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 ±4.8% (24.55–27.05) · ATM IV 34.2% · P/C open interest 3.34
| 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 | |
| 5.35 | 7.90 | 3 | 176.2% | 0.99 | 0.0118 | -0.004 | 20 | 0 | 1.15 | 9 | 155.5% | -0.01 | 0.0118 | -0.004 | ||
| 4.50 | 5.90 | 1 | 114.9% | 0.98 | 0.0202 | -0.006 | 21 | 0 | 0.9500 | 1 | 125.6% | -0.02 | 0.0203 | -0.006 | ||
| 3.50 | 5.90 | 2 | 137.7% | 0.96 | 0.0359 | -0.009 | 22 | 0 | 1.00 | 1 | 108.4% | -0.04 | 0.0360 | -0.009 | ||
| 2.50 | 4.35 | 95.7% | 0.93 | 0.0657 | -0.013 | 23 | 0 | 1.00 | 6 | 88.8% | -0.07 | 0.0662 | -0.013 | |||
| 2.00 | 3.90 | 1 | 87.2% | 0.90 | 0.0897 | -0.015 | 23.5 | 0.0400 | 0.9200 | 4 | 77.5% | -0.10 | 0.0904 | -0.016 | ||
| 1.70 | 3.55 | 88.3% | 0.86 | 0.1223 | -0.018 | 24 | 0.0800 | 0.1500 | 401 | 38.3% | -0.14 | 0.1233 | -0.019 | |||
| 1.35 | 2.48 | 63.8% | 0.80 | 0.1641 | -0.021 | 24.5 | 0.1400 | 0.2200 | 2 | 16 | 36.2% | -0.20 | 0.1656 | -0.022 | ||
| 1.05 | 1.17 | 217 | 33.7% | 0.71 | 0.2114 | -0.025 | 25 | 0.2700 | 0.3500 | 15 | 2,504 | 36.1% | -0.29 | 0.2135 | -0.025 | |
| 0.7100 | 0.8200 | 10 | 32.3% | 0.60 | 0.2508 | -0.027 | 25.5 | 0.4300 | 0.5200 | 8 | 113 | 34.9% | -0.40 | 0.2534 | -0.027 | |
| 0.4700 | 0.5900 | 52 | 33.5% | 0.47 | 0.2622 | -0.027 | 26 | 0.6700 | 0.7700 | 10 | 278 | 34.8% | -0.54 | 0.2652 | -0.028 | |
| 0.3000 | 0.4000 | 8 | 72 | 34.2% | 0.35 | 0.2394 | -0.026 | 26.5 | 0.9900 | 1.08 | 68 | 35.2% | -0.66 | 0.2424 | -0.026 | |
| 0.1700 | 0.2600 | 4 | 85 | 34.3% | 0.25 | 0.1978 | -0.023 | 27 | 1.38 | 1.45 | 73 | 36.4% | -0.76 | 0.2008 | -0.023 | |
| 0.1000 | 0.1700 | 3 | 59 | 35.2% | 0.18 | 0.1551 | -0.020 | 27.5 | 1.20 | 1.95 | 15 | -0.83 | 0.1583 | -0.020 | ||
| 0.0600 | 0.1300 | 2 | 40 | 37.5% | 0.13 | 0.1193 | -0.017 | 28 | 1.73 | 2.83 | 86 | 38.6% | -0.88 | 0.1226 | -0.017 | |
| 0.0400 | 0.6000 | 1 | 43 | 64.0% | 0.10 | 0.0917 | -0.015 | 28.5 | 2.04 | 3.15 | 2 | -0.91 | 0.0949 | -0.015 | ||
| 0 | 0.4000 | 1 | 111 | 60.2% | 0.08 | 0.0710 | -0.012 | 29 | 2.35 | 3.55 | -0.93 | 0.0739 | -0.013 | |||
| 0 | 1.00 | 11 | 91.0% | 0.06 | 0.0555 | -0.011 | 29.5 | 2.85 | 4.25 | 9 | -0.95 | 0.0586 | -0.011 | |||
| 0 | 0.1400 | 211 | 55.0% | 0.05 | 0.0439 | -0.009 | 30 | 3.35 | 4.55 | 9 | -0.96 | 0.0469 | -0.009 | |||
| 0 | 1.00 | 5 | 103.7% | 0.04 | 0.0352 | -0.008 | 30.5 | 3.85 | 6.45 | 2 | 102.4% | -0.97 | 0.0380 | -0.008 | ||
| 0 | 0.9500 | 85 | 107.7% | 0.03 | 0.0285 | -0.007 | 31 | 4.35 | 6.95 | 9 | 108.4% | -0.98 | 0.0306 | -0.007 | ||
| 0 | 1.00 | 115.5% | 0.03 | 0.0234 | -0.006 | 31.5 | 4.85 | 7.45 | 114.2% | -0.98 | 0.0245 | -0.006 | ||||
| 0 | 1.50 | 43 | 140.5% | 0.02 | 0.0193 | -0.005 | 32 | 5.20 | 7.95 | 113.2% | -0.99 | 0.0198 | -0.005 | |||
| 0 | 1.55 | 148.2% | 0.02 | 0.0161 | -0.005 | 32.5 | 5.70 | 8.40 | 116.2% | -0.99 | 0.0154 | -0.005 | ||||
| 0 | 1.25 | 20 | 142.2% | 0.02 | 0.0136 | -0.004 | 33 | 6.20 | 7.70 | -0.99 | 0.0120 | -0.004 | ||||
| 0 | 0.7500 | 10 | 125.4% | 0.01 | 0.0115 | -0.004 | 33.5 | 6.70 | 9.40 | 1 | 126.2% | -1.00 | 0.0093 | -0.004 | ||
| 0 | 0.9500 | 139.7% | 0.01 | 0.0099 | -0.004 | 34 | 7.20 | 9.90 | 131.0% | -1.00 | 0.0072 | -0.004 | ||||
| 0 | 0.7000 | 136.7% | 0.01 | 0.0074 | -0.003 | 35 | 8.20 | 10.90 | 2 | 140.3% | -1.00 | 0.0040 | -0.003 | |||
| 0 | 1.20 | 169.8% | 0.01 | 0.0056 | -0.002 | 36 | 9.20 | 11.90 | 1 | 149.2% | -1.00 | 0.0021 | -0.003 | |||
| 0 | 1.15 | 176.4% | 0.01 | 0.0044 | -0.002 | 37 | 10.00 | 13.00 | 151.9% | -1.00 | 0.0012 | -0.003 | ||||
| 0 | 1.15 | 184.9% | 0.00 | 0.0034 | -0.002 | 38 | 10.75 | 13.90 | 134.3% | -1.00 | 0.0006 | -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 30, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs