JETS option chain U.S. Global Jets ETF
Cboe delayed options data · as of 00:35 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 ±2.9% (27.50–29.16) · ATM IV 47.6% · P/C open interest 2.74
| 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 | |
| 7.50 | 9.10 | 4 | 1.00 | 0.0000 | -0.008 | 20 | 0 | 0.4200 | 61 | 331.5% | -0.00 | 0.0003 | -0.000 | |||
| 6.55 | 8.10 | 3 | 1.00 | 0.0000 | -0.008 | 21 | 0 | 0.4800 | 11 | 304.1% | -0.00 | 0.0005 | -0.000 | |||
| 5.45 | 7.95 | 3 | 307.8% | 1.00 | 0.0001 | -0.008 | 22 | 0 | 0.0200 | 7 | 147.5% | -0.00 | 0.0010 | -0.000 | ||
| 4.60 | 6.80 | 4 | 268.0% | 1.00 | 0.0004 | -0.008 | 23 | 0 | 0.2200 | 10 | 188.6% | -0.00 | 0.0022 | -0.001 | ||
| 4.25 | 4.60 | 2 | 47 | 157.3% | 1.00 | 0.0016 | -0.008 | 24 | 0 | 0.2200 | 35 | 157.4% | -0.00 | 0.0053 | -0.001 | |
| 3.25 | 3.65 | 2 | 4 | 134.1% | 1.00 | 0.0069 | -0.008 | 25 | 0 | 0.3000 | 32 | 137.8% | -0.01 | 0.0136 | -0.003 | |
| 2.60 | 3.35 | 1 | 2 | 124.6% | 1.00 | 0.0146 | -0.009 | 25.5 | 0 | 2.00 | 36 | 264.9% | -0.01 | 0.0231 | -0.005 | |
| 1.90 | 2.73 | 1 | 1 | 0.99 | 0.0314 | -0.010 | 26 | 0 | 0.0200 | 13 | 57.2% | -0.02 | 0.0408 | -0.008 | ||
| 1.62 | 2.71 | 2 | 5 | 124.7% | 0.98 | 0.0680 | -0.013 | 26.5 | 0 | 0.0300 | 25 | 49.5% | -0.04 | 0.0755 | -0.013 | |
| 1.11 | 2.00 | 2 | 44 | 87.4% | 0.95 | 0.1459 | -0.021 | 27 | 0 | 0.2300 | 30 | 106 | 64.4% | -0.07 | 0.1472 | -0.023 |
| 0.6500 | 1.08 | 2 | 19 | 34.6% | 0.87 | 0.3006 | -0.040 | 27.5 | 0 | 0.1400 | 42 | 111 | 39.1% | -0.15 | 0.2944 | -0.042 |
| 0.4200 | 0.7700 | 4 | 50.7% | 0.69 | 0.5423 | -0.072 | 28 | 0 | 0.5300 | 1 | 256 | 47.3% | -0.33 | 0.5249 | -0.069 | |
| 0 | 0.9400 | 216 | 43 | 66.8% | 0.40 | 0.5889 | -0.075 | 28.5 | 0.2100 | 0.5000 | 1,595 | 28.4% | -0.61 | 0.5672 | -0.072 | |
| 0 | 0.2000 | 111 | 40.2% | 0.18 | 0.3574 | -0.048 | 29 | 0.0600 | 1.01 | 2 | 242 | -0.82 | 0.3498 | -0.048 | ||
| 0 | 0.2500 | 14 | 5 | 60.5% | 0.09 | 0.1867 | -0.028 | 29.5 | 0.9900 | 1.47 | 6 | 113 | 38.6% | -0.91 | 0.1848 | -0.027 |
| 0 | 0.1900 | 136 | 69.0% | 0.05 | 0.1005 | -0.016 | 30 | 1.37 | 1.94 | 295 | -0.95 | 0.1000 | -0.016 | |||
| 0 | 0.1000 | 205 | 69.6% | 0.03 | 0.0575 | -0.010 | 30.5 | 1.76 | 2.72 | 2 | 22 | 65.3% | -0.97 | 0.0573 | -0.010 | |
| 0 | 0.1000 | 52 | 80.8% | 0.02 | 0.0348 | -0.007 | 31 | 1.79 | 3.40 | 1 | -0.98 | 0.0347 | -0.006 | |||
| 0 | 0.6100 | 41 | 151.1% | 0.01 | 0.0221 | -0.005 | 31.5 | 2.71 | 3.50 | 2 | 7 | -0.99 | 0.0221 | -0.004 | ||
| 0 | 0.1000 | 7 | 61 | 101.9% | 0.01 | 0.0146 | -0.003 | 32 | 3.10 | 4.15 | 13 | 794 | -0.99 | 0.0146 | -0.003 | |
| 0 | 0.7500 | 20 | 190.8% | 0.01 | 0.0100 | -0.002 | 32.5 | 3.70 | 5.10 | 16 | 155.8% | -0.99 | 0.0100 | -0.002 | ||
| 0 | 0.7500 | 17 | 203.8% | 0.00 | 0.0071 | -0.002 | 33 | 4.20 | 5.60 | 6 | 167.6% | -0.99 | 0.0071 | -0.001 | ||
| 0 | 2.13 | 9 | 325.2% | 0.00 | 0.0051 | -0.001 | 33.5 | 4.75 | 6.20 | 2 | 33 | 196.2% | -1.00 | 0.0051 | -0.001 | |
| 0 | 0.7500 | 19 | 228.4% | 0.00 | 0.0038 | -0.001 | 34 | 5.15 | 6.60 | 2 | 7 | 183.6% | -1.00 | 0.0038 | -0.000 | |
| 0 | 0.7500 | 5 | 240.2% | 0.00 | 0.0028 | -0.001 | 34.5 | 5.55 | 7.25 | 2 | 200.9% | -1.00 | 0.0028 | -0.000 | ||
| 0 | 0.7500 | 6 | 251.6% | 0.00 | 0.0022 | -0.001 | 35 | 6.05 | 7.75 | 7 | 211.3% | -1.00 | 0.0022 | 0.000 | ||
| 0 | 0.7500 | 203 | 262.7% | 0.00 | 0.0017 | -0.001 | 35.5 | 6.45 | 8.30 | 21 | 214.4% | -1.00 | 0.0017 | 0.000 | ||
| 0 | 0.7500 | 4 | 273.4% | 0.00 | 0.0013 | -0.000 | 36 | 7.05 | 8.75 | 23 | 231.4% | -1.00 | 0.0013 | 0.000 | ||
| 0 | 0.7500 | 283.9% | 0.00 | 0.0011 | -0.000 | 36.5 | 7.70 | 9.10 | 1 | 3 | 241.1% | -1.00 | 0.0011 | 0.000 | ||
| 0 | 0.7500 | 3 | 294.2% | 0.00 | 0.0009 | -0.000 | 37 | 8.30 | 9.50 | 1 | 29 | 250.5% | -1.00 | 0.0009 | 0.000 | |
| 0 | 0.7500 | 8 | 304.2% | 0.00 | 0.0007 | -0.000 | 37.5 | 8.55 | 10.25 | 8 | 259.8% | -1.00 | 0.0007 | 0.000 | ||
| 0 | 0.6100 | 322 | 297.1% | 0.00 | 0.0006 | -0.000 | 38 | 9.05 | 10.75 | 20 | 268.8% | -1.00 | 0.0006 | 0.000 | ||
| 0 | 0.0100 | 35 | 174.6% | 0.00 | 0.0003 | -0.000 | 40 | 10.60 | 13.55 | 351.7% | -1.00 | 0.0003 | 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 — Sep 04, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs