TAN option chain Invesco Solar ETF
Cboe delayed options data · as of 18:44 UTC
Each row is one strike. The left half is the call, the right half the put. Bid/ask are what buyers and sellers currently quote; volume is contracts traded this session; open interest is standing contracts. The highlighted row sits closest to the stock price.
This expiration prices a move of about ±9.9% (37.16–45.31) · ATM IV 41.7% · P/C open interest 0.50
| CALLS | Strike | PUTS | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Ask | Vol | OIThe number of option contracts currently outstanding at a strike or expiration. High open interest shows where positions are concentrated. | IV | ΔModel sensitivity of an option's price to a $1 move in the stock; also used as a rough moneyness scale (a 25-delta option is well out of the money). | Γ | Θ | Bid | Ask | Vol | OI | IV | Δ | Γ | Θ | |
| 15.30 | 17.20 | 23 | 0.98 | 0.0042 | -0.005 | 25 | 0 | 0.5000 | 2 | 108.1% | -0.02 | 0.0042 | -0.007 | |||
| 14.20 | 16.20 | 0.98 | 0.0051 | -0.006 | 26 | 0 | 0.5000 | 1 | 101.0% | -0.02 | 0.0051 | -0.008 | ||||
| 13.80 | 15.20 | 83.0% | 0.98 | 0.0061 | -0.007 | 27 | 0 | 0.5000 | 2 | 94.1% | -0.03 | 0.0062 | -0.009 | |||
| 12.80 | 14.20 | 76.5% | 0.97 | 0.0075 | -0.008 | 28 | 0 | 0.5500 | 4 | 89.4% | -0.03 | 0.0075 | -0.009 | |||
| 11.80 | 13.30 | 75.1% | 0.96 | 0.0091 | -0.009 | 29 | 0 | 0.5500 | 1 | 82.8% | -0.04 | 0.0092 | -0.010 | |||
| 10.80 | 12.30 | 20 | 68.8% | 0.96 | 0.0112 | -0.010 | 30 | 0 | 0.6000 | 219 | 78.0% | -0.04 | 0.0112 | -0.012 | ||
| 9.90 | 11.30 | 66.4% | 0.95 | 0.0138 | -0.012 | 31 | 0 | 0.6000 | 206 | 71.7% | -0.05 | 0.0138 | -0.013 | |||
| 9.00 | 10.30 | 63.4% | 0.94 | 0.0170 | -0.013 | 32 | 0 | 0.6000 | 4 | 65.4% | -0.07 | 0.0171 | -0.015 | |||
| 8.00 | 9.30 | 2 | 57.2% | 0.92 | 0.0210 | -0.015 | 33 | 0.0500 | 0.6000 | 1 | 60.6% | -0.08 | 0.0211 | -0.016 | ||
| 7.20 | 8.20 | 1 | 53.6% | 0.90 | 0.0258 | -0.017 | 34 | 0.0500 | 0.6000 | 10 | 54.5% | -0.10 | 0.0260 | -0.018 | ||
| 6.40 | 7.10 | 1 | 49.7% | 0.88 | 0.0318 | -0.019 | 35 | 0.0500 | 0.6000 | 48 | 48.5% | -0.12 | 0.0320 | -0.020 | ||
| 5.50 | 6.30 | 10 | 49.0% | 0.85 | 0.0388 | -0.022 | 36 | 0.3500 | 0.5000 | 2 | 267 | 46.4% | -0.16 | 0.0391 | -0.023 | |
| 4.70 | 5.50 | 14 | 48.5% | 0.81 | 0.0468 | -0.024 | 37 | 0.4500 | 0.8000 | 1 | 278 | 46.4% | -0.20 | 0.0472 | -0.025 | |
| 4.00 | 4.60 | 2 | 46.7% | 0.76 | 0.0556 | -0.027 | 38 | 0.7000 | 0.9000 | 21 | 32 | 44.2% | -0.24 | 0.0561 | -0.027 | |
| 3.20 | 4.00 | 11 | 46.1% | 0.70 | 0.0644 | -0.029 | 39 | 0.9000 | 1.25 | 6 | 279 | 43.4% | -0.30 | 0.0650 | -0.029 | |
| 2.65 | 3.30 | 91 | 45.7% | 0.63 | 0.0721 | -0.030 | 40 | 1.30 | 1.55 | 7 | 393 | 42.7% | -0.37 | 0.0730 | -0.031 | |
| 2.10 | 2.30 | 2 | 53 | 40.8% | 0.56 | 0.0776 | -0.031 | 41 | 1.75 | 2.00 | 54 | 139 | 42.5% | -0.45 | 0.0787 | -0.032 |
| 1.45 | 2.00 | 72 | 40.6% | 0.48 | 0.0798 | -0.031 | 42 | 2.15 | 2.45 | 86 | 40.3% | -0.53 | 0.0812 | -0.031 | ||
| 1.25 | 1.40 | 6 | 64 | 40.5% | 0.40 | 0.0782 | -0.030 | 43 | 2.70 | 3.10 | 207 | 40.0% | -0.61 | 0.0800 | -0.030 | |
| 0.9000 | 1.05 | 72 | 332 | 39.8% | 0.33 | 0.0734 | -0.028 | 44 | 3.50 | 3.90 | 118 | 42.6% | -0.68 | 0.0756 | -0.028 | |
| 0.7000 | 0.7500 | 27 | 116 | 39.8% | 0.27 | 0.0663 | -0.025 | 45 | 4.30 | 4.70 | 173 | 44.1% | -0.75 | 0.0687 | -0.025 | |
| 0.5000 | 0.6000 | 14 | 93 | 40.4% | 0.21 | 0.0580 | -0.022 | 46 | 4.90 | 5.40 | 122 | 40.1% | -0.80 | 0.0607 | -0.023 | |
| 0.3500 | 0.5000 | 3 | 3,440 | 41.4% | 0.17 | 0.0495 | -0.019 | 47 | 5.50 | 6.40 | 256 | 37.7% | -0.85 | 0.0524 | -0.020 | |
| 0.2500 | 0.3500 | 19 | 65 | 41.2% | 0.13 | 0.0415 | -0.017 | 48 | 6.40 | 7.30 | 50 | 148 | 36.9% | -0.89 | 0.0447 | -0.017 |
| 0.0500 | 0.3000 | 3 | 55 | 39.3% | 0.10 | 0.0344 | -0.014 | 49 | 7.20 | 8.10 | 200 | -0.92 | 0.0376 | -0.015 | ||
| 0.1500 | 0.2500 | 6 | 622 | 44.1% | 0.08 | 0.0282 | -0.012 | 50 | 8.70 | 9.10 | 173 | 47.1% | -0.94 | 0.0315 | -0.012 | |
| 0.0500 | 0.6000 | 123 | 53.6% | 0.06 | 0.0231 | -0.010 | 51 | 9.00 | 10.20 | 33 | -0.96 | 0.0268 | -0.011 | |||
| 0 | 0.5500 | 5 | 127 | 54.8% | 0.05 | 0.0188 | -0.008 | 52 | 10.10 | 11.00 | 49 | -0.98 | 0.0231 | -0.009 | ||
| 0 | 0.6000 | 90 | 59.4% | 0.04 | 0.0153 | -0.007 | 53 | 10.80 | 12.20 | 133 | -0.99 | 0.0158 | -0.007 | |||
| 0 | 0.3500 | 147 | 55.5% | 0.03 | 0.0124 | -0.006 | 54 | 11.80 | 13.50 | 56 | -0.99 | 0.0100 | -0.006 | |||
| 0 | 0.2000 | 16 | 1,301 | 52.6% | 0.03 | 0.0101 | -0.005 | 55 | 13.50 | 14.00 | 396 | -1.00 | 0.0037 | -0.006 | ||
| 0 | 0.6000 | 26 | 68.8% | 0.02 | 0.0083 | -0.004 | 56 | 13.80 | 15.40 | 116 | -1.00 | 0.0000 | -0.006 | |||
| 0 | 0.1000 | 204 | 51.7% | 0.02 | 0.0068 | -0.004 | 57 | 14.80 | 16.90 | 21 | 65.9% | -1.00 | 0.0000 | -0.006 | ||
| 0 | 0.5500 | 3 | 73.2% | 0.01 | 0.0055 | -0.003 | 58 | 15.90 | 17.80 | 68.7% | -1.00 | 0.0000 | -0.006 | |||
| 0 | 0.5500 | 6 | 76.0% | 0.01 | 0.0045 | -0.003 | 59 | 16.90 | 18.90 | 75.5% | -1.00 | 0.0000 | -0.006 | |||
| 0 | 0.5500 | 118 | 78.7% | 0.01 | 0.0037 | -0.002 | 60 | 17.90 | 19.80 | 74.1% | -1.00 | 0.0000 | -0.006 | |||
| 0 | 0.5500 | 2 | 81.3% | 0.01 | 0.0031 | -0.002 | 61 | 18.90 | 20.90 | 80.9% | -1.00 | 0.0000 | -0.006 | |||
Strikes shown: within ±50% of the underlying price. Intrinsic value = max(0, price − strike) for calls, max(0, strike − price) for puts; extrinsic = option price − intrinsic. Greeks and IV as computed by the exchange feed.
Volatility smile — Nov 20, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs