Sunrun (RUN) options flow
Price delayed 15 minutes
Options flow session · Last trade
The optional price chart loads separately. Recorded options trades are available below.
Session chart data
| Strike (USD) | Net GEX per 1% move (USD) |
|---|---|
| $5 | -$91,462 |
| $6 | -$455,746 |
| $7 | -$21,229 |
| $8 | -$23,257 |
| $8.50 | $45,628 |
| $10 | $38,324 |
| $12 | $561,607 |
| $13 | $32,994 |
| $14 | $22,652 |
| $17 | $24,844 |
| $20 | $41,122 |
| $25 | $22,200 |
RUN session snapshot
Bullflow recorded 5 RUN options trades on Monday, October 26, 2026, totaling $138,741 in premium. Calls made up $21.63K (15.6%) across 1 trades and puts $117.11K (84.4%) across 4 trades, a put/call premium ratio of 5.41.
5 trades were sweeps and 0 were blocks. 5 filled at or above the ask, 0 at or below the bid and 0 at the mid. The largest was a $40,229 sweep of 821 Jan 15, 2027 $6 Put trade at 15:47:30 ET, filled at the ask.
RUN closed at $7.27, down 4.09% from the prior close. Net gamma exposure was $264.00K per 1% move at the Oct 26, 2026, 15:59:26 ET snapshot; the largest positive GEX strike was $12.
- Company
- Sunrun Inc
- Exchange
- NASDAQ
- Sector
- Unavailable
- Close
- $7.27
RUN options flow statistics
- Total premium
- $138.74K
- Recorded trades
- 5
- Call premium
- $21.63K
- Put premium
- $117.11K
- Put/call premium ratio
- 5.41
- Avg premium per trade
- $27.75K
- Calls / puts (trades)
- 1 / 4
- Sweeps / blocks
- 5 / 0
- At or above ask
- 5
- At or below bid
- 0
- Largest trade
- $40.23K
- Last trade
Where the premium went
in calls
$138.74K · 5 trades
Premium
Trade type
Fill side
RUN largest options trades
| Time | Contract | C/P | Premium | Size | Fill | Type |
|---|---|---|---|---|---|---|
| RUN Jan 15, 2027 $6 | Put | $40,229 | 821 | Ask | Sweep | |
| RUN Jan 15, 2027 $7 | Put | $38,368 | 436 | Ask | Sweep | |
| RUN Oct 30, 2026 $8 | Call | $21,632 | 1,664 | Ask | Sweep | |
| RUN Jan 15, 2027 $6 | Put | $20,267 | 414 | Ask | Sweep | |
| RUN Jan 15, 2027 $7 | Put | $18,245 | 205 | Ask | Sweep |
2 of the 5 largest trades, $60.50K combined
The 5 largest trades total $138.74K of $138.74K
RUN gamma exposure
- Spot at snapshot
- $7.27
- Net GEX per 1% move
- $264.00K
- Largest positive strike
- $12
- Largest negative strike
- $6
Closing snapshot , 42 strikes across 12 expirations (Unavailable to Unavailable).
RUN options flow questions
What was the largest RUN options trade on October 26, 2026?
A $40,229 sweep of 821 RUN Jan 15, 2027 $6 Put trade at 15:47:30 ET, filled at the ask. It was the largest of 5 trades Bullflow recorded for RUN that session.
How much RUN options premium traded on October 26, 2026?
$138,741 across 5 recorded sweeps and blocks: $21,632 in calls (1 trades) and $117,109 in puts (4 trades).
Was RUN options flow bullish or bearish on October 26, 2026?
Calls were 15.6% of premium (put/call premium ratio 5.41). 0 of 5 trades filled at or below the bid and 5 at or above the ask. Premium and fill side do not show whether a trade opened or closed a position or was a hedge, so they do not establish direction on their own.
What are RUN's gamma exposure levels?
At the Oct 26, 2026 closing snapshot (15:59:26 ET, spot $7.27), RUN net GEX was $264.00K per 1% move. The largest positive GEX strike was $12. The largest negative GEX strike was $6. The snapshot covers 42 strikes and 12 expirations.
How often is RUN options flow data updated?
The page shows a completed session (October 26, 2026, last trade 15:47:30 ET) and updates after the next trading day becomes historical. Intraday RUN flow is in the Bullflow dashboard and API.
How to read this data
This summary covers recorded single-leg sweeps and blocks with positive premium, excluding cancelled trades. It describes the covered flow, not all options-market volume. Total premium is gross traded premium; it is not net buying pressure. The interactive dashboard can use different filters and may show different totals.
Calls, puts, and execution near the bid or ask provide context but do not establish whether a position was opened or closed, whether it was part of a hedge, or where the stock will move next. The session updates after the next trading day becomes historical.
Stock prices show regular-session candles delayed at least 15 minutes. The latest view refreshes during market hours; the flow-session view places recorded trades on their original date, using interpolated stock prices between candle samples. Gamma exposure shows its separately dated public closing snapshot.