TAN option chain Invesco Solar ETF

Expiration Cboe delayed options data · as of 03:38 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 ±14.6% (40.62–54.52) · ATM IV 38.6% · P/C open interest 0.93

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
21.50	24.00		23		0.98	0.0028	-0.002	25	0	0.6000		1	85.7%	-0.02	0.0028	-0.004
20.70	22.90				0.98	0.0032	-0.003	26	0	0.6000		1	81.2%	-0.02	0.0032	-0.005
20.10	21.80			55.6%	0.98	0.0037	-0.003	27	0	0.6000		2	76.9%	-0.02	0.0037	-0.005
19.20	20.80			57.6%	0.97	0.0043	-0.004	28	0	0.6500		4	74.0%	-0.03	0.0043	-0.005
18.20	19.90			57.9%	0.97	0.0049	-0.004	29	0	0.6500		1	70.0%	-0.03	0.0050	-0.006
17.30	18.90		20	57.4%	0.97	0.0057	-0.004	30	0.0500	0.7000		207	68.2%	-0.03	0.0057	-0.006
16.30	18.00			56.3%	0.96	0.0066	-0.005	31	0	0.7000		206	63.2%	-0.04	0.0066	-0.007
15.30	16.90			49.3%	0.96	0.0077	-0.006	32	0.0500	0.4000		1	53.9%	-0.05	0.0077	-0.007
14.30	15.90			45.5%	0.95	0.0089	-0.006	33	0	0.7500		1	56.7%	-0.05	0.0090	-0.008
13.40	15.00		1	47.1%	0.94	0.0104	-0.007	34	0.1000	0.7500		9	54.8%	-0.06	0.0104	-0.008
12.80	14.00		1	50.8%	0.93	0.0120	-0.008	35	0.0500	0.4500		37	45.0%	-0.07	0.0122	-0.009
11.50	13.00		10	41.8%	0.92	0.0140	-0.009	36	0.1500	0.7500		267	48.3%	-0.08	0.0141	-0.010
10.70	12.10		5	43.2%	0.91	0.0162	-0.010	37	0.0500	0.7500		278	43.4%	-0.10	0.0164	-0.011
10.10	11.00		1	43.4%	0.89	0.0188	-0.011	38	0.1500	0.8500		28	42.6%	-0.11	0.0190	-0.012
9.10	10.20		11	41.9%	0.87	0.0217	-0.012	39	0.4000	0.7500		264	40.8%	-0.13	0.0219	-0.013
8.30	9.40		91	42.0%	0.85	0.0248	-0.013	40	0.5500	1.00	1	282	41.2%	-0.16	0.0252	-0.014
7.40	8.20		45	37.1%	0.82	0.0282	-0.014	41	0.7500	1.35		66	42.2%	-0.18	0.0286	-0.015
6.70	7.90		22	41.4%	0.79	0.0317	-0.015	42	0.8500	1.55		70	40.6%	-0.21	0.0322	-0.016
6.00	7.20		28	41.3%	0.76	0.0351	-0.017	43	1.10	1.80		79	40.0%	-0.25	0.0358	-0.017
5.30	6.50		6	40.8%	0.72	0.0384	-0.018	44	1.40	2.10		13	39.6%	-0.29	0.0392	-0.018
4.90	5.60	1	34	40.3%	0.68	0.0413	-0.019	45	1.85	2.50	1	49	40.2%	-0.33	0.0422	-0.019
4.30	5.20		1	41.2%	0.63	0.0437	-0.020	46	2.10	3.20		52	40.8%	-0.37	0.0448	-0.020
3.70	4.70		2	40.9%	0.59	0.0453	-0.020	47	2.55	3.50		53	39.8%	-0.42	0.0466	-0.021
3.10	3.90		26	38.5%	0.54	0.0463	-0.021	48	3.00	3.90		53	38.8%	-0.47	0.0477	-0.021
2.70	3.80		32	40.6%	0.50	0.0465	-0.021	49	3.60	4.50		11	39.3%	-0.51	0.0481	-0.021
2.35	3.20		247	39.8%	0.45	0.0460	-0.021	50	4.40	5.10	1	31	40.4%	-0.56	0.0478	-0.021
2.00	3.00		105	40.8%	0.41	0.0449	-0.021	51	4.70	5.70		35	38.1%	-0.60	0.0468	-0.021
1.70	2.65		120	40.7%	0.37	0.0433	-0.020	52	5.40	6.50		46	38.9%	-0.64	0.0454	-0.021
1.45	2.00		36	38.8%	0.33	0.0414	-0.020	53	6.20	7.00	4	136	38.0%	-0.68	0.0436	-0.020
1.15	2.05		128	40.4%	0.30	0.0392	-0.019	54	6.80	7.90		55	37.8%	-0.72	0.0416	-0.019
1.10	1.55	3	842	39.7%	0.27	0.0368	-0.018	55	8.10	8.60	10	477	40.7%	-0.75	0.0394	-0.019
0.8000	1.65		26	41.0%	0.24	0.0345	-0.017	56	8.30	9.50		142	36.5%	-0.78	0.0371	-0.018
0.5000	1.45		199	39.9%	0.22	0.0321	-0.016	57	9.20	11.00		132	42.4%	-0.81	0.0348	-0.017
0.5500	1.30		3	41.5%	0.20	0.0297	-0.015	58	10.10	11.30		3	37.5%	-0.83	0.0325	-0.016
0.4000	1.15		6	41.2%	0.17	0.0275	-0.015	59	11.00	12.40		3	39.7%	-0.85	0.0304	-0.015
0.3000	1.05		117	41.6%	0.16	0.0254	-0.014	60	11.90	13.30		58	39.5%	-0.87	0.0283	-0.014
0.2500	0.9500		1	42.1%	0.14	0.0233	-0.013	61	12.80	14.20		2	38.5%	-0.89	0.0264	-0.013
0.1500	0.9000			42.4%	0.13	0.0214	-0.012	62	13.70	15.10		2	35.3%	-0.91	0.0247	-0.013
0.1000	0.8500			43.1%	0.11	0.0196	-0.011	63	14.50	16.20				-0.92	0.0233	-0.012
0.0500	0.8000			43.7%	0.10	0.0180	-0.011	64	15.40	17.20				-0.93	0.0218	-0.011
0.0500	0.6500		42	45.4%	0.09	0.0165	-0.010	65	16.40	18.20				-0.95	0.0202	-0.011
0.0500	0.7500		38	46.4%	0.08	0.0151	-0.009	66	17.30	19.20		1		-0.96	0.0185	-0.010
0.0500	0.7500		68	48.0%	0.07	0.0138	-0.009	67	18.30	20.20		11		-0.97	0.0174	-0.010
0.0500	0.7500		47	49.5%	0.07	0.0126	-0.008	68	19.20	21.40		1		-0.98	0.0161	-0.009
0	0.4500	1	49	45.2%	0.06	0.0116	-0.007	69	20.20	21.90				-0.98	0.0145	-0.007
0.0500	0.7500		91	52.5%	0.05	0.0106	-0.007	70	21.00	23.80		1	47.8%	-0.99	0.0114	-0.005
0.0500	0.7500		22	54.0%	0.05	0.0097	-0.006	71	22.10	24.70			49.2%	-0.99	0.0072	-0.005

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

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Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.

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TAN option chain Invesco Solar ETF

Volatility smile — Nov 20, 2026

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