TAN option chain Invesco Solar ETF
Cboe delayed options data · as of 12:41 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 ±10.2% (37.58–46.12) · ATM IV 41.1% · P/C open interest 0.50
| 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 | |
| 15.90 | 17.90 | 23 | 0.99 | 0.0035 | -0.005 | 25 | 0 | 0.5000 | 2 | 106.0% | -0.01 | 0.0035 | -0.005 | |||
| 15.60 | 16.90 | 95.0% | 0.98 | 0.0042 | -0.006 | 26 | 0 | 0.5000 | 1 | 99.2% | -0.02 | 0.0042 | -0.006 | |||
| 14.00 | 16.00 | 0.98 | 0.0051 | -0.006 | 27 | 0 | 0.5000 | 2 | 92.6% | -0.02 | 0.0052 | -0.007 | ||||
| 13.70 | 15.00 | 89.5% | 0.98 | 0.0063 | -0.007 | 28 | 0 | 0.5500 | 4 | 88.2% | -0.02 | 0.0063 | -0.007 | |||
| 12.70 | 14.00 | 82.9% | 0.97 | 0.0077 | -0.008 | 29 | 0 | 0.5500 | 1 | 81.9% | -0.03 | 0.0078 | -0.008 | |||
| 11.70 | 13.00 | 20 | 76.5% | 0.97 | 0.0095 | -0.009 | 30 | 0 | 0.6000 | 219 | 77.4% | -0.04 | 0.0096 | -0.009 | ||
| 10.70 | 12.00 | 70.2% | 0.96 | 0.0118 | -0.010 | 31 | 0 | 0.6000 | 206 | 71.4% | -0.04 | 0.0118 | -0.010 | |||
| 9.00 | 11.00 | 0.95 | 0.0146 | -0.012 | 32 | 0 | 0.6000 | 2 | 2 | 65.5% | -0.06 | 0.0146 | -0.012 | |||
| 8.70 | 10.00 | 2 | 58.2% | 0.93 | 0.0181 | -0.013 | 33 | 0 | 0.6000 | 1 | 59.7% | -0.07 | 0.0182 | -0.013 | ||
| 7.30 | 9.00 | 1 | 38.8% | 0.92 | 0.0224 | -0.015 | 34 | 0.0500 | 0.6000 | 10 | 55.2% | -0.09 | 0.0226 | -0.015 | ||
| 6.90 | 7.90 | 1 | 49.0% | 0.90 | 0.0277 | -0.017 | 35 | 0.0500 | 0.6000 | 48 | 49.5% | -0.11 | 0.0279 | -0.017 | ||
| 6.10 | 7.00 | 10 | 49.0% | 0.87 | 0.0340 | -0.019 | 36 | 0.1500 | 0.6000 | 1 | 267 | 45.8% | -0.13 | 0.0343 | -0.019 | |
| 5.30 | 6.20 | 6 | 12 | 49.1% | 0.83 | 0.0414 | -0.021 | 37 | 0.3500 | 0.5500 | 2 | 276 | 42.6% | -0.17 | 0.0418 | -0.022 |
| 4.00 | 5.40 | 2 | 41.1% | 0.79 | 0.0495 | -0.024 | 38 | 0.3000 | 0.8500 | 32 | 40.2% | -0.21 | 0.0501 | -0.024 | ||
| 3.60 | 4.60 | 11 | 44.3% | 0.74 | 0.0581 | -0.026 | 39 | 0.5500 | 1.05 | 279 | 39.5% | -0.26 | 0.0588 | -0.026 | ||
| 3.10 | 3.90 | 91 | 45.4% | 0.68 | 0.0661 | -0.028 | 40 | 0.8500 | 1.35 | 1 | 394 | 38.9% | -0.33 | 0.0671 | -0.028 | |
| 2.55 | 2.75 | 4 | 49 | 40.0% | 0.61 | 0.0726 | -0.029 | 41 | 1.45 | 1.75 | 139 | 41.0% | -0.40 | 0.0739 | -0.030 | |
| 2.05 | 2.30 | 48 | 37 | 40.9% | 0.54 | 0.0765 | -0.030 | 42 | 2.00 | 2.20 | 5 | 81 | 41.3% | -0.47 | 0.0782 | -0.030 |
| 1.55 | 2.00 | 1 | 63 | 41.7% | 0.46 | 0.0772 | -0.029 | 43 | 2.35 | 2.95 | 25 | 182 | 41.1% | -0.55 | 0.0794 | -0.030 |
| 1.20 | 1.35 | 60 | 286 | 39.2% | 0.39 | 0.0746 | -0.028 | 44 | 3.10 | 3.40 | 5 | 114 | 40.4% | -0.63 | 0.0772 | -0.029 |
| 0.9500 | 1.05 | 7 | 114 | 39.8% | 0.32 | 0.0694 | -0.026 | 45 | 3.40 | 4.70 | 7 | 175 | 42.6% | -0.70 | 0.0725 | -0.027 |
| 0.6500 | 0.8000 | 37 | 67 | 39.1% | 0.26 | 0.0626 | -0.024 | 46 | 4.10 | 5.10 | 122 | 37.5% | -0.76 | 0.0659 | -0.025 | |
| 0.4000 | 0.6000 | 7 | 3,455 | 38.1% | 0.21 | 0.0549 | -0.021 | 47 | 4.90 | 6.00 | 256 | 38.0% | -0.81 | 0.0586 | -0.023 | |
| 0.3000 | 0.4500 | 5 | 62 | 38.7% | 0.17 | 0.0472 | -0.019 | 48 | 5.70 | 6.70 | 148 | 31.5% | -0.86 | 0.0512 | -0.020 | |
| 0.2000 | 0.3500 | 1 | 64 | 40.9% | 0.13 | 0.0401 | -0.016 | 49 | 6.70 | 7.70 | 200 | 35.0% | -0.89 | 0.0441 | -0.018 | |
| 0.2500 | 0.3000 | 4 | 636 | 42.6% | 0.11 | 0.0336 | -0.014 | 50 | 7.50 | 8.50 | 6 | 176 | -0.92 | 0.0371 | -0.016 | |
| 0.0500 | 0.4000 | 123 | 43.9% | 0.09 | 0.0280 | -0.012 | 51 | 8.40 | 9.70 | 33 | -0.95 | 0.0305 | -0.014 | |||
| 0.1000 | 0.3000 | 127 | 45.8% | 0.07 | 0.0233 | -0.010 | 52 | 9.50 | 11.10 | 49 | 51.2% | -0.96 | 0.0239 | -0.011 | ||
| 0.0500 | 0.2000 | 90 | 44.3% | 0.06 | 0.0193 | -0.009 | 53 | 10.20 | 11.50 | 133 | -0.98 | 0.0182 | -0.009 | |||
| 0 | 0.3000 | 147 | 48.8% | 0.04 | 0.0159 | -0.007 | 54 | 11.10 | 13.20 | 56 | -0.98 | 0.0128 | -0.006 | |||
| 0.0500 | 0.1500 | 9 | 1,307 | 47.8% | 0.04 | 0.0132 | -0.006 | 55 | 12.90 | 13.50 | 396 | 53.3% | -0.99 | 0.0088 | -0.004 | |
| 0 | 0.3000 | 26 | 54.3% | 0.03 | 0.0109 | -0.005 | 56 | 13.10 | 14.50 | 128 | -0.99 | 0.0056 | -0.002 | |||
| 0 | 0.2000 | 204 | 52.9% | 0.02 | 0.0090 | -0.005 | 57 | 14.10 | 16.20 | 21 | -1.00 | 0.0033 | -0.001 | |||
| 0 | 0.2500 | 3 | 57.5% | 0.02 | 0.0075 | -0.004 | 58 | 15.10 | 17.20 | -1.00 | 0.0019 | -0.001 | ||||
| 0 | 0.2500 | 6 | 59.9% | 0.02 | 0.0062 | -0.003 | 59 | 16.10 | 18.10 | -1.00 | 0.0010 | -0.000 | ||||
| 0 | 0.2500 | 118 | 62.3% | 0.01 | 0.0052 | -0.003 | 60 | 17.10 | 19.10 | -1.00 | 0.0005 | -0.000 | ||||
| 0 | 0.2500 | 2 | 64.6% | 0.01 | 0.0043 | -0.002 | 61 | 18.10 | 20.10 | -1.00 | 0.0002 | 0.000 | ||||
| 0 | 0.1000 | 58.0% | 0.01 | 0.0036 | -0.002 | 62 | 19.10 | 21.10 | -1.00 | 0.0001 | 0.000 | |||||
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
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs