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Sunrun Inc RUN 9.87 1.08 12.29%

Previous-day view · Thu Nov 5 close. You are previewing the previous trading day. Subscribe to see today live and every other date — Trader is $59/mo. Sign up Sign in

Expected move

November 05, 2026 close · $10.00
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±4.5% ±$0.45 $9.55 – $10.45 $9.46 – $10.54 $9.03 – $10.97
2 sessions ±6.3% ±$0.63 $9.37 – $10.63 $9.24 – $10.76 $8.64 – $11.36
3 sessions ±7.9% ±$0.79 $9.21 – $10.79 $9.05 – $10.95 $8.31 – $11.69
1 week ±10.1% ±$1.01 $8.99 – $11.01 $8.77 – $11.23 $7.85 – $12.15
2 weeks ±12.3% ±$1.23 $8.77 – $11.23 $8.48 – $11.52 $7.38 – $12.62
3 weeks ±15.8% ±$1.58 $8.42 – $11.58 $8.03 – $11.97 $6.65 – $13.35
1 month ±17.2% ±$1.72 $8.28 – $11.72 $7.85 – $12.15 $6.35 – $13.65
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. Draw the cone on the chart →

Volatility premium

Beta
The forecast is for the current session, which this plan does not open.

Earnings: priced against what happened

Average implied move
±13.31%
Average actual move
15.71%
Beyond the implied move
2 / 5
Median IV change
-14.55%
Reaction session Implied Actual Used ATM IV before → after
November 05, 2026 ±15.02% +12.29% 0.82× —
August 06, 2026 ±13.54% -10.58% 0.78× —
August 07, 2025 ±13.07% +32.30% 2.47× 128.7% → 130.8%
May 08, 2025 ±11.98% +15.02% 1.25× 108.8% → 93.0%
February 28, 2025 ±12.96% -8.34% 0.64× 119.4% → 91.4%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →