JETS option chain U.S. Global Jets ETF
Cboe delayed options data · as of 03:35 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 ±4.7% (26.99–29.67) · ATM IV 27.8% · P/C open interest 2.68
| 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 | |
| 13.00 | 14.40 | 1 | 17 | 232.4% | 1.00 | 0.0000 | -0.005 | 15 | 0 | 0.0200 | 866 | 120.8% | -0.00 | 0.0001 | -0.000 | |
| 9.00 | 9.65 | 1.00 | 0.0000 | -0.005 | 19 | 0 | 0.8300 | 508 | 156.7% | -0.00 | 0.0012 | -0.001 | ||||
| 8.00 | 8.65 | 66 | 1.00 | 0.0000 | -0.005 | 20 | 0 | 0.0100 | 2,557 | 64.2% | -0.00 | 0.0021 | -0.001 | |||
| 7.00 | 7.65 | 2 | 62.2% | 1.00 | 0.0000 | -0.005 | 21 | 0 | 0.0100 | 240 | 55.9% | -0.00 | 0.0038 | -0.001 | ||
| 6.00 | 6.70 | 4 | 71.0% | 1.00 | 0.0000 | -0.005 | 22 | 0 | 0.0200 | 4,464 | 52.0% | -0.01 | 0.0070 | -0.002 | ||
| 5.00 | 5.65 | 40 | 1.00 | 0.0001 | -0.005 | 23 | 0 | 0.0300 | 836 | 46.3% | -0.01 | 0.0132 | -0.003 | |||
| 4.00 | 4.70 | 66 | 50.2% | 0.99 | 0.0187 | -0.005 | 24 | 0 | 0.0500 | 4,019 | 41.0% | -0.03 | 0.0253 | -0.004 | ||
| 3.05 | 3.70 | 186 | 43.6% | 0.97 | 0.0634 | -0.009 | 25 | 0 | 0.1000 | 1 | 2,057 | 36.9% | -0.05 | 0.0493 | -0.007 | |
| 2.62 | 3.20 | 41.9% | 0.94 | 0.0831 | -0.011 | 25.5 | 0.0100 | 0.1300 | 6 | 34.6% | -0.08 | 0.0688 | -0.009 | |||
| 2.17 | 2.72 | 345 | 39.1% | 0.91 | 0.1056 | -0.012 | 26 | 0 | 0.1200 | 20.7K | 28.3% | -0.11 | 0.0953 | -0.011 | ||
| 1.74 | 2.25 | 100 | 36.3% | 0.86 | 0.1371 | -0.014 | 26.5 | 0 | 0.2400 | 9 | 28.5% | -0.16 | 0.1296 | -0.014 | ||
| 1.21 | 1.88 | 463 | 32.5% | 0.79 | 0.1766 | -0.017 | 27 | 0.0800 | 0.2400 | 12 | 28.2K | 25.2% | -0.23 | 0.1702 | -0.016 | |
| 0.8800 | 1.82 | 39.6% | 0.69 | 0.2169 | -0.019 | 27.5 | 0.0900 | 0.6700 | 1,029 | 29.5% | -0.32 | 0.2102 | -0.019 | |||
| 0.5700 | 1.50 | 180 | 38.4% | 0.58 | 0.2439 | -0.021 | 28 | 0.4500 | 0.5900 | 46 | 1,870 | 26.9% | -0.43 | 0.2375 | -0.020 | |
| 0.4400 | 1.05 | 26 | 36.4% | 0.45 | 0.2458 | -0.021 | 28.5 | 0.0600 | 1.13 | 3 | 19.1% | -0.55 | 0.2404 | -0.020 | ||
| 0 | 0.6500 | 8 | 760 | 26.4% | 0.34 | 0.2225 | -0.019 | 29 | 0.7200 | 1.46 | 2,400 | 26.8% | -0.66 | 0.2184 | -0.019 | |
| 0.0500 | 0.6200 | 13 | 194 | 33.7% | 0.25 | 0.1855 | -0.017 | 29.5 | 1.11 | 1.85 | 11 | 27.8% | -0.75 | 0.1825 | -0.017 | |
| 0.0500 | 0.3400 | 66 | 3,121 | 31.9% | 0.18 | 0.1467 | -0.014 | 30 | 1.53 | 2.03 | 3 | 5,582 | 17.4% | -0.82 | 0.1446 | -0.014 |
| 0.0600 | 0.1200 | 1 | 143 | 29.2% | 0.13 | 0.1128 | -0.012 | 30.5 | 2.00 | 2.56 | 78 | 21.3% | -0.87 | 0.1114 | -0.011 | |
| 0.0300 | 0.2700 | 3 | 1,264 | 38.8% | 0.09 | 0.0859 | -0.010 | 31 | 2.44 | 3.05 | 1,025 | -0.90 | 0.0849 | -0.009 | ||
| 0 | 0.2800 | 15 | 42.4% | 0.07 | 0.0653 | -0.008 | 31.5 | 2.89 | 3.70 | 31.4% | -0.93 | 0.0646 | -0.008 | |||
| 0 | 0.5900 | 11.1K | 58.5% | 0.05 | 0.0499 | -0.007 | 32 | 3.35 | 4.00 | 3,170 | -0.94 | 0.0494 | -0.006 | |||
| 0 | 0.2700 | 20 | 50.3% | 0.04 | 0.0385 | -0.006 | 32.5 | 3.90 | 4.50 | -0.96 | 0.0381 | -0.005 | ||||
| 0 | 0.2700 | 2 | 316 | 54.2% | 0.03 | 0.0299 | -0.005 | 33 | 4.40 | 5.00 | 894 | -0.96 | 0.0297 | -0.004 | ||
| 0 | 0.2600 | 57.5% | 0.02 | 0.0235 | -0.004 | 33.5 | 4.90 | 5.55 | -0.97 | 0.0233 | -0.003 | |||||
| 0 | 0.3100 | 1,572 | 63.8% | 0.02 | 0.0186 | -0.003 | 34 | 5.35 | 6.00 | 213 | -0.98 | 0.0185 | -0.003 | |||
| 0 | 0.4600 | 74.6% | 0.02 | 0.0149 | -0.003 | 34.5 | 5.85 | 6.55 | -0.98 | 0.0148 | -0.002 | |||||
| 0 | 0.6600 | 1,133 | 86.6% | 0.01 | 0.0120 | -0.002 | 35 | 6.35 | 7.00 | 341 | -0.98 | 0.0120 | -0.002 | |||
| 0 | 0.5000 | 301 | 87.4% | 0.01 | 0.0081 | -0.002 | 36 | 7.35 | 8.05 | 1 | -0.99 | 0.0080 | -0.001 | |||
| 0 | 0.5800 | 5,717 | 98.0% | 0.01 | 0.0056 | -0.001 | 37 | 8.35 | 9.00 | 13 | -0.99 | 0.0056 | -0.000 | |||
| 0 | 0.4600 | 312 | 98.9% | 0.00 | 0.0040 | -0.001 | 38 | 9.35 | 10.05 | -0.99 | 0.0039 | 0.000 | ||||
| 0 | 0.2600 | 1,364 | 93.0% | 0.00 | 0.0029 | -0.001 | 39 | 10.35 | 11.00 | -0.99 | 0.0029 | 0.000 | ||||
| 0 | 0.4600 | 1,346 | 111.2% | 0.00 | 0.0021 | -0.001 | 40 | 11.35 | 12.05 | -0.99 | 0.0021 | 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 18, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs