Tour v366
RUN
SUNRUN INC
$11.44 -3.46%
$11.45 (+0.08%)🌙
as of 07/20 06:04 PM
7/20 18:04

Option Volume

Detail
Current (07/20) 11,437
Calls: 3,905 (34%)
Puts: 7,532 (66%)
Prior (07/17) 20,722
Calls: 14,297 (69%)
Puts: 6,425 (31%)
Current vs Prior -44.81%
Calls: -72.69% (Calls)
Puts: +17.23% (Puts)
Prior 7-Day Total 184,794
Calls: 143,366 (78%)
Puts: 41,428 (22%)
Prior 7-Day Average 26,399
Calls: 20,480 (78%)
Puts: 5,918 (22%)
Current vs Prior 7-Day Avg -56.68%
Calls: -80.93%
Puts: +27.27%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/20) $1.63M
Calls: $238.1K (15%)
Puts: $1.40M (85%)
Prior (07/17) $2.24M
Calls: $1.12M (50%)
Puts: $1.11M (50%)
Current vs Prior -26.87%
Calls: -78.83%
Puts: +25.74%
Prior 7-Day Total $20.33M
Calls: $11.84M (58%)
Puts: $8.49M (42%)
Prior 7-Day Average $2.90M
Calls: $1.69M (58%)
Puts: $1.21M (42%)
Current vs Prior 7-Day Avg -43.70%
Calls: -85.92%
Puts: +15.21%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (07/20) 1.93
Prior (07/17) 0.45
Current vs Prior +329.20%
Prior 7-Day Average 0.36
Current vs Prior 7-Day Avg +428.60%
Sentiment BEARISH

Open Interest

Detail
Current (07/20) 487,322
Calls: 358,382 (74%)
Puts: 128,940 (26%)
Prior (07/17) 574,721
Calls: 426,572 (74%)
Puts: 148,149 (26%)
Current vs Prior -15.21%
Prior 7-Day Total 3,452,790
Calls: 2,617,035 (76%)
Puts: 835,755 (24%)
Prior 7-Day Average 493,255
Calls: 373,862 (76%)
Puts: 119,393 (24%)
Current vs Prior 7-Day Avg -1.20%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/24) | Next (07/31)Expiry (08/21) | Next (09/18)
Current 10.05% | 14.25%25.00% | 28.23%
Prior 11.22% | 14.51%4.47% | 23.04%
Current vs Prior -10.43% | -1.84%+458.96% | +22.56%
Prior 7-Day Avg 9.05% | 12.93%8.87% | 23.87%
Current vs 7-Day Avg +11.11% | +10.19%+181.72% | +18.29%
Prior 7-Day Eod 11.22% | 14.51%4.47% | 23.04%
Current vs 7-Day Eod -10.43% | -1.84%+458.96% | +22.56%
Sentiment BULLISHBEARISH

Relative Spread

Detail
Expiry | Next
Current 20.66% | 14.48%
Calls: 28.07% | 16.88%
Puts: 13.24% | 12.09%
Prior 42.90% | 10.74%
Calls: 31.25% | 8.75%
Puts: 54.55% | 12.73%
Current vs Prior -51.84% | +34.82%
Prior 7-Day Avg 26.45% | 9.99%
Calls: 20.06% | 10.36%
Puts: 32.84% | 9.62%
Current vs 7-Day Avg -21.88% | +44.88%
Liquidity Expensive
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🤖 AI Insights

Strong bearish conviction with 85% of dollar volume in puts ($1.40M) vs calls ($238.1K). Below-average activity with volume down 45% vs prior. Extreme bearish P/C ratio of 1.93 - heavy put buying. P/C ratio rising 329% - increased hedging/bearish positioning.

Smart Money BEARISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH
Current BEARISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BEARISH
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 12 of results (avg 7.1%, best 4.2%)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$10.00Aug 212.032.23$2.139.4%340.74129
$13.00Aug 210.700.77$0.749.5%690.386.9K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$12.50Jul 241.161.21$1.194.2%2580.79707
$11.00Aug 70.860.90$0.884.5%320.40608
$12.50Jul 311.321.40$1.365.9%2470.6859
$13.50Aug 72.392.54$2.476.1%60.71--
$13.00Aug 212.162.31$2.246.7%50.622.8K

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 15 found (avg $0.64, cheapest $0.12)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$13.00Aug 210.700.77$0.749.5%690.386.9K
$12.00Aug 70.850.98$0.9214.1%860.47211
$11.00Jul 310.871.01$0.9414.9%60.6474
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$10.50Jul 240.110.12$0.128.3%1.2K0.18344
$11.00Jul 240.230.25$0.248.3%2.5K0.321.3K
$10.50Jul 310.260.30$0.2814.3%2010.2541
$11.00Jul 310.420.49$0.4515.6%900.36352
$11.50Jul 240.420.51$0.4719.1%1160.50205

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 32 found (avg delta 0.68, highest 0.93)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$10.00Jul 241.301.95$1.6339.9%20.928
$10.00Jul 311.472.01$1.7431.0%--0.8329
$10.50Jul 240.801.66$1.2369.9%10.827
$10.00Aug 141.682.13$1.9023.7%--0.7611
$10.00Aug 71.722.02$1.8716.0%--0.7515
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$13.50Jul 241.712.21$1.9625.5%120.9355
$13.00Jul 241.241.65$1.4428.5%100.87539
$13.50Jul 311.462.53$2.0053.5%20.836
$12.50Jul 241.161.21$1.194.2%2580.79707
$13.00Jul 311.581.80$1.6913.0%4520.76300

Most actively traded options today. High liquidity = easy entry/exit. 62 active (total vol 8.5K, top 2.5K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$12.00Jul 240.200.29$0.2536.0%4920.341.4K
$12.50Jul 240.100.18$0.1457.1%3280.222.7K
$13.00Jul 310.190.29$0.2441.7%3260.243.5K
$12.00Jul 310.430.54$0.4922.4%2900.41543
$13.50Jul 240.030.04$0.0425.0%2210.07198
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$11.00Jul 240.230.25$0.248.3%2.5K0.321.3K
$10.50Jul 240.110.12$0.128.3%1.2K0.18344
$13.00Jul 311.581.80$1.6913.0%4520.76300
$10.00Jul 310.160.20$0.1822.2%3220.17818
$12.50Jul 241.161.21$1.194.2%2580.79707

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 12 strikes (avg 7.5%, max 33.7%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$10.50Jul 24Jul 3196.1%86.3%11.4%37
$13.00Jul 24Aug 28102.9%96.7%6.3%1382.9K
$10.00Jul 24Aug 2197.7%94.3%3.6%36137
$12.50Jul 24Aug 21100.5%97.1%3.5%3682.7K
$13.50Jul 24Aug 21102.6%99.6%3.1%224198
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$9.50Jul 24Jul 31131.6%98.4%33.7%14105
$12.50Jul 24Jul 31100.5%91.0%10.4%505766
$13.00Jul 24Aug 21102.9%94.0%9.5%153.3K
$10.00Jul 24Aug 2897.7%94.0%3.9%47326
$12.00Jul 24Aug 2896.5%94.8%1.8%601.4K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 43 found (best R:R 4.00, avg 1.52)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$12.00$12.50Jul 24$0.11$0.39$0.113.55$12.11
$12.50$13.00Jul 31$0.11$0.39$0.113.55$12.61
$13.00$13.50Aug 7$0.11$0.39$0.113.55$13.11
$12.00$12.50Jul 31$0.14$0.36$0.142.57$12.14
$12.50$13.00Aug 7$0.15$0.35$0.152.33$12.65
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$10.50$10.00Jul 31$0.10$0.40$0.104.00$10.40
$11.00$10.50Jul 24$0.12$0.38$0.123.17$10.88
$11.00$10.50Jul 31$0.17$0.33$0.171.94$10.83
$10.50$10.00Aug 7$0.19$0.31$0.191.63$10.31
$11.00$10.00Aug 14$0.41$0.59$0.411.44$10.59

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 49 found (best R:R 4.00, avg 1.15)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$10.00$10.50Jul 24$0.40$0.40$0.104.00$10.40
$10.00$11.00Aug 21$0.56$0.56$0.441.27$10.56
$11.00$11.50Jul 31$0.27$0.27$0.231.17$11.27
$10.00$11.00Aug 7$0.53$0.53$0.471.13$10.53
$11.00$11.50Jul 24$0.25$0.25$0.251.00$11.25
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$12.50$12.00Jul 24$0.40$0.40$0.104.00$12.10
$12.50$12.00Jul 31$0.37$0.37$0.132.85$12.13
$13.50$13.00Aug 7$0.37$0.37$0.132.85$13.13
$13.00$12.00Aug 7$0.70$0.70$0.302.33$12.30
$13.00$12.00Aug 14$0.70$0.70$0.302.33$12.30

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 15 found (avg debit $0.18, cheapest $0.06)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$10.00Jul 24Jul 31$0.1197.7%91.3%
$13.50Jul 24Jul 31$0.12102.6%91.7%
$13.00Jul 24Jul 31$0.16102.9%92.4%
$12.50Jul 24Jul 31$0.21100.5%91.0%
$11.50Jul 24Jul 31$0.2494.2%86.7%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$9.50Jul 24Jul 31$0.06131.6%98.4%
$10.00Jul 24Jul 31$0.1397.7%91.3%
$10.50Jul 24Jul 31$0.1696.1%86.3%
$12.50Jul 24Jul 31$0.17100.5%91.0%
$12.00Jul 24Jul 31$0.2096.5%89.1%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 31 found (cheapest 7.87% of stock, avg 17.84%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$11.50Jul 24$0.43$0.47$0.90$10.60$12.407.87%
$11.00Jul 24$0.68$0.24$0.92$10.08$11.928.04%
$12.00Jul 24$0.25$0.79$1.04$10.96$13.049.09%
$12.50Jul 24$0.14$1.19$1.33$11.17$13.8311.63%
$10.50Jul 24$1.23$0.12$1.35$9.15$11.8511.80%
$11.50Jul 31$0.67$0.69$1.36$10.14$12.8611.89%
$11.00Jul 31$0.94$0.45$1.39$9.61$12.3912.15%
$10.50Jul 31$1.19$0.28$1.47$9.03$11.9712.85%
$12.00Jul 31$0.49$0.99$1.48$10.52$13.4812.94%
$13.00Jul 24$0.08$1.44$1.52$11.48$14.5213.29%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 68 found (cheapest 0.79% of stock, avg 8.14%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$13.50$10.00Jul 24$0.04$0.05$0.09$9.91$13.59
$13.50$9.50Jul 24$0.04$0.06$0.10$9.40$13.60
$13.00$10.00Jul 24$0.08$0.05$0.13$9.87$13.13
$13.00$9.50Jul 24$0.08$0.06$0.14$9.36$13.14
$13.50$10.50Jul 24$0.04$0.12$0.16$10.34$13.66
$12.50$10.00Jul 24$0.14$0.05$0.19$9.81$12.69
$12.50$9.50Jul 24$0.14$0.06$0.20$9.30$12.70
$13.00$10.50Jul 24$0.08$0.12$0.20$10.30$13.20
$12.50$10.50Jul 24$0.14$0.12$0.26$10.24$12.76
$13.50$11.00Jul 24$0.04$0.24$0.28$10.72$13.78

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 24 found (best R:R 3.55, avg credit $0.42)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
10/1012/12Aug 7$0.39$0.113.55$10.11$12.39
11/1212/12Jul 31$0.38$0.123.17$11.12$12.38
10/1011/12Jul 31$0.37$0.132.85$10.13$11.37
10/1112/13Aug 28$0.73$0.272.70$10.27$12.73
10/1113/14Aug 7$0.36$0.142.57$10.64$13.36
10/1112/13Aug 14$0.71$0.292.45$10.29$12.71
10/1112/12Jul 31$0.35$0.152.33$10.65$11.85
11/1212/13Jul 31$0.35$0.152.33$11.15$12.85
10/1012/13Aug 7$0.34$0.162.13$10.16$12.84
11/1212/12Jul 24$0.34$0.162.12$11.16$12.34

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 23 found (best R:R 9.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$12.00$12.50$13.00Aug 7$0.05$0.459.00
$10.00$11.00$12.00Aug 7$0.11$0.898.09
$11.00$11.50$12.00Jul 24$0.07$0.436.14
$11.50$12.00$12.50Jul 24$0.07$0.436.14
$11.00$12.00$13.00Aug 14$0.17$0.834.88
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$11.00$11.50$12.00Jul 31$0.06$0.447.33
$10.00$10.50$11.00Aug 7$0.06$0.447.33
$11.00$12.00$13.00Aug 14$0.12$0.887.33
$10.00$11.00$12.00Aug 28$0.13$0.876.69
$10.00$10.50$11.00Jul 31$0.07$0.436.14

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 34 found (best net $-0.10, 34 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$12.00$13.001:2Aug 14-$0.39$0.61
$11.00$12.001:2Aug 7-$0.50$0.50
$11.00$12.001:2Aug 14-$0.52$0.48
$11.50$12.001:2Jul 24-$0.07$0.43
$13.00$13.501:2Jul 31-$0.08$0.42
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$11.00$10.001:2Aug 14-$0.10$0.90
$11.00$10.001:2Aug 21-$0.18$0.82
$11.00$10.001:2Aug 28-$0.27$0.73
$12.00$11.001:2Aug 14-$0.34$0.66
$12.00$11.001:2Aug 7-$0.36$0.64

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 21 found (best yield 10.75%, avg 5.12%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$11.50Aug 21$1.230.560.5%10.75%11.28%22--
$12.00Aug 28$1.090.514.9%9.53%14.42%46
$12.00Aug 21$1.030.504.9%9.00%13.90%44818
$12.00Aug 14$0.860.494.9%7.52%12.41%2163
$12.00Aug 7$0.850.474.9%7.43%12.33%86211
$12.50Aug 21$0.810.459.3%7.08%16.35%40--
$13.00Aug 28$0.800.4113.6%6.99%20.63%1014
$13.00Aug 21$0.700.3813.6%6.12%19.76%696.9K
$12.50Aug 7$0.620.409.3%5.42%14.69%42--
$11.50Jul 31$0.600.520.5%5.24%5.77%229

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 3,905
Total Puts 7,532
Put/Call Ratio 1.93
Net Difference -3,627

Prior's Put/Call Breakdown

Total Calls 14,297
Total Puts 6,425
Put/Call Ratio 0.45
Net Difference 7,872

Prior 7-Day Put/Call Summary

Total Calls 143,366
Total Puts 41,428
Average Put/Call Ratio 0.36
Ratio Trend Rising

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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