TAN option chain Invesco Solar ETF

Expiration Cboe delayed options data · as of 21:54 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 ±19.8% (38.17–56.97) · ATM IV 40.4% · P/C open interest 1.16

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
22.50	25.30			43.7%	0.97	0.0035	-0.003	24	0	0.6500		1	72.1%	-0.03	0.0036	-0.005
21.50	24.30		15		0.96	0.0040	-0.003	25	0	0.7000		1,552	68.4%	-0.04	0.0040	-0.005
20.50	23.40			42.9%	0.96	0.0045	-0.003	26	0	0.7000		21	64.9%	-0.04	0.0045	-0.006
19.70	22.40		7	49.4%	0.96	0.0051	-0.004	27	0	0.7500			62.4%	-0.04	0.0051	-0.006
18.70	21.40		5	45.4%	0.95	0.0057	-0.004	28	0.1000	0.8000		14	61.7%	-0.05	0.0058	-0.006
17.60	20.50		1	41.4%	0.94	0.0064	-0.004	29	0	0.7500		3,023	55.9%	-0.05	0.0065	-0.007
16.90	19.50		175	46.6%	0.94	0.0073	-0.005	30	0	0.7000		1,740	52.0%	-0.06	0.0073	-0.007
15.80	18.60		3	43.1%	0.93	0.0082	-0.005	31	0	0.8500		91	51.3%	-0.07	0.0083	-0.007
14.90	17.60		11	41.8%	0.92	0.0092	-0.006	32	0.0500	0.9000		7	49.6%	-0.08	0.0093	-0.008
14.00	16.70		45	42.0%	0.91	0.0104	-0.006	33	0.0500	0.9500		18	47.3%	-0.09	0.0105	-0.008
13.20	15.70		40	41.7%	0.90	0.0117	-0.007	34	0.0500	0.7500		9	41.8%	-0.10	0.0119	-0.009
12.40	14.80		147	42.1%	0.89	0.0132	-0.008	35	0.1000	0.8000		444	40.3%	-0.11	0.0134	-0.009
11.50	13.80		62	39.9%	0.88	0.0148	-0.008	36	0.1500	1.20		104	42.1%	-0.12	0.0150	-0.010
11.10	12.80		27	42.2%	0.86	0.0165	-0.009	37	0.3000	1.25		125	41.0%	-0.14	0.0168	-0.011
10.40	12.00		42	42.8%	0.84	0.0184	-0.010	38	0.4000	1.55	1	34	41.2%	-0.16	0.0187	-0.011
9.30	11.30		147	40.8%	0.82	0.0203	-0.011	39	0.5500	1.60		237	39.5%	-0.18	0.0207	-0.012
8.60	10.50		227	40.6%	0.80	0.0223	-0.011	40	1.15	2.05	1	290	43.1%	-0.20	0.0228	-0.013
8.00	9.80		22	41.3%	0.78	0.0243	-0.012	41	1.10	2.40		79	41.4%	-0.22	0.0248	-0.013
7.70	9.10		8	43.1%	0.75	0.0263	-0.013	42	1.35	2.70	1	64	40.9%	-0.25	0.0269	-0.014
6.50	7.80		64	36.7%	0.72	0.0282	-0.014	43	1.55	3.10		51	40.4%	-0.28	0.0289	-0.015
6.10	7.90		311	41.4%	0.69	0.0299	-0.014	44	2.05	3.50		132	41.1%	-0.31	0.0307	-0.015
5.90	7.20	4	546	42.5%	0.66	0.0314	-0.015	45	2.50	4.00		111	41.6%	-0.35	0.0323	-0.016
5.00	6.70		212	41.0%	0.63	0.0326	-0.015	46	3.00	4.40		104	41.5%	-0.38	0.0336	-0.016
4.40	6.20		215	40.5%	0.59	0.0335	-0.016	47	3.30	4.90		100	40.7%	-0.42	0.0347	-0.017
3.90	5.70		25	40.3%	0.56	0.0341	-0.016	48	3.80	5.40	2	45	40.5%	-0.45	0.0354	-0.017
3.40	5.30	2	20	40.2%	0.53	0.0344	-0.016	49	4.40	6.10	70	72	41.3%	-0.49	0.0359	-0.017
3.50	4.90	2	282	42.4%	0.49	0.0344	-0.016	50	5.10	6.50		319	40.9%	-0.52	0.0360	-0.017
3.10	4.50	27	93	42.1%	0.46	0.0341	-0.016	51	5.50	7.10		30	39.9%	-0.55	0.0359	-0.017
2.60	4.10		39	41.2%	0.43	0.0336	-0.016	52	6.20	7.90		28	40.7%	-0.58	0.0355	-0.017
2.25	3.80		22	41.2%	0.40	0.0329	-0.016	53	6.60	8.70		18	40.0%	-0.62	0.0349	-0.017
2.10	3.30		18	40.9%	0.37	0.0320	-0.016	54	7.50	9.30		28	40.3%	-0.65	0.0342	-0.016
1.85	2.65	2	954	39.2%	0.35	0.0311	-0.016	55	8.30	9.90		110	40.0%	-0.67	0.0334	-0.016
1.65	2.80		20	41.2%	0.32	0.0300	-0.015	56	8.90	10.80		13	39.8%	-0.70	0.0324	-0.016
1.50	2.70		11	42.2%	0.30	0.0288	-0.015	57	9.70	11.50		5	39.4%	-0.72	0.0314	-0.015
1.30	2.15	1	13	40.5%	0.28	0.0276	-0.015	58	10.50	12.40		18	39.8%	-0.75	0.0303	-0.015
0.8500	2.30		68	40.9%	0.26	0.0264	-0.014	59	11.30	13.10		9	38.8%	-0.77	0.0292	-0.014
1.05	1.65		545	40.2%	0.24	0.0252	-0.014	60	12.00	14.30		51	40.0%	-0.79	0.0281	-0.014
0.7500	1.90		4	41.6%	0.22	0.0240	-0.013	61	12.90	15.20			40.5%	-0.81	0.0270	-0.013
0.4500	1.80		8	40.9%	0.21	0.0228	-0.013	62	13.90	15.90			40.0%	-0.83	0.0259	-0.013
0.7000	1.45	1	4	41.9%	0.19	0.0217	-0.012	63	14.90	16.70			39.9%	-0.84	0.0248	-0.012
0.6000	1.35		3	42.0%	0.18	0.0206	-0.012	64	15.80	17.70			40.6%	-0.86	0.0237	-0.012
0.6000	0.9000	85	3,390	40.2%	0.17	0.0195	-0.011	65	16.70	18.50		1,015	38.8%	-0.87	0.0228	-0.011
0.4500	1.20		9	42.8%	0.15	0.0184	-0.011	66	17.70	19.40		1	38.8%	-0.89	0.0219	-0.011
0.2000	1.20		75	42.1%	0.14	0.0174	-0.010	67	18.30	20.80		11	40.2%	-0.90	0.0210	-0.010
0.1000	1.15		3	42.2%	0.13	0.0165	-0.010	68	19.20	21.80		5	39.7%	-0.91	0.0202	-0.010
0.3000	1.00		21	43.9%	0.12	0.0156	-0.009	69	20.40	22.80			44.3%	-0.92	0.0194	-0.009
0.5000	1.05	1	311	47.2%	0.11	0.0147	-0.009	70	21.40	23.40		21		-0.93	0.0185	-0.009
0.2000	0.9000		9	44.4%	0.11	0.0139	-0.009	71	22.20	24.50				-0.94	0.0180	-0.009

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.

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TAN option chain Invesco Solar ETF

Volatility smile — Jan 15, 2027

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