Tour v344
RUN
SUNRUN INC
$12.14 -4.93%
7/16 18:04

Option Volume

Detail
Current (07/16) 58,307
Calls: 53,863 (92%)
Puts: 4,444 (8%)
Prior (07/15) 13,829
Calls: 10,834 (78%)
Puts: 2,995 (22%)
Current vs Prior +321.63%
Calls: +397.17% (Calls)
Puts: +48.38% (Puts)
Prior 7-Day Total 301,220
Calls: 245,969 (82%)
Puts: 55,251 (18%)
Prior 7-Day Average 43,031
Calls: 35,138 (82%)
Puts: 7,893 (18%)
Current vs Prior 7-Day Avg +35.50%
Calls: +53.29%
Puts: -43.70%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/16) $5.16M
Calls: $4.21M (81%)
Puts: $956.6K (19%)
Prior (07/15) $1.95M
Calls: $846.0K (43%)
Puts: $1.11M (57%)
Current vs Prior +164.55%
Calls: +397.22%
Puts: -13.49%
Prior 7-Day Total $32.81M
Calls: $22.38M (68%)
Puts: $10.43M (32%)
Prior 7-Day Average $4.69M
Calls: $3.20M (68%)
Puts: $1.49M (32%)
Current vs Prior 7-Day Avg +10.18%
Calls: +31.59%
Puts: -35.77%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/16) 0.08
Prior (07/15) 0.28
Current vs Prior -70.15%
Prior 7-Day Average 0.34
Current vs Prior 7-Day Avg -75.66%
Sentiment BULLISH

Open Interest

Detail
Current (07/16) 569,891
Calls: 421,923 (74%)
Puts: 147,968 (26%)
Prior (07/15) 306,373
Calls: 249,132 (81%)
Puts: 57,241 (19%)
Current vs Prior +86.01%
Prior 7-Day Total 3,293,014
Calls: 2,478,154 (75%)
Puts: 814,860 (25%)
Prior 7-Day Average 470,430
Calls: 354,022 (75%)
Puts: 116,408 (25%)
Current vs Prior 7-Day Avg +21.14%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/17) | Next (07/24)Expiry (07/17) | Next (08/21)
Current 6.84% | 11.86%6.84% | 23.31%
Prior 7.83% | 11.98%7.83% | 22.87%
Current vs Prior -12.69% | -1.00%-12.69% | +1.95%
Prior 7-Day Avg 9.09% | 13.18%11.27% | 24.84%
Current vs 7-Day Avg -24.76% | -9.98%-39.34% | -6.14%
Prior 7-Day Eod 7.83% | 11.98%7.83% | 22.87%
Current vs 7-Day Eod -12.69% | -1.00%-12.69% | +1.95%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 24.17% | 11.73%
Calls: 16.67% | 14.81%
Puts: 31.67% | 8.64%
Prior 25.52% | 9.34%
Calls: 34.69% | 11.27%
Puts: 16.36% | 7.41%
Current vs Prior -5.29% | +25.59%
Prior 7-Day Avg 20.04% | 9.33%
Calls: 16.11% | 9.60%
Puts: 23.98% | 9.05%
Current vs 7-Day Avg +20.58% | +25.76%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 81% of dollar volume in calls ($4.21M) vs puts ($956.6K). Massive premium surge with dollar volume up 165% vs prior. Unusually high activity with volume up 322% vs prior - elevated interest. Extreme bullish P/C ratio of 0.08 - heavy call buying (53,863 calls vs 4,444 puts).

Smart Money BULLISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BEARISH
7-Day Avg BULLISH
Current BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH

📈 Options Analysis

🎯 Tightest Spreads
💰 Best Value Under $1
📊 High Delta (ITM)
🔥 High Volume
Backwardation
📈 Debit Spreads
📉 Credit Spreads
📅 Calendar Spreads
Straddles
🔀 Strangles
🦅 Iron Condors
🦋 Butterflies
⚖️ Ratio Spreads
🛡️ Covered Calls

Options with the tightest bid-ask spreads (<10%). Lower spreads = better fills and less slippage. Showing top 11 of results (avg 7.8%, best 2.7%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$13.00Aug 211.101.13$1.122.7%15.6K0.4712.7K
$13.00Jul 240.250.26$0.263.8%8270.302.4K
$11.50Jul 240.921.00$0.968.3%10.6963
$11.00Aug 71.741.91$1.839.3%200.7025
$12.50Jul 240.400.44$0.429.5%880.432.5K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$14.00Aug 72.342.53$2.437.8%10.6733
$14.50Aug 142.823.05$2.937.8%--0.6912
$14.00Aug 142.432.64$2.548.3%--0.6529
$13.00Aug 211.832.00$1.928.9%3520.532.5K
$14.00Aug 212.512.75$2.639.1%190.61654

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 11 found (avg $0.57, cheapest $0.06)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$13.50Jul 240.140.16$0.1513.3%280.20119
$13.00Jul 240.250.26$0.263.8%8270.302.4K
$12.50Jul 240.400.44$0.429.5%880.432.5K
$12.00Jul 240.610.69$0.6512.3%1060.561.3K
$14.00Aug 210.780.93$0.8617.4%840.3811.5K
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$10.00Jul 240.050.06$0.0616.7%200.07314
$12.00Jul 240.450.54$0.5018.0%1320.44839
$11.00Aug 70.620.75$0.6918.8%3460.30322
$12.50Jul 240.730.85$0.7915.2%1260.57346

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 41 found (avg delta 0.73, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$10.00Jul 171.782.38$2.0828.8%351.00151
$10.50Jul 170.792.37$1.58100.0%131.0019
$10.00Jul 311.912.52$2.2227.5%210.878
$11.50Jul 170.500.75$0.6339.7%220.86167
$11.00Jul 170.951.25$1.1027.3%190.85135
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$14.50Jul 172.312.88$2.6021.9%720.9846
$14.00Jul 171.652.23$1.9429.9%50.963.4K
$13.50Jul 171.321.78$1.5529.7%50.94332
$14.50Jul 242.382.66$2.5211.1%--0.91192
$13.00Jul 170.791.22$1.0043.0%1380.891.3K

Most actively traded options today. High liquidity = easy entry/exit. 72 active (total vol 23.7K, top 15.6K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$13.00Aug 211.101.13$1.122.7%15.6K0.4712.7K
$12.50Jul 170.050.29$0.17141.2%8770.334.1K
$13.00Jul 240.250.26$0.263.8%8270.302.4K
$13.00Jul 170.020.05$0.0475.0%4270.115.0K
$12.00Jul 310.810.96$0.8916.9%3550.56233
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$11.50Jul 170.020.08$0.05120.0%7470.154.0K
$13.00Aug 211.832.00$1.928.9%3520.532.5K
$11.00Aug 70.620.75$0.6918.8%3460.30322
$11.00Jul 170.010.18$0.10170.0%2750.151.1K
$12.00Aug 70.991.18$1.0917.4%2020.43278

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 19 strikes (avg 55.9%, max 111.8%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$11.00Jul 17Aug 21194.0%92.9%108.8%21243
$10.00Jul 17Aug 21175.2%93.6%87.3%35274
$14.00Jul 17Aug 28159.9%93.7%70.5%26413.3K
$12.50Jul 17Jul 31131.9%82.0%60.8%9115.3K
$13.50Jul 17Jul 31134.7%85.2%58.1%2592.4K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$11.00Jul 17Aug 28194.0%91.6%111.8%2851.1K
$10.00Jul 17Aug 28175.2%93.4%87.7%10553
$10.50Jul 17Jul 31152.1%86.5%75.8%14677
$14.00Jul 17Aug 28159.9%93.7%70.5%53.4K
$13.50Jul 17Jul 24134.7%79.6%69.3%10382

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 44 found (best R:R 3.55, avg 1.72)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$13.00$13.50Jul 24$0.11$0.39$0.113.55$13.11
$12.00$12.50Jul 17$0.12$0.38$0.123.17$12.12
$14.00$14.50Aug 7$0.12$0.38$0.123.17$14.12
$12.50$13.00Jul 17$0.13$0.37$0.132.85$12.63
$13.00$13.50Jul 31$0.13$0.37$0.132.85$13.13
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$12.00$11.50Jul 17$0.12$0.38$0.123.17$11.88
$11.00$10.50Jul 31$0.12$0.38$0.123.17$10.88
$11.00$10.00Aug 7$0.24$0.76$0.243.17$10.76
$11.50$11.00Jul 24$0.14$0.36$0.142.57$11.36
$11.00$10.00Aug 14$0.33$0.67$0.332.03$10.67

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 54 found (best R:R 6.69, avg 1.26)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$10.00$11.00Jul 31$0.87$0.87$0.136.69$10.87
$10.00$11.00Aug 7$0.85$0.85$0.155.67$10.85
$11.50$12.00Jul 17$0.34$0.34$0.162.13$11.84
$11.50$12.00Jul 24$0.31$0.31$0.191.63$11.81
$10.00$11.00Aug 21$0.61$0.61$0.391.56$10.61
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$14.00$13.50Jul 17$0.39$0.39$0.113.55$13.61
$14.50$14.00Aug 14$0.39$0.39$0.113.55$14.11
$12.50$12.00Jul 17$0.37$0.37$0.132.85$12.13
$14.00$13.00Aug 7$0.71$0.71$0.292.45$13.29
$14.00$13.00Aug 14$0.71$0.71$0.292.45$13.29

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 14 found (avg debit $0.23, cheapest $0.08)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$14.00Jul 17Jul 24$0.12159.9%94.5%
$13.50Jul 17Jul 24$0.13134.7%79.6%
$10.00Jul 17Jul 31$0.14175.2%89.6%
$13.00Jul 17Jul 24$0.22111.4%79.4%
$12.50Jul 17Jul 24$0.25131.9%80.2%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$10.50Jul 17Jul 24$0.08152.1%84.9%
$11.00Jul 17Jul 24$0.08194.0%84.7%
$13.50Jul 17Jul 24$0.17134.7%79.6%
$12.50Jul 17Jul 24$0.25131.9%80.2%
$11.50Jul 17Jul 24$0.27103.4%83.8%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 40 found (cheapest 3.79% of stock, avg 17.66%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$12.00Jul 17$0.29$0.17$0.46$11.54$12.463.79%
$11.50Jul 17$0.63$0.05$0.68$10.82$12.185.60%
$12.50Jul 17$0.17$0.54$0.71$11.79$13.215.85%
$13.00Jul 17$0.04$1.00$1.04$11.96$14.048.57%
$12.00Jul 24$0.65$0.50$1.15$10.85$13.159.47%
$11.00Jul 17$1.10$0.10$1.20$9.80$12.209.88%
$12.50Jul 24$0.42$0.79$1.21$11.29$13.719.97%
$11.50Jul 24$0.96$0.32$1.28$10.22$12.7810.54%
$13.00Jul 24$0.26$1.03$1.29$11.71$14.2910.63%
$13.50Jul 17$0.02$1.55$1.57$11.93$15.0712.93%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 84 found (cheapest 0.58% of stock, avg 7.16%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$13.50$11.50Jul 17$0.02$0.05$0.07$11.43$13.57
$13.00$11.50Jul 17$0.04$0.05$0.09$11.41$13.09
$14.50$10.00Jul 24$0.05$0.06$0.11$9.89$14.61
$13.50$11.00Jul 17$0.02$0.10$0.12$10.88$13.62
$13.00$11.00Jul 17$0.04$0.10$0.14$10.86$13.14
$14.50$10.50Jul 24$0.05$0.09$0.14$10.36$14.64
$13.50$12.00Jul 17$0.02$0.17$0.19$11.81$13.69
$14.00$10.00Jul 24$0.14$0.06$0.20$9.80$14.20
$13.00$12.00Jul 17$0.04$0.17$0.21$11.79$13.21
$13.50$10.00Jul 24$0.15$0.06$0.21$9.79$13.71

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 27 found (best R:R 3.17, avg credit $0.47)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
12/1213/14Jul 31$0.38$0.123.17$12.12$13.38
12/1314/14Aug 7$0.75$0.253.00$12.25$14.75
10/1112/13Aug 21$0.75$0.253.00$10.25$12.75
11/1212/12Jul 24$0.37$0.132.85$11.13$12.37
12/1212/13Jul 31$0.37$0.132.85$11.63$12.87
10/1112/13Aug 14$0.74$0.262.85$10.26$12.74
11/1213/14Aug 14$0.74$0.262.85$11.26$13.74
11/1213/14Aug 21$0.73$0.272.70$11.27$13.73
10/1112/12Jul 31$0.36$0.142.57$10.64$12.36
11/1213/14Aug 7$0.69$0.312.23$11.31$13.69

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 40 found (best R:R 11.50, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$10.00$11.00$12.00Aug 21$0.08$0.9211.50
$12.00$13.00$14.00Aug 7$0.09$0.9110.11
$12.00$13.00$14.00Aug 14$0.11$0.898.09
$11.00$12.00$13.00Aug 14$0.13$0.876.69
$12.00$13.00$14.00Aug 21$0.13$0.876.69
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$12.00$13.00$14.00Aug 7$0.08$0.9211.50
$10.50$11.00$11.50Jul 24$0.05$0.459.00
$10.50$11.00$11.50Jul 31$0.05$0.459.00
$12.00$13.00$14.00Aug 14$0.10$0.909.00
$10.00$11.00$12.00Aug 14$0.11$0.898.09

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 55 found (best net $-0.12, 49 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$13.00$14.001:2Aug 7-$0.30$0.70
$13.00$14.001:2Aug 14-$0.38$0.62
$11.00$12.001:2Jul 31-$0.43$0.57
$10.00$11.001:2Jul 31-$0.48$0.52
$12.00$13.001:2Aug 7-$0.50$0.50
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$11.00$10.001:2Aug 14-$0.12$0.88
$11.00$10.001:2Aug 21-$0.13$0.87
$11.00$10.001:2Aug 7-$0.21$0.79
$11.00$10.001:2Aug 28-$0.23$0.77
$12.00$11.001:2Aug 7-$0.29$0.71

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 18 found (best yield 9.06%, avg 4.24%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$13.00Aug 21$1.100.477.1%9.06%16.14%15.6K12.7K
$13.00Aug 28$1.060.487.1%8.73%15.82%--13
$13.00Aug 14$0.860.457.1%7.08%14.17%1915
$14.00Aug 21$0.780.3815.3%6.43%21.75%8411.5K
$13.00Aug 7$0.760.447.1%6.26%13.34%196252
$14.00Aug 28$0.760.3915.3%6.26%21.58%5065
$12.50Jul 31$0.580.463.0%4.78%7.74%341.2K
$14.00Aug 14$0.580.3515.3%4.78%20.10%29115
$14.00Aug 7$0.490.3315.3%4.04%19.36%16134
$13.00Jul 31$0.410.377.1%3.38%10.46%503.5K

Current 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
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Prior's 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
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Current Put/Call Breakdown

Total Calls 53,863
Total Puts 4,444
Put/Call Ratio 0.08
Net Difference 49,419

Prior's Put/Call Breakdown

Total Calls 10,834
Total Puts 2,995
Put/Call Ratio 0.28
Net Difference 7,839

Prior 7-Day Put/Call Summary

Total Calls 245,969
Total Puts 55,251
Average Put/Call Ratio 0.34
Ratio Trend Falling

Daily Put/Call History (Last 7 Days)

Date Calls Puts Ratio Net Diff
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Upcoming Earnings - 2 Weeks Prior

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Upcoming Earnings - 1 Week Prior

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Earnings This Week

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Earnings - Day Before / Day After

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Options Activity Around Earnings

Ticker Earnings Date Days Away Call Volume Put Volume IV Rank
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Chart Title

Price — Past 7 Days

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