JETS option chain U.S. Global Jets ETF
Cboe delayed options data · as of 15:39 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 ±3.3% (24.95–26.66) · ATM IV 37.5% · P/C open interest 0.63
| 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 | |
| 5.60 | 6.80 | 2 | 6 | 221.0% | 1.00 | 0.0010 | 0.000 | 20 | 0 | 1.35 | 5 | 268.6% | -0.00 | 0.0010 | -0.000 | |
| 4.70 | 5.85 | 2 | 37 | 202.2% | 1.00 | 0.0030 | -0.000 | 21 | 0 | 0.9500 | 5 | 204.2% | -0.00 | 0.0030 | -0.001 | |
| 3.50 | 5.70 | 3 | 213.9% | 0.99 | 0.0090 | -0.001 | 22 | 0 | 1.20 | 189.8% | -0.01 | 0.0090 | -0.002 | |||
| 2.50 | 4.20 | 3 | 148.8% | 0.98 | 0.0292 | -0.005 | 23 | 0 | 0.9500 | 1 | 141.1% | -0.02 | 0.0292 | -0.005 | ||
| 1.40 | 3.90 | 107.6% | 0.97 | 0.0531 | -0.009 | 23.5 | 0 | 0.1000 | 101 | 59.7% | -0.03 | 0.0533 | -0.009 | |||
| 1.70 | 2.08 | 4 | 54.6% | 0.94 | 0.0964 | -0.015 | 24 | 0.0100 | 0.1300 | 36 | 53.5% | -0.06 | 0.0967 | -0.015 | ||
| 1.25 | 2.20 | 57 | 85.5% | 0.89 | 0.1691 | -0.025 | 24.5 | 0.0400 | 0.0900 | 3 | 130 | 41.2% | -0.11 | 0.1700 | -0.025 | |
| 0.9100 | 0.9700 | 4 | 37.5% | 0.79 | 0.2724 | -0.037 | 25 | 0.1200 | 0.1700 | 22 | 874 | 40.1% | -0.21 | 0.2743 | -0.037 | |
| 0.5400 | 0.6100 | 7 | 36.1% | 0.63 | 0.3703 | -0.048 | 25.5 | 0.2600 | 0.3200 | 6 | 445 | 38.9% | -0.37 | 0.3736 | -0.049 | |
| 0.2900 | 0.3700 | 1 | 219 | 37.4% | 0.44 | 0.3906 | -0.050 | 26 | 0.4800 | 0.5600 | 2 | 155 | 37.7% | -0.57 | 0.3946 | -0.050 |
| 0.1300 | 0.2100 | 17 | 110 | 38.1% | 0.26 | 0.3167 | -0.041 | 26.5 | 0.8300 | 0.9000 | 27 | 38.8% | -0.74 | 0.3198 | -0.041 | |
| 0.0600 | 0.1200 | 12 | 31 | 40.4% | 0.15 | 0.2133 | -0.029 | 27 | 1.05 | 1.47 | 87 | 37.0% | -0.86 | 0.2155 | -0.029 | |
| 0.0300 | 0.0900 | 6 | 140 | 45.4% | 0.08 | 0.1308 | -0.018 | 27.5 | 1.10 | 2.65 | 3 | 65.0% | -0.93 | 0.1331 | -0.018 | |
| 0 | 0.1000 | 14 | 290 | 52.3% | 0.04 | 0.0777 | -0.012 | 28 | 1.55 | 2.50 | 109 | -0.96 | 0.0794 | -0.011 | ||
| 0 | 0.5300 | 5 | 346 | 97.7% | 0.03 | 0.0461 | -0.007 | 28.5 | 2.06 | 3.85 | 2 | 97.9% | -0.98 | 0.0455 | -0.007 | |
| 0 | 0.5200 | 427 | 107.5% | 0.02 | 0.0278 | -0.005 | 29 | 2.35 | 4.30 | 87.6% | -0.99 | 0.0248 | -0.005 | |||
| 0 | 0.0100 | 7 | 53.0% | 0.01 | 0.0171 | -0.003 | 29.5 | 2.85 | 5.50 | 2 | 147.4% | -1.00 | 0.0127 | -0.004 | ||
| 0 | 0.1800 | 2 | 805 | 95.3% | 0.01 | 0.0107 | -0.002 | 30 | 3.35 | 6.00 | 98 | 158.0% | -1.00 | 0.0063 | -0.004 | |
| 0 | 0.2000 | 2 | 45 | 105.6% | 0.00 | 0.0069 | -0.001 | 30.5 | 3.85 | 5.25 | 52 | -1.00 | 0.0029 | -0.004 | ||
| 0 | 1.00 | 39 | 179.4% | 0.00 | 0.0045 | -0.001 | 31 | 4.35 | 7.00 | 1 | 177.9% | -1.00 | 0.0013 | -0.004 | ||
| 0 | 1.15 | 7 | 198.6% | 0.00 | 0.0031 | -0.001 | 31.5 | 4.85 | 7.60 | 193.9% | -1.00 | 0.0006 | -0.004 | |||
| 0 | 1.00 | 808 | 198.0% | 0.00 | 0.0021 | -0.000 | 32 | 5.20 | 7.90 | 178.3% | -1.00 | 0.0002 | -0.003 | |||
| 0 | 1.00 | 20 | 206.9% | 0.00 | 0.0014 | -0.000 | 32.5 | 5.70 | 7.40 | 1 | -1.00 | 0.0001 | -0.003 | |||
| 0 | 1.15 | 5 | 225.7% | 0.00 | 0.0010 | -0.000 | 33 | 6.20 | 8.90 | 194.9% | -1.00 | 0.0000 | -0.003 | |||
| 0 | 1.15 | 234.3% | 0.00 | 0.0007 | -0.000 | 33.5 | 6.70 | 8.20 | -1.00 | 0.0000 | -0.003 | |||||
| 0 | 0.1000 | 136.2% | 0.00 | 0.0005 | -0.000 | 34 | 7.20 | 10.10 | 1 | 226.5% | -1.00 | 0.0000 | -0.003 | |||
| 0 | 1.00 | 239.8% | 0.00 | 0.0004 | -0.000 | 34.5 | 7.70 | 10.60 | 1 | 234.3% | -1.00 | 0.0000 | -0.003 | |||
| 0 | 1.00 | 247.5% | 0.00 | 0.0003 | -0.000 | 35 | 8.20 | 11.10 | 241.9% | -1.00 | 0.0000 | -0.003 | ||||
| 0 | 1.00 | 255.0% | 0.00 | 0.0002 | -0.000 | 35.5 | 8.70 | 11.60 | 249.3% | -1.00 | 0.0000 | -0.003 | ||||
| 0 | 0.9500 | 258.4% | 0.00 | 0.0002 | 0.000 | 36 | 9.20 | 12.10 | 256.6% | -1.00 | 0.0000 | -0.003 | ||||
| 0 | 1.00 | 276.4% | 0.00 | 0.0001 | 0.000 | 37 | 10.50 | 12.45 | 238.7% | -1.00 | 0.0000 | -0.003 | ||||
| 0 | 1.00 | 290.0% | 0.00 | 0.0001 | 0.000 | 38 | 11.45 | 13.40 | 1 | 240.3% | -1.00 | 0.0000 | -0.003 | |||
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 — Oct 23, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs