TAN option chain Invesco Solar ETF
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 ±15.6% (35.33–48.38) · ATM IV 39.0% · P/C open interest 1.10
| 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 | |
| 19.80 | 22.20 | 0.98 | 0.0027 | -0.003 | 21 | 0 | 0.5500 | 1 | 86.6% | -0.02 | 0.0028 | -0.003 | ||||
| 18.80 | 21.10 | 0.98 | 0.0032 | -0.004 | 22 | 0 | 0.3500 | 2 | 74.6% | -0.02 | 0.0033 | -0.004 | ||||
| 17.80 | 20.30 | 2 | 0.98 | 0.0038 | -0.004 | 23 | 0 | 0.5500 | 1 | 76.7% | -0.02 | 0.0038 | -0.004 | |||
| 16.80 | 19.20 | 0.97 | 0.0045 | -0.004 | 24 | 0 | 0.6000 | 2 | 73.5% | -0.03 | 0.0046 | -0.004 | ||||
| 15.90 | 18.20 | 15 | 0.97 | 0.0054 | -0.005 | 25 | 0 | 0.6000 | 1,572 | 69.0% | -0.03 | 0.0054 | -0.005 | |||
| 14.90 | 17.30 | 0.96 | 0.0064 | -0.005 | 26 | 0 | 0.6500 | 2 | 65.8% | -0.04 | 0.0064 | -0.005 | ||||
| 14.00 | 16.30 | 7 | 0.96 | 0.0076 | -0.006 | 27 | 0 | 0.6500 | 61.6% | -0.04 | 0.0076 | -0.006 | ||||
| 13.40 | 15.30 | 5 | 49.7% | 0.95 | 0.0089 | -0.006 | 28 | 0 | 0.7000 | 15 | 58.5% | -0.05 | 0.0090 | -0.006 | ||
| 12.10 | 14.30 | 1 | 27.7% | 0.94 | 0.0106 | -0.007 | 29 | 0 | 0.7000 | 3,023 | 54.4% | -0.06 | 0.0107 | -0.007 | ||
| 11.20 | 13.40 | 174 | 38.2% | 0.93 | 0.0125 | -0.008 | 30 | 0.0500 | 0.7500 | 1,706 | 52.3% | -0.07 | 0.0126 | -0.008 | ||
| 10.30 | 12.40 | 3 | 37.5% | 0.92 | 0.0147 | -0.009 | 31 | 0.0500 | 0.8000 | 91 | 49.1% | -0.08 | 0.0149 | -0.009 | ||
| 9.50 | 11.40 | 11 | 38.3% | 0.90 | 0.0173 | -0.009 | 32 | 0.0500 | 0.8000 | 18 | 45.2% | -0.10 | 0.0174 | -0.009 | ||
| 8.70 | 10.50 | 45 | 39.6% | 0.88 | 0.0202 | -0.010 | 33 | 0.0500 | 0.9000 | 518 | 42.8% | -0.12 | 0.0204 | -0.010 | ||
| 7.80 | 9.70 | 40 | 39.6% | 0.86 | 0.0234 | -0.011 | 34 | 0.1500 | 1.10 | 9 | 42.5% | -0.14 | 0.0237 | -0.011 | ||
| 7.00 | 8.80 | 147 | 38.9% | 0.84 | 0.0270 | -0.012 | 35 | 0.3000 | 1.30 | 479 | 42.1% | -0.16 | 0.0273 | -0.012 | ||
| 6.30 | 8.10 | 62 | 40.4% | 0.81 | 0.0308 | -0.013 | 36 | 0.5000 | 1.45 | 106 | 41.1% | -0.19 | 0.0312 | -0.013 | ||
| 5.60 | 7.30 | 27 | 40.0% | 0.78 | 0.0347 | -0.014 | 37 | 0.7000 | 1.85 | 149 | 41.6% | -0.23 | 0.0353 | -0.014 | ||
| 4.90 | 6.60 | 42 | 39.8% | 0.74 | 0.0386 | -0.015 | 38 | 1.00 | 2.20 | 527 | 41.8% | -0.26 | 0.0393 | -0.015 | ||
| 4.30 | 6.00 | 151 | 40.4% | 0.70 | 0.0422 | -0.016 | 39 | 1.35 | 2.50 | 237 | 41.3% | -0.31 | 0.0431 | -0.016 | ||
| 3.80 | 4.70 | 406 | 36.3% | 0.65 | 0.0454 | -0.016 | 40 | 2.00 | 2.40 | 2 | 343 | 39.5% | -0.35 | 0.0465 | -0.017 | |
| 3.20 | 4.10 | 41 | 35.8% | 0.60 | 0.0480 | -0.017 | 41 | 2.35 | 3.00 | 75 | 39.8% | -0.40 | 0.0493 | -0.017 | ||
| 2.80 | 4.20 | 8 | 40.1% | 0.56 | 0.0498 | -0.017 | 42 | 2.65 | 3.40 | 1 | 66 | 38.0% | -0.45 | 0.0514 | -0.018 | |
| 2.35 | 3.10 | 66 | 36.1% | 0.51 | 0.0507 | -0.017 | 43 | 3.40 | 4.30 | 53 | 41.3% | -0.50 | 0.0525 | -0.018 | ||
| 1.95 | 3.40 | 314 | 40.4% | 0.46 | 0.0507 | -0.017 | 44 | 3.70 | 5.20 | 119 | 41.4% | -0.56 | 0.0527 | -0.018 | ||
| 1.80 | 2.30 | 512 | 37.1% | 0.41 | 0.0498 | -0.017 | 45 | 4.60 | 5.50 | 116 | 40.9% | -0.61 | 0.0521 | -0.017 | ||
| 1.25 | 2.20 | 212 | 37.0% | 0.36 | 0.0482 | -0.016 | 46 | 4.90 | 6.50 | 109 | 40.5% | -0.65 | 0.0508 | -0.017 | ||
| 0.9500 | 1.55 | 279 | 34.2% | 0.32 | 0.0459 | -0.015 | 47 | 5.60 | 7.30 | 100 | 40.9% | -0.70 | 0.0488 | -0.016 | ||
| 0.7500 | 1.45 | 57 | 35.3% | 0.28 | 0.0432 | -0.014 | 48 | 6.80 | 7.80 | 1 | 45 | 42.3% | -0.74 | 0.0464 | -0.015 | |
| 0.8000 | 1.10 | 16 | 80 | 36.0% | 0.25 | 0.0402 | -0.013 | 49 | 7.10 | 8.80 | 186 | 40.3% | -0.78 | 0.0437 | -0.015 | |
| 0.6000 | 1.00 | 480 | 35.4% | 0.22 | 0.0371 | -0.013 | 50 | 8.50 | 9.50 | 1 | 321 | 44.0% | -0.81 | 0.0409 | -0.014 | |
| 0.5000 | 0.8500 | 120 | 36.6% | 0.19 | 0.0340 | -0.012 | 51 | 8.80 | 10.50 | 30 | 40.8% | -0.84 | 0.0380 | -0.013 | ||
| 0.1500 | 0.7500 | 41 | 34.4% | 0.16 | 0.0309 | -0.011 | 52 | 9.70 | 11.40 | 28 | 41.4% | -0.87 | 0.0353 | -0.012 | ||
| 0.3500 | 0.6500 | 216 | 37.7% | 0.14 | 0.0279 | -0.010 | 53 | 10.60 | 12.30 | 18 | 41.7% | -0.89 | 0.0326 | -0.011 | ||
| 0.0500 | 0.4500 | 18 | 33.3% | 0.12 | 0.0251 | -0.009 | 54 | 11.50 | 13.20 | 28 | 41.4% | -0.91 | 0.0300 | -0.011 | ||
| 0.2500 | 0.5000 | 977 | 38.8% | 0.11 | 0.0226 | -0.008 | 55 | 12.40 | 14.00 | 110 | 38.7% | -0.93 | 0.0272 | -0.010 | ||
| 0.0500 | 0.3500 | 31 | 35.2% | 0.09 | 0.0202 | -0.007 | 56 | 13.30 | 15.30 | 15 | 44.2% | -0.95 | 0.0241 | -0.009 | ||
| 0.0500 | 0.3500 | 44 | 36.9% | 0.08 | 0.0180 | -0.007 | 57 | 14.20 | 16.20 | 5 | 42.5% | -0.96 | 0.0206 | -0.008 | ||
| 0.0500 | 0.2500 | 7 | 36.4% | 0.07 | 0.0160 | -0.006 | 58 | 15.20 | 17.30 | 18 | 46.3% | -0.98 | 0.0165 | -0.007 | ||
| 0.0500 | 0.2500 | 69 | 38.0% | 0.06 | 0.0143 | -0.005 | 59 | 16.10 | 18.20 | 9 | 43.2% | -0.98 | 0.0125 | -0.005 | ||
| 0.0500 | 0.2000 | 1 | 724 | 38.2% | 0.05 | 0.0127 | -0.005 | 60 | 17.10 | 19.30 | 51 | 47.8% | -0.99 | 0.0090 | -0.003 | |
| 0.0500 | 0.2000 | 2 | 39.6% | 0.05 | 0.0113 | -0.004 | 61 | 18.00 | 20.30 | 46.5% | -0.99 | 0.0058 | -0.002 | |||
| 0 | 0.2000 | 10 | 39.5% | 0.04 | 0.0100 | -0.004 | 62 | 19.00 | 21.30 | 48.1% | -1.00 | 0.0034 | -0.001 | |||
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 — Jan 15, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.