Tour v346
RUN
SUNRUN INC
$11.85 -2.39%
$11.91 (+0.51%)🌙
as of 07/17 06:05 PM
7/17 18:06

Option Volume

Detail
Current (07/17) 20,722
Calls: 14,297 (69%)
Puts: 6,425 (31%)
Prior (07/16) 58,307
Calls: 53,863 (92%)
Puts: 4,444 (8%)
Current vs Prior -64.46%
Calls: -73.46% (Calls)
Puts: +44.58% (Puts)
Prior 7-Day Total 320,615
Calls: 268,040 (84%)
Puts: 52,575 (16%)
Prior 7-Day Average 45,802
Calls: 38,291 (84%)
Puts: 7,510 (16%)
Current vs Prior 7-Day Avg -54.76%
Calls: -62.66%
Puts: -14.46%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/17) $2.24M
Calls: $1.12M (50%)
Puts: $1.11M (50%)
Prior (07/16) $5.16M
Calls: $4.21M (81%)
Puts: $956.6K (19%)
Current vs Prior -56.70%
Calls: -73.26%
Puts: +16.12%
Prior 7-Day Total $33.84M
Calls: $24.23M (72%)
Puts: $9.61M (28%)
Prior 7-Day Average $4.83M
Calls: $3.46M (72%)
Puts: $1.37M (28%)
Current vs Prior 7-Day Avg -53.76%
Calls: -67.50%
Puts: -19.10%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/17) 0.45
Prior (07/16) 0.08
Current vs Prior +444.68%
Prior 7-Day Average 0.32
Current vs Prior 7-Day Avg +40.99%
Sentiment BULLISH

Open Interest

Detail
Current (07/17) 574,721
Calls: 426,572 (74%)
Puts: 148,149 (26%)
Prior (07/16) 569,891
Calls: 421,923 (74%)
Puts: 147,968 (26%)
Current vs Prior +0.85%
Prior 7-Day Total 3,377,063
Calls: 2,550,564 (76%)
Puts: 826,499 (24%)
Prior 7-Day Average 482,437
Calls: 364,366 (76%)
Puts: 118,071 (24%)
Current vs Prior 7-Day Avg +19.13%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/17) | Next (07/24)Expiry (07/17) | Next (08/21)
Current 4.47% | 11.22%4.47% | 23.04%
Prior 6.84% | 11.86%6.84% | 23.31%
Current vs Prior +64.16% | +22.37%-34.58% | -1.17%
Prior 7-Day Avg 8.69% | 12.89%10.27% | 24.48%
Current vs 7-Day Avg +29.11% | +12.59%-56.45% | -5.89%
Prior 7-Day Eod 6.84% | 11.86%6.84% | 23.31%
Current vs 7-Day Eod +64.16% | +22.37%-34.58% | -1.17%
Sentiment BEARISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 42.90% | 10.74%
Calls: 31.25% | 8.75%
Puts: 54.55% | 12.73%
Prior 24.17% | 11.73%
Calls: 16.67% | 14.81%
Puts: 31.67% | 8.64%
Current vs Prior +77.49% | -8.44%
Prior 7-Day Avg 21.67% | 10.01%
Calls: 16.55% | 10.68%
Puts: 26.80% | 9.34%
Current vs 7-Day Avg +97.97% | +7.31%
Liquidity Expensive
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🤖 AI Insights

Light premium activity with dollar volume down 57% vs prior. Below-average activity with volume down 64% vs prior. Extreme bullish P/C ratio of 0.45 - heavy call buying (14,297 calls vs 6,425 puts). P/C ratio rising 445% - increased hedging/bearish positioning.

Smart Money BULLISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
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 23 of results (avg 7.0%, best 2.1%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$12.00Aug 211.291.32$1.312.3%5550.54369
$13.00Aug 210.920.96$0.944.3%9220.436.5K
$11.50Jul 310.890.94$0.925.4%290.61--
$12.00Jul 310.640.69$0.677.5%1020.50458
$10.00Aug 212.392.58$2.497.6%60.77123
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$12.00Aug 211.411.44$1.422.1%4280.461.6K
$11.00Aug 210.880.93$0.915.5%500.342.8K
$14.00Aug 72.522.67$2.605.8%--0.7034
$13.00Jul 311.441.53$1.496.0%2170.6987
$14.00Aug 142.572.76$2.677.1%230.6929

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 24 found (avg $0.60, cheapest $0.16)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$13.00Jul 240.150.18$0.1618.8%3110.222.8K
$13.50Jul 310.220.26$0.2416.7%380.2351
$13.00Jul 310.320.35$0.348.8%380.313.5K
$12.50Jul 310.460.50$0.488.3%760.401.2K
$14.00Aug 70.460.52$0.4912.2%110.30141
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$10.50Jul 310.200.24$0.2218.2%290.2012
$11.00Jul 310.330.36$0.358.6%30.28349
$11.50Jul 240.320.39$0.3619.4%1370.3790
$10.00Aug 70.350.42$0.3917.9%--0.2197
$10.00Aug 210.470.55$0.5115.7%310.23968

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 42 found (avg delta 0.74, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$9.50Jul 171.933.20$2.5749.4%101.0011
$10.00Jul 171.272.50$1.8965.1%161.00157
$11.00Jul 170.591.00$0.8051.2%41.00142
$11.50Jul 170.310.43$0.3732.4%1551.00171
$10.50Jul 171.191.96$1.5848.7%80.8628
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$14.00Jul 171.752.33$2.0428.4%640.983.0K
$13.50Jul 170.982.27$1.6379.1%140.98332
$13.00Jul 171.011.37$1.1930.3%1240.971.2K
$12.50Jul 170.490.87$0.6855.9%3830.921.8K
$14.00Jul 241.862.77$2.3239.2%40.88172

Most actively traded options today. High liquidity = easy entry/exit. 79 active (total vol 9.7K, top 998)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$13.00Aug 210.920.96$0.944.3%9220.436.5K
$12.00Aug 211.291.32$1.312.3%5550.54369
$12.00Jul 170.000.02$0.01200.0%5240.131.9K
$13.00Jul 240.150.18$0.1618.8%3110.222.8K
$14.00Aug 210.630.69$0.669.1%2720.3311.5K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$12.00Jul 170.100.22$0.1675.0%9980.873.9K
$12.00Jul 240.550.64$0.6015.0%9050.52951
$12.00Aug 211.411.44$1.422.1%4280.461.6K
$12.50Jul 170.490.87$0.6855.9%3830.921.8K
$12.50Jul 240.880.95$0.927.6%3810.63428

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 18 strikes (avg 729.6%, max 1827.3%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$10.00Jul 17Aug 211158.1%90.6%1177.7%22280
$14.00Jul 17Aug 281021.2%94.4%981.7%14913.1K
$13.50Jul 17Jul 31831.6%82.3%909.9%1932.1K
$13.00Jul 17Aug 28627.5%93.6%570.2%1254.9K
$12.50Jul 17Jul 31505.0%80.2%529.4%2705.7K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$10.50Jul 17Jul 311548.0%80.3%1827.3%29685
$9.50Jul 17Jul 311453.3%88.0%1550.8%7282
$10.00Jul 17Aug 281158.1%93.8%1134.1%1563
$14.00Jul 17Aug 281021.2%94.4%981.7%643.0K
$13.50Jul 17Jul 24831.6%89.2%832.2%15387

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 1.59)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$12.00$12.50Jul 24$0.10$0.40$0.104.00$12.10
$13.00$13.50Jul 31$0.10$0.40$0.104.00$13.10
$13.00$14.00Aug 7$0.24$0.76$0.243.17$13.24
$13.00$14.00Aug 14$0.27$0.73$0.272.70$13.27
$12.50$13.00Jul 31$0.14$0.36$0.142.57$12.64
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$10.50$10.00Jul 17$0.10$0.40$0.104.00$10.40
$11.00$10.50Jul 31$0.13$0.37$0.132.85$10.87
$12.00$11.50Jul 17$0.15$0.35$0.152.33$11.85
$11.00$10.00Aug 7$0.31$0.69$0.312.23$10.69
$11.00$10.00Aug 28$0.31$0.69$0.312.23$10.69

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 53 found (best R:R 3.55, avg 1.29)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$11.50$12.00Jul 17$0.36$0.36$0.142.57$11.86
$10.00$11.00Aug 14$0.71$0.71$0.292.45$10.71
$10.00$11.00Aug 21$0.63$0.63$0.371.70$10.63
$10.00$10.50Jul 17$0.31$0.31$0.191.63$10.31
$11.00$11.50Jul 24$0.29$0.29$0.211.38$11.29
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$13.00$12.50Jul 31$0.39$0.39$0.113.55$12.61
$14.00$13.00Jul 31$0.78$0.78$0.223.55$13.22
$14.00$13.00Aug 7$0.78$0.78$0.223.55$13.22
$14.00$13.00Aug 21$0.77$0.77$0.233.35$13.23
$14.00$13.00Aug 14$0.76$0.76$0.243.17$13.24

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 14 found (avg debit $0.26, cheapest $0.07)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$14.00Jul 17Jul 24$0.071021.2%94.7%
$13.50Jul 17Jul 24$0.11831.6%89.2%
$13.00Jul 17Jul 24$0.15627.5%82.5%
$11.00Jul 17Jul 24$0.22507.5%78.7%
$10.00Jul 17Jul 31$0.321158.1%88.3%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$13.00Jul 17Jul 24$0.10627.5%82.5%
$11.00Jul 17Jul 24$0.17507.5%78.7%
$12.50Jul 17Jul 24$0.24505.0%94.6%
$14.00Jul 17Jul 24$0.281021.2%94.7%
$11.50Jul 17Jul 24$0.35233.4%79.8%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 42 found (cheapest 1.43% of stock, avg 17.64%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$12.00Jul 17$0.01$0.16$0.17$11.83$12.171.43%
$11.50Jul 17$0.37$0.01$0.38$11.12$11.883.21%
$12.50Jul 17$0.02$0.68$0.70$11.80$13.205.91%
$11.00Jul 17$0.80$0.01$0.81$10.19$11.816.84%
$12.00Jul 24$0.46$0.60$1.06$10.94$13.068.95%
$11.50Jul 24$0.73$0.36$1.09$10.41$12.599.20%
$13.00Jul 17$0.01$1.19$1.20$11.80$14.2010.13%
$11.00Jul 24$1.02$0.18$1.20$9.80$12.2010.13%
$12.50Jul 24$0.36$0.92$1.28$11.22$13.7810.80%
$13.00Jul 24$0.16$1.29$1.45$11.55$14.4512.24%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 78 found (cheapest 0.17% of stock, avg 7.12%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$12.00$11.50Jul 17$0.01$0.01$0.02$11.48$12.02
$12.50$11.50Jul 17$0.02$0.01$0.03$11.47$12.53
$12.00$10.50Jul 17$0.01$0.11$0.12$10.38$12.12
$14.00$10.00Jul 24$0.08$0.04$0.12$9.88$14.12
$12.50$10.50Jul 17$0.02$0.11$0.13$10.37$12.63
$14.00$9.50Jul 24$0.08$0.05$0.13$9.37$14.13
$13.50$10.00Jul 24$0.12$0.04$0.16$9.84$13.66
$13.50$9.50Jul 24$0.12$0.05$0.17$9.33$13.67
$14.00$10.50Jul 24$0.08$0.10$0.18$10.32$14.18
$13.00$10.00Jul 24$0.16$0.04$0.20$9.80$13.20

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 22 found (best R:R 6.14, avg credit $0.51)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
11/1213/14Aug 28$0.86$0.146.14$11.14$13.86
12/1212/13Jul 31$0.40$0.104.00$11.60$12.90
11/1213/14Aug 21$0.79$0.213.76$11.21$13.79
10/1112/13Aug 21$0.77$0.233.35$10.23$12.77
11/1212/13Jul 24$0.38$0.123.17$11.12$12.88
10/1112/12Jul 31$0.38$0.123.17$10.62$11.88
11/1212/12Jul 31$0.38$0.123.17$11.12$12.38
11/1213/14Aug 14$0.75$0.253.00$11.25$13.75
12/1213/14Jul 31$0.36$0.142.57$11.64$13.36
11/1213/14Aug 7$0.72$0.282.57$11.28$13.72

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 42 found (best R:R 13.29, 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 21$0.09$0.9110.11
$12.00$12.50$13.00Jul 31$0.05$0.459.00
$12.00$13.00$14.00Aug 14$0.11$0.898.09
$11.50$12.00$12.50Jul 31$0.06$0.447.33
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$12.00$13.00$14.00Aug 28$0.07$0.9313.29
$11.00$12.00$13.00Aug 21$0.09$0.9110.11
$12.00$12.50$13.00Jul 24$0.05$0.459.00
$10.00$11.00$12.00Aug 21$0.11$0.898.09
$11.00$11.50$12.00Jul 24$0.06$0.447.33

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 49 found (best net $-0.20, 44 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$11.00$13.001:2Aug 28-$0.20$1.80
$10.00$11.001:2Jul 31-$0.21$0.79
$13.00$14.001:2Aug 7-$0.25$0.75
$13.00$14.001:2Aug 14-$0.27$0.73
$12.00$13.001:2Aug 7-$0.36$0.64
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$11.00$10.001:2Aug 7-$0.08$0.92
$11.00$10.001:2Aug 21-$0.11$0.89
$11.00$10.001:2Aug 14-$0.14$0.86
$12.00$11.001:2Aug 7-$0.22$0.78
$12.00$11.001:2Aug 14-$0.32$0.68

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 20 found (best yield 10.89%, avg 4.92%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$12.00Aug 21$1.290.541.3%10.89%12.15%555369
$12.00Aug 14$1.120.541.3%9.45%10.72%--163
$12.00Aug 7$1.050.541.3%8.86%10.13%63148
$13.00Aug 28$0.930.459.7%7.85%17.55%313
$13.00Aug 21$0.920.439.7%7.76%17.47%9226.5K
$13.00Aug 14$0.750.419.7%6.33%16.03%2330
$13.00Aug 7$0.680.409.7%5.74%15.44%39430
$14.00Aug 28$0.660.3618.1%5.57%23.71%2628
$12.00Jul 31$0.640.501.3%5.40%6.67%102458
$14.00Aug 21$0.630.3318.1%5.32%23.46%27211.5K

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

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 268,040
Total Puts 52,575
Average Put/Call Ratio 0.32
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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