JETS option chain U.S. Global Jets ETF
Cboe delayed options data · as of 12:37 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 ±8.3% (23.71–27.99) · ATM IV 33.3% · P/C open interest 0.23
| 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 | |
| 6.40 | 9.95 | 88.2% | 0.99 | 0.0074 | -0.002 | 18 | 0 | 0.2500 | 101 | 75.4% | -0.01 | 0.0074 | -0.002 | |||
| 5.50 | 8.95 | 81.5% | 0.98 | 0.0116 | -0.003 | 19 | 0 | 0.2400 | 6 | 65.5% | -0.02 | 0.0117 | -0.003 | |||
| 5.75 | 7.95 | 106.6% | 0.97 | 0.0185 | -0.004 | 20 | 0 | 0.2600 | 1 | 57.7% | -0.03 | 0.0186 | -0.004 | |||
| 4.80 | 5.90 | 68.2% | 0.95 | 0.0295 | -0.005 | 21 | 0 | 0.2900 | 3 | 50.4% | -0.05 | 0.0296 | -0.005 | |||
| 3.85 | 4.95 | 60.0% | 0.92 | 0.0466 | -0.007 | 22 | 0.0500 | 0.3000 | 5 | 43.9% | -0.08 | 0.0470 | -0.007 | |||
| 2.96 | 4.00 | 52.7% | 0.87 | 0.0723 | -0.009 | 23 | 0.1300 | 0.2100 | 6 | 66 | 34.7% | -0.13 | 0.0729 | -0.009 | ||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 23.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 2.14 | 3.10 | 46.6% | 0.79 | 0.1061 | -0.011 | 24 | 0.2600 | 0.3900 | 21 | 27 | 33.1% | -0.22 | 0.1071 | -0.011 | ||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 24.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 1.46 | 1.64 | 25 | 31.7% | 0.67 | 0.1402 | -0.013 | 25 | 0.5300 | 0.7000 | 43 | 2,097 | 32.5% | -0.34 | 0.1422 | -0.014 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 25.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0.9400 | 1.07 | 166 | 40 | 31.9% | 0.51 | 0.1572 | -0.015 | 26 | 1.05 | 1.22 | 108 | 76 | 34.6% | -0.49 | 0.1605 | -0.015 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 26.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0.5300 | 0.6900 | 23 | 2,182 | 32.0% | 0.37 | 0.1466 | -0.014 | 27 | 1.61 | 1.77 | 234 | 1,515 | 33.2% | -0.64 | 0.1512 | -0.014 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 27.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0.3000 | 0.3900 | 4 | 3,140 | 32.1% | 0.25 | 0.1190 | -0.012 | 28 | 2.33 | 2.66 | 10 | 132 | 35.9% | -0.76 | 0.1244 | -0.013 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 28.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0.1600 | 0.2600 | 5 | 725 | 33.6% | 0.17 | 0.0895 | -0.010 | 29 | 2.46 | 3.40 | 44 | -0.85 | 0.0954 | -0.011 | ||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 29.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0.0800 | 0.2000 | 3 | 7,721 | 35.8% | 0.12 | 0.0654 | -0.008 | 30 | 3.90 | 4.35 | 4 | 32 | -0.91 | 0.0713 | -0.009 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 30.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0.0500 | 0.1100 | 3,541 | 36.5% | 0.08 | 0.0477 | -0.006 | 31 | 4.20 | 5.35 | 16 | -0.94 | 0.0521 | -0.007 | |||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 31.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0.0800 | 1 | 41 | 36.4% | 0.06 | 0.0350 | -0.005 | 32 | 5.15 | 6.30 | 1 | -0.96 | 0.0369 | -0.006 | ||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 32.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0.0900 | 419 | 41.5% | 0.04 | 0.0261 | -0.004 | 33 | 6.25 | 9.15 | 1 | 80.9% | -0.98 | 0.0251 | -0.004 | ||
| 0 | 0.0700 | 3 | 43.8% | 0.03 | 0.0197 | -0.004 | 34 | 6.85 | 9.00 | -0.99 | 0.0161 | -0.003 | ||||
| 0 | 0.0700 | 1 | 47.7% | 0.02 | 0.0152 | -0.003 | 35 | 7.10 | 11.15 | -0.99 | 0.0100 | -0.002 | ||||
| 0 | 0.0700 | 51.3% | 0.02 | 0.0118 | -0.003 | 36 | 8.65 | 12.15 | 81.4% | -1.00 | 0.0060 | -0.001 | ||||
| 0 | 0.0600 | 53.7% | 0.02 | 0.0093 | -0.002 | 37 | 9.10 | 13.25 | 63.8% | -1.00 | 0.0034 | -0.000 | ||||
| 0 | 0.0600 | 57.0% | 0.01 | 0.0075 | -0.002 | 38 | 10.10 | 14.25 | 67.6% | -1.00 | 0.0020 | -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