium, bullish flow
For educational purposes only. Not investment advice.