How often does Sunrun move more than the options market prices?

6 of the last 8 reports moved at least as far as the implied move.

RUNNasdaqMiscellaneous Electrical Machinery, Equipment & Supplies

Sunrun Inc. (RUN) earnings date, market-implied expected move, and options open interest by expiry

9.61

Closed19:56 ET

Open9.34Volume31.3MMkt cap$2.1BP/E4.21EPS2.28

Day8.76 – 9.8975%52-wk6.78 – 21.9519%

RUN

Sunrun Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

No implied move.

Expected move

Inputs

Next report

Feb 25

after close · in 112 days

est.Q4 FY26

Calendar

Next report

Last report

Nov 4

after close

confirmedQ3 FY26Nov 3 close

Implied vs realized

Largest filed tie

—

Largest filed tie

13F top-10 QoQ

+15.31%

shares held · 10 largest managers

13F · Jun 30 '26128d lag

404 managers

Top fund weight

0.10%

RUN weight · IWM

N-PORTJun 30 '26

4 funds

Last reportshaded = implied▲▼ = realized× = |realized| ÷ implied

Sunrun (RUN) is expected to report on Feb 25 after close (estimated date).

Implied vs realized

8 reports

6 of 8≥ implied

avg implied: ±11.1%
avg realized: ±17.1%

Nov 7 '24Nov 7 '24confirmed±11.1%▼−11.81%×1.06

Feb 27 '25Feb 27 '25confirmed±11.9%▼−8.34%×0.70

May 7 '25May 7 '25confirmed±11.0%▲+15.02%×1.36

Aug 6 '25Aug 6 '25confirmed±11.1%▲+32.30%×2.92

Nov 6 '25Nov 6 '25confirmed±10.6%▼−16.11%×1.52

Q1 FY26Feb 26 '26confirmed±11.1%▼−35.11%×3.17

May 6 '26May 6 '26confirmed±12.4%▲+7.56%×0.61

Q2 FY26Aug 5 '26confirmed±9.7%▼−10.58%×1.10

quarterimplied−40%0+40%realized×

Q2 FY26±9.7%▼−10.58%×1.10

May '26±12.4%

Shaded = implied · tick ▲▼ = realized · × = |realized| ÷ impliedSource: options EOD · implied at prior close · realized close to close

Implied vs realized

Positioning

OI · 8 expiries · Nov 4 close

0.19OI · 8 expiries · Nov 4 closeP/C open interest · Nov 6 · nearest expiry

PUTS · chgexpiry · days · P/CCALLS · chgP/C

4,977+5%Nov 61d25,825+26%

1,277+87%Nov 138d0.353,673+30%0.35

15,432−2%Nov 2015d0.1789,514+5%0.17

1,014+5%Nov 2722d0.244,183+1%0.24

514+8%Dec 429d0.62832+26%0.62

3 later expiries

1,801+55%Dec 1843d0.345,308+4%0.34

56,5680%Jan 1571d0.69

ExpiryPutsCallsP/C

Nov 61d4,977+5%25,825+26%0.19

Nov 138d1,277+87%3,673+30%0.35

Nov 2015d15,432−2%89,514+5%0.17

Hatched = puts · solid = calls · bars scaled per expiry · chg = OI vs prior sessionSource: options EOD

Positioning

Linked exposure

No implied move.

Linked exposure

Revenue flow

as filedQ3 FY26

7.91%as filednet margin · revenue +26.38% QoQ · +51.75% YoY

Revenue

$1.1B+26.38% QoQ

Gross profit

$470M+43.07% QoQ

42.71% margin

Operating income

$153M+341.19% QoQ

13.96% margin

Pre-tax income

$42M+119.71% QoQ

Net income

$87M+141.78% QoQ

7.91% margin

Cost of revenue

$630M+16.27% QoQ

Operating expenses

$316M+7.73% QoQ

Marketing $240M

SG&A $66M

R&D $10M

Other expense

$112M

Tax benefit

$45M

Revenue$1.1B+26.38%

Gross profit

$470M+43.07%

42.71% margin

Operating income

$153M+341.19%

13.96% margin

Pre-tax income

$42M+119.71%

Net income

$87M+141.78%

7.91% margin

Cost of revenue

$630M+16.27%

Operating expenses

$316M+7.73%

Marketing $240M

SG&A $66M

R&D $10M

Other expense

$112M

Tax benefit$45M

flow · deduction · signed % = QoQSource: SEC filings · standardized · QE Sep 30 '26 · width = $

Revenue flow

Intraday

15m bars

Hatch = extended hours · ▯ up · ▮ downSource: market data · 19:45 ET

Intraday

Event sensitivity

PPI ×1.33· ±5.6% vs ±4.2% · 10 releases

eventrelease day|move|up · n×base

PPIproducer prices±5.6%3 of 10×1.33

NFPjobs report±4.2%4 of 10×1.00

FOMCrate decision±4.1%11 of 24×0.97

PCEpersonal income & outlays±3.8%10 of 19×0.91

CPROFcorporate profits±3.7%7 of 12×0.89

GDPgross domestic product±3.7%12 of 19×0.87

CPIconsumer prices±3.1%4 of 10×0.74

Bar = avg |move| to ±6% · tick = ±4.2% avg day · ×base = |move| ÷ ±4.2% · min 6 releases

Earnings history

EPS 0.56 · consensus —

Quarter	Reported	EPS	Consensus
Q3 FY26	—	0.56	—
Q2 FY26	Aug 5 '26 · confirmed	0.42	—
Q1 FY26	Feb 26 '26 · confirmed	0.62	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod