JETS option chain U.S. Global Jets ETF
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 ±6.9% (24.03–27.58) · ATM IV 32.5% · P/C open interest 0.53
| 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 | 117.3% | 0.96 | 0.0213 | -0.005 | 20 | 0 | 1.00 | 98.8% | -0.04 | 0.0213 | -0.006 | ||||
| 4.50 | 5.70 | 68.7% | 0.94 | 0.0322 | -0.007 | 21 | 0 | 1.00 | 85.5% | -0.06 | 0.0323 | -0.008 | ||||
| 3.55 | 4.95 | 66.9% | 0.91 | 0.0491 | -0.009 | 22 | 0 | 1.00 | 72.4% | -0.09 | 0.0494 | -0.010 | ||||
| 2.60 | 4.35 | 66.0% | 0.87 | 0.0753 | -0.012 | 23 | 0 | 1.00 | 59.4% | -0.13 | 0.0757 | -0.012 | ||||
| 2.15 | 3.35 | 48.0% | 0.83 | 0.0927 | -0.013 | 23.5 | 0.1300 | 1.15 | 59.6% | -0.17 | 0.0933 | -0.013 | ||||
| 1.95 | 3.75 | 68.1% | 0.79 | 0.1131 | -0.014 | 24 | 0 | 0.3600 | 1 | 29.9% | -0.21 | 0.1139 | -0.015 | |||
| 1.66 | 1.79 | 33.8% | 0.73 | 0.1354 | -0.016 | 24.5 | 0.3000 | 0.4600 | 34.1% | -0.27 | 0.1366 | -0.016 | ||||
| 1.29 | 1.44 | 32.8% | 0.66 | 0.1572 | -0.017 | 25 | 0.4500 | 0.6000 | 33.2% | -0.34 | 0.1588 | -0.017 | ||||
| 0.9700 | 1.16 | 32.6% | 0.58 | 0.1742 | -0.017 | 25.5 | 0.6300 | 0.8000 | 2 | 32.6% | -0.42 | 0.1762 | -0.018 | |||
| 0.7100 | 0.9100 | 32.4% | 0.49 | 0.1815 | -0.017 | 26 | 0.8900 | 1.04 | 5 | 32.6% | -0.51 | 0.1841 | -0.018 | |||
| 0.5000 | 0.7000 | 32.3% | 0.40 | 0.1767 | -0.017 | 26.5 | 1.19 | 1.33 | 16 | 32.6% | -0.60 | 0.1799 | -0.017 | |||
| 0.4200 | 0.5400 | 4 | 34.1% | 0.32 | 0.1619 | -0.016 | 27 | 1.54 | 1.66 | 1 | 32.8% | -0.68 | 0.1655 | -0.016 | ||
| 0.3000 | 0.4100 | 1 | 34.4% | 0.26 | 0.1417 | -0.014 | 27.5 | 1.94 | 2.04 | 33.5% | -0.75 | 0.1456 | -0.015 | |||
| 0.2000 | 0.3000 | 38 | 27 | 34.3% | 0.20 | 0.1206 | -0.013 | 28 | 1.80 | 2.79 | 6 | 27.4% | -0.81 | 0.1246 | -0.013 | |
| 0.1300 | 0.4500 | 7 | 2 | 40.9% | 0.16 | 0.1011 | -0.012 | 28.5 | 2.00 | 3.95 | 42.5% | -0.85 | 0.1052 | -0.012 | ||
| 0.1200 | 0.1600 | 1 | 35.9% | 0.13 | 0.0843 | -0.011 | 29 | 2.40 | 3.65 | 1 | -0.88 | 0.0884 | -0.011 | |||
| 0 | 0.1600 | 34.4% | 0.11 | 0.0704 | -0.009 | 29.5 | 2.90 | 4.30 | 20 | -0.90 | 0.0744 | -0.009 | ||||
| 0 | 0.1200 | 9 | 35.4% | 0.09 | 0.0589 | -0.009 | 30 | 3.35 | 5.95 | 64.9% | -0.92 | 0.0629 | -0.009 | |||
| 0 | 1.00 | 69.0% | 0.07 | 0.0495 | -0.008 | 30.5 | 3.85 | 6.00 | 56.0% | -0.94 | 0.0534 | -0.008 | ||||
| 0 | 1.00 | 73.0% | 0.06 | 0.0419 | -0.007 | 31 | 4.35 | 5.80 | -0.95 | 0.0454 | -0.007 | |||||
| 0 | 0.9500 | 54 | 75.5% | 0.05 | 0.0357 | -0.006 | 31.5 | 4.85 | 6.05 | -0.96 | 0.0396 | -0.006 | ||||
| 0 | 0.1200 | 46.9% | 0.05 | 0.0306 | -0.006 | 32 | 5.20 | 6.70 | -0.97 | 0.0347 | -0.005 | |||||
| 0 | 1.15 | 88.4% | 0.04 | 0.0264 | -0.005 | 32.5 | 5.70 | 7.95 | 61.5% | -0.98 | 0.0300 | -0.005 | ||||
| 0 | 1.00 | 87.8% | 0.03 | 0.0229 | -0.005 | 33 | 6.20 | 8.90 | 81.9% | -0.98 | 0.0261 | -0.004 | ||||
| 0 | 1.00 | 91.2% | 0.03 | 0.0199 | -0.004 | 33.5 | 6.70 | 8.95 | 67.5% | -0.99 | 0.0223 | -0.004 | ||||
| 0 | 1.00 | 94.5% | 0.03 | 0.0175 | -0.004 | 34 | 7.20 | 9.90 | 88.5% | -0.99 | 0.0190 | -0.004 | ||||
| 0 | 1.00 | 100.9% | 0.02 | 0.0136 | -0.004 | 35 | 7.95 | 10.90 | 85.4% | -0.99 | 0.0125 | -0.004 | ||||
| 0 | 0.9500 | 105.4% | 0.02 | 0.0108 | -0.003 | 36 | 8.15 | 11.90 | -1.00 | 0.0074 | -0.003 | |||||
| 0 | 1.00 | 112.8% | 0.01 | 0.0087 | -0.003 | 37 | 9.15 | 13.15 | -1.00 | 0.0042 | -0.003 | |||||
| 0 | 1.00 | 118.3% | 0.01 | 0.0071 | -0.002 | 38 | 10.75 | 13.90 | 91.3% | -1.00 | 0.0020 | -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 — Nov 13, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.