TAN option chain Invesco Solar ETF
Cboe delayed options data · as of 12:38 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 ±26.3% (35.07–60.07) · ATM IV 41.9% · P/C open interest 0.56
| 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 | |
| 17.00 | 20.70 | 2 | 47.7% | 0.91 | 0.0078 | -0.002 | 30 | 0 | 2.60 | 58.7% | -0.09 | 0.0079 | -0.007 | |||
| 13.20 | 16.30 | 1 | 45.8% | 0.85 | 0.0125 | -0.005 | 35 | 0 | 3.30 | 48.5% | -0.14 | 0.0128 | -0.009 | |||
| 9.80 | 11.40 | 5 | 5 | 39.4% | 0.77 | 0.0181 | -0.008 | 40 | 1.60 | 4.20 | 46.0% | -0.23 | 0.0186 | -0.011 | ||
| 9.00 | 12.40 | 45.7% | 0.75 | 0.0192 | -0.009 | 41 | 1.45 | 4.10 | 41.9% | -0.25 | 0.0198 | -0.011 | ||||
| 8.90 | 10.10 | 3 | 40.8% | 0.72 | 0.0202 | -0.010 | 42 | 1.15 | 4.90 | 40.9% | -0.28 | 0.0209 | -0.011 | |||
| 7.80 | 10.80 | 43.8% | 0.70 | 0.0212 | -0.010 | 43 | 1.70 | 4.90 | 40.0% | -0.30 | 0.0219 | -0.012 | ||||
| 7.20 | 10.20 | 1 | 43.4% | 0.68 | 0.0221 | -0.011 | 44 | 1.95 | 6.10 | 42.3% | -0.32 | 0.0229 | -0.012 | |||
| 6.70 | 9.60 | 3 | 43.1% | 0.65 | 0.0229 | -0.011 | 45 | 3.60 | 5.20 | 4 | 41.7% | -0.35 | 0.0238 | -0.012 | ||
| 6.50 | 9.00 | 43.8% | 0.63 | 0.0236 | -0.011 | 46 | 4.30 | 6.00 | 2 | 43.6% | -0.37 | 0.0246 | -0.013 | |||
| 5.60 | 8.50 | 1 | 42.2% | 0.61 | 0.0242 | -0.012 | 47 | 4.30 | 6.70 | 10 | 42.5% | -0.40 | 0.0253 | -0.013 | ||
| 5.00 | 8.30 | 10 | 42.6% | 0.58 | 0.0246 | -0.012 | 48 | 3.80 | 7.90 | 5 | 41.2% | -0.43 | 0.0259 | -0.013 | ||
| 4.30 | 8.20 | 4 | 42.8% | 0.56 | 0.0250 | -0.012 | 49 | 6.00 | 7.10 | 2 | 42.2% | -0.45 | 0.0264 | -0.013 | ||
| 4.10 | 7.50 | 3 | 42.4% | 0.53 | 0.0253 | -0.012 | 50 | 5.00 | 8.50 | 39.6% | -0.48 | 0.0268 | -0.013 | |||
| 3.80 | 7.20 | 1 | 43.0% | 0.51 | 0.0254 | -0.012 | 51 | 5.70 | 9.70 | 41.9% | -0.50 | 0.0270 | -0.013 | |||
| 3.00 | 7.00 | 10 | 42.0% | 0.48 | 0.0254 | -0.012 | 52 | 6.30 | 10.40 | 42.1% | -0.53 | 0.0272 | -0.013 | |||
| 3.10 | 6.50 | 11 | 43.0% | 0.46 | 0.0254 | -0.012 | 53 | 7.00 | 10.80 | 41.4% | -0.55 | 0.0273 | -0.012 | |||
| 2.95 | 6.30 | 44.0% | 0.44 | 0.0252 | -0.012 | 54 | 7.70 | 11.60 | 41.8% | -0.58 | 0.0273 | -0.012 | ||||
| 2.40 | 6.20 | 43.8% | 0.42 | 0.0250 | -0.012 | 55 | 8.30 | 12.30 | 15 | 41.5% | -0.60 | 0.0272 | -0.012 | |||
| 2.10 | 5.90 | 43.7% | 0.40 | 0.0247 | -0.012 | 56 | 9.00 | 13.00 | 41.4% | -0.62 | 0.0270 | -0.012 | ||||
| 1.80 | 4.90 | 41.0% | 0.38 | 0.0243 | -0.012 | 57 | 9.70 | 13.50 | 40.4% | -0.65 | 0.0268 | -0.011 | ||||
| 2.30 | 4.30 | 42.4% | 0.36 | 0.0238 | -0.012 | 58 | 10.50 | 14.40 | 41.1% | -0.67 | 0.0264 | -0.011 | ||||
| 1.05 | 4.80 | 41.3% | 0.34 | 0.0233 | -0.012 | 59 | 11.20 | 15.10 | 40.5% | -0.69 | 0.0261 | -0.011 | ||||
| 1.70 | 4.80 | 2 | 45.3% | 0.32 | 0.0228 | -0.011 | 60 | 11.90 | 15.40 | 38.0% | -0.71 | 0.0257 | -0.010 | |||
| 0.6500 | 2.25 | 37.8% | 0.24 | 0.0197 | -0.010 | 65 | 16.00 | 20.10 | 39.5% | -0.80 | 0.0234 | -0.008 | ||||
| 0 | 3.10 | 6 | 44.4% | 0.18 | 0.0164 | -0.009 | 70 | 20.50 | 24.50 | 37.4% | -0.88 | 0.0206 | -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 — Apr 16, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs