TAN option chain Invesco Solar ETF
Cboe delayed options data · as of 06:43 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 ±13.0% (35.94–46.69) · ATM IV 40.2% · P/C open interest 1.00
| 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 | |
| 7.60 | 8.50 | 44.4% | 0.89 | 0.0255 | -0.011 | 34 | 0.0500 | 0.7500 | 43.3% | -0.11 | 0.0256 | -0.012 | ||||
| 6.80 | 7.70 | 45.1% | 0.86 | 0.0305 | -0.013 | 35 | 0.4500 | 0.6500 | 16 | 43.0% | -0.14 | 0.0308 | -0.014 | |||
| 6.00 | 6.90 | 44.5% | 0.82 | 0.0360 | -0.015 | 36 | 0.3000 | 1.15 | 3 | 42.3% | -0.18 | 0.0363 | -0.015 | |||
| 5.20 | 6.10 | 43.2% | 0.78 | 0.0417 | -0.016 | 37 | 0.5500 | 1.15 | 39.9% | -0.22 | 0.0421 | -0.017 | ||||
| 4.50 | 5.40 | 43.1% | 0.74 | 0.0472 | -0.018 | 38 | 0.8500 | 1.70 | 42.4% | -0.26 | 0.0477 | -0.019 | ||||
| 3.80 | 4.70 | 42.0% | 0.69 | 0.0522 | -0.019 | 39 | 1.30 | 1.70 | 6 | 40.3% | -0.32 | 0.0528 | -0.020 | |||
| 3.10 | 4.10 | 2 | 41.0% | 0.63 | 0.0562 | -0.021 | 40 | 1.60 | 2.10 | 39.4% | -0.37 | 0.0571 | -0.021 | |||
| 2.60 | 3.40 | 40.0% | 0.57 | 0.0591 | -0.021 | 41 | 2.15 | 2.60 | 1 | 40.4% | -0.43 | 0.0601 | -0.022 | |||
| 2.20 | 2.80 | 1 | 39.6% | 0.51 | 0.0604 | -0.021 | 42 | 2.55 | 3.30 | 1 | 40.8% | -0.49 | 0.0616 | -0.022 | ||
| 1.75 | 2.35 | 1 | 39.1% | 0.45 | 0.0603 | -0.021 | 43 | 3.10 | 3.70 | 1 | 39.2% | -0.55 | 0.0617 | -0.022 | ||
| 1.60 | 1.85 | 10 | 39.6% | 0.40 | 0.0588 | -0.021 | 44 | 3.70 | 4.60 | 40.9% | -0.61 | 0.0604 | -0.021 | |||
| 1.25 | 1.60 | 5 | 39.8% | 0.34 | 0.0561 | -0.020 | 45 | 4.30 | 5.30 | 40.3% | -0.67 | 0.0579 | -0.020 | |||
| 0.9000 | 1.65 | 41.8% | 0.29 | 0.0524 | -0.018 | 46 | 5.00 | 6.10 | 40.5% | -0.72 | 0.0545 | -0.019 | ||||
| 0.6500 | 1.45 | 41.9% | 0.25 | 0.0482 | -0.017 | 47 | 5.80 | 6.70 | 39.0% | -0.76 | 0.0505 | -0.017 | ||||
| 0.6000 | 0.7500 | 2 | 38.2% | 0.21 | 0.0436 | -0.016 | 48 | 6.80 | 7.50 | 50 | 40.6% | -0.80 | 0.0462 | -0.016 | ||
| 0.3000 | 0.7500 | 5 | 1 | 38.1% | 0.18 | 0.0390 | -0.014 | 49 | 7.50 | 8.30 | 38.1% | -0.84 | 0.0418 | -0.014 | ||
| 0.4000 | 0.6000 | 10 | 40.5% | 0.15 | 0.0345 | -0.013 | 50 | 8.40 | 9.30 | 39.8% | -0.87 | 0.0376 | -0.013 | |||
| 0.0500 | 0.8000 | 41.3% | 0.12 | 0.0302 | -0.011 | 51 | 9.30 | 10.30 | 41.1% | -0.90 | 0.0334 | -0.011 | ||||
| 0.0500 | 0.5000 | 1 | 39.3% | 0.10 | 0.0262 | -0.010 | 52 | 10.10 | 11.20 | 37.6% | -0.92 | 0.0297 | -0.010 | |||
| 0.0500 | 0.6500 | 44.3% | 0.08 | 0.0227 | -0.009 | 53 | 11.00 | 12.20 | 36.3% | -0.94 | 0.0262 | -0.009 | ||||
| 0.0500 | 0.6500 | 46.7% | 0.07 | 0.0195 | -0.007 | 54 | 11.90 | 13.30 | 38.5% | -0.96 | 0.0231 | -0.007 | ||||
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 — Dec 18, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs