IntraAlpha
Create free account Start free

Invesco Solar ETF TAN

i

Market dataready · fetched 2026-10-16T22:45:47.477Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

PriceAlpaca · sip · 2026-10-16T22:30:00.004079575Z

FundamentalsAlpha Vantage · ready

Share price$41.85
1D-2.1%
AH$41.70$42.09$42.49$42.89$43.295:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTAN
Sold putSold callAH

Invesco Solar ETF options

Live interpolated TAN call and put midpoint premiums by absolute delta.Invesco Solar ETF$0.39$1.69$2.98$4.28$5.57$34.93$38.37$41.81$45.25$48.6920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TAN spot · $41.85TAN PRICE$0.53$0.73$0.94$1.15$1.42$1.74$2.02$2.33$2.65$3.37$3.88$4.34$5.20$0.61$0.80$1.02$1.30$1.61$1.94$2.29$2.66$3.06$3.64$4.19$4.50$5.20
PutsCheap0.92×
CallsExpensive1.07×
SkewBullish-2.81 pp
Implied moveBearish±$4.31
TiltBearish4.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ46.8438.9%13.2%38.1639.7%10.3%
25Δ46.0039.8%11.6%39.0139.0%8.7%
30Δ45.2240.5%10.3%39.7338.6%7.5%
35Δ44.4440.3%8.9%40.3939.2%6.6%
40Δ43.7240.9%7.8%41.0240.4%5.8%
45Δ43.0842.5%7.1%41.6840.6%5.0%
50Δ42.3842.3%6.1%42.3440.7%4.3%
55Δ41.6841.8%5.2%43.0140.5%3.6%
60Δ41.0041.3%4.3%43.6940.1%2.9%
65Δ40.1546.1%4.0%44.4941.0%2.4%
70Δ39.3646.4%3.3%45.2540.9%1.9%
75Δ38.6145.1%2.6%45.8138.2%1.3%
80Δ37.5247.3%2.1%46.7137.9%0.8%

20Δ

Calls
Pseudo strike
46.84
IV
38.9%
B/E move
13.2%
Puts
Pseudo strike
38.16
IV
39.7%
B/E move
10.3%

25Δ

Calls
Pseudo strike
46.00
IV
39.8%
B/E move
11.6%
Puts
Pseudo strike
39.01
IV
39.0%
B/E move
8.7%

30Δ

Calls
Pseudo strike
45.22
IV
40.5%
B/E move
10.3%
Puts
Pseudo strike
39.73
IV
38.6%
B/E move
7.5%

35Δ

Calls
Pseudo strike
44.44
IV
40.3%
B/E move
8.9%
Puts
Pseudo strike
40.39
IV
39.2%
B/E move
6.6%

40Δ

Calls
Pseudo strike
43.72
IV
40.9%
B/E move
7.8%
Puts
Pseudo strike
41.02
IV
40.4%
B/E move
5.8%

45Δ

Calls
Pseudo strike
43.08
IV
42.5%
B/E move
7.1%
Puts
Pseudo strike
41.68
IV
40.6%
B/E move
5.0%

50Δ

Calls
Pseudo strike
42.38
IV
42.3%
B/E move
6.1%
Puts
Pseudo strike
42.34
IV
40.7%
B/E move
4.3%

55Δ

Calls
Pseudo strike
41.68
IV
41.8%
B/E move
5.2%
Puts
Pseudo strike
43.01
IV
40.5%
B/E move
3.6%

60Δ

Calls
Pseudo strike
41.00
IV
41.3%
B/E move
4.3%
Puts
Pseudo strike
43.69
IV
40.1%
B/E move
2.9%

65Δ

Calls
Pseudo strike
40.15
IV
46.1%
B/E move
4.0%
Puts
Pseudo strike
44.49
IV
41.0%
B/E move
2.4%

70Δ

Calls
Pseudo strike
39.36
IV
46.4%
B/E move
3.3%
Puts
Pseudo strike
45.25
IV
40.9%
B/E move
1.9%

75Δ

Calls
Pseudo strike
38.61
IV
45.1%
B/E move
2.6%
Puts
Pseudo strike
45.81
IV
38.2%
B/E move
1.3%

80Δ

Calls
Pseudo strike
37.52
IV
47.3%
B/E move
2.1%
Puts
Pseudo strike
46.71
IV
37.9%
B/E move
0.8%