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Invesco Solar ETF TAN

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Market dataready · fetched 2026-10-18T00:56:21.405Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-17T00:00:00.170633475Z

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$1.70$3.01$4.31$5.62$34.93$38.37$41.81$45.25$48.6920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TAN spot · $41.85TAN PRICE$0.54$0.73$0.94$1.16$1.42$1.74$2.03$2.33$2.65$3.38$3.89$4.34$5.24$0.61$0.80$1.02$1.29$1.61$1.94$2.29$2.65$3.06$3.63$4.18$4.49$5.18
PutsCheap0.92×
CallsExpensive1.07×
SkewBullish-2.99 pp
Implied moveBearish±$4.31
TiltBearish3.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ46.8439.5%13.2%38.1640.2%10.3%
25Δ46.0040.4%11.6%39.0039.5%8.7%
30Δ45.2241.1%10.3%39.7239.1%7.5%
35Δ44.4341.0%8.9%40.3939.7%6.6%
40Δ43.7141.5%7.8%41.0141.0%5.8%
45Δ43.0843.2%7.1%41.6741.2%5.0%
50Δ42.3743.0%6.1%42.3441.2%4.3%
55Δ41.6842.5%5.1%43.0141.1%3.6%
60Δ40.9942.0%4.3%43.6840.6%2.9%
65Δ40.1446.9%4.0%44.4841.5%2.4%
70Δ39.3547.2%3.3%45.2441.5%1.9%
75Δ38.6045.8%2.6%45.8038.7%1.3%
80Δ37.4948.4%2.1%46.6838.3%0.8%

20Δ

Calls
Pseudo strike
46.84
IV
39.5%
B/E move
13.2%
Puts
Pseudo strike
38.16
IV
40.2%
B/E move
10.3%

25Δ

Calls
Pseudo strike
46.00
IV
40.4%
B/E move
11.6%
Puts
Pseudo strike
39.00
IV
39.5%
B/E move
8.7%

30Δ

Calls
Pseudo strike
45.22
IV
41.1%
B/E move
10.3%
Puts
Pseudo strike
39.72
IV
39.1%
B/E move
7.5%

35Δ

Calls
Pseudo strike
44.43
IV
41.0%
B/E move
8.9%
Puts
Pseudo strike
40.39
IV
39.7%
B/E move
6.6%

40Δ

Calls
Pseudo strike
43.71
IV
41.5%
B/E move
7.8%
Puts
Pseudo strike
41.01
IV
41.0%
B/E move
5.8%

45Δ

Calls
Pseudo strike
43.08
IV
43.2%
B/E move
7.1%
Puts
Pseudo strike
41.67
IV
41.2%
B/E move
5.0%

50Δ

Calls
Pseudo strike
42.37
IV
43.0%
B/E move
6.1%
Puts
Pseudo strike
42.34
IV
41.2%
B/E move
4.3%

55Δ

Calls
Pseudo strike
41.68
IV
42.5%
B/E move
5.1%
Puts
Pseudo strike
43.01
IV
41.1%
B/E move
3.6%

60Δ

Calls
Pseudo strike
40.99
IV
42.0%
B/E move
4.3%
Puts
Pseudo strike
43.68
IV
40.6%
B/E move
2.9%

65Δ

Calls
Pseudo strike
40.14
IV
46.9%
B/E move
4.0%
Puts
Pseudo strike
44.48
IV
41.5%
B/E move
2.4%

70Δ

Calls
Pseudo strike
39.35
IV
47.2%
B/E move
3.3%
Puts
Pseudo strike
45.24
IV
41.5%
B/E move
1.9%

75Δ

Calls
Pseudo strike
38.60
IV
45.8%
B/E move
2.6%
Puts
Pseudo strike
45.80
IV
38.7%
B/E move
1.3%

80Δ

Calls
Pseudo strike
37.49
IV
48.4%
B/E move
2.1%
Puts
Pseudo strike
46.68
IV
38.3%
B/E move
0.8%