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 ±8.6% (23.59–28.02) · ATM IV 32.6% · P/C open interest 2.27
| 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 | 7.35 | 76.8% | 0.95 | 0.0248 | -0.005 | 20 | 0 | 2.18 | 108.8% | -0.05 | 0.0250 | -0.006 | ||||
| 4.55 | 6.35 | 71.3% | 0.92 | 0.0356 | -0.007 | 21 | 0 | 0.9500 | 68.0% | -0.08 | 0.0359 | -0.007 | ||||
| 3.60 | 5.45 | 63.8% | 0.89 | 0.0512 | -0.008 | 22 | 0 | 2.26 | 85.0% | -0.11 | 0.0516 | -0.009 | ||||
| 2.70 | 4.55 | 1 | 56.7% | 0.84 | 0.0730 | -0.010 | 23 | 0.1500 | 0.9300 | 50.1% | -0.16 | 0.0737 | -0.011 | |||
| 1.45 | 4.10 | 37.0% | 0.80 | 0.0862 | -0.011 | 23.5 | 0 | 0.6700 | 36.3% | -0.20 | 0.0872 | -0.011 | ||||
| 1.04 | 3.80 | 37.6% | 0.76 | 0.1007 | -0.012 | 24 | 0.3100 | 0.5400 | 5 | 35.0% | -0.24 | 0.1020 | -0.012 | |||
| 1.80 | 2.00 | 31.4% | 0.71 | 0.1154 | -0.013 | 24.5 | 0.4500 | 0.6200 | 33.8% | -0.29 | 0.1171 | -0.013 | ||||
| 1.45 | 1.68 | 31.2% | 0.65 | 0.1289 | -0.013 | 25 | 0.6200 | 0.9300 | 35.5% | -0.35 | 0.1310 | -0.014 | ||||
| 1.16 | 1.39 | 31.2% | 0.58 | 0.1389 | -0.014 | 25.5 | 0.8100 | 1.00 | 21 | 32.9% | -0.42 | 0.1416 | -0.014 | |||
| 0.8900 | 1.13 | 30.8% | 0.51 | 0.1437 | -0.014 | 26 | 1.08 | 1.33 | 1 | 2 | 34.4% | -0.49 | 0.1471 | -0.014 | ||
| 0.6700 | 0.9100 | 30.7% | 0.44 | 0.1424 | -0.014 | 26.5 | 1.33 | 1.53 | 1 | 32.6% | -0.57 | 0.1464 | -0.014 | |||
| 0.6000 | 0.7400 | 32.6% | 0.38 | 0.1356 | -0.014 | 27 | 1.69 | 1.85 | 10 | 5 | 33.2% | -0.63 | 0.1402 | -0.014 | ||
| 0.4200 | 0.5900 | 3 | 32.1% | 0.32 | 0.1251 | -0.013 | 27.5 | 2.05 | 2.20 | 33.5% | -0.69 | 0.1302 | -0.013 | |||
| 0.2900 | 0.7800 | 5 | 37.5% | 0.27 | 0.1129 | -0.012 | 28 | 1.11 | 3.75 | 30.4% | -0.75 | 0.1183 | -0.013 | |||
| 0 | 0.3700 | 5 | 27.5% | 0.23 | 0.1003 | -0.011 | 28.5 | 2.10 | 4.35 | 45.6% | -0.79 | 0.1059 | -0.012 | |||
| 0.1500 | 0.3600 | 4 | 34.2% | 0.19 | 0.0884 | -0.011 | 29 | 2.50 | 4.80 | 46.8% | -0.82 | 0.0941 | -0.011 | |||
| 0 | 1.15 | 50.8% | 0.17 | 0.0776 | -0.010 | 29.5 | 2.43 | 5.15 | 33.7% | -0.85 | 0.0834 | -0.010 | ||||
| 0 | 1.15 | 54.4% | 0.14 | 0.0681 | -0.009 | 30 | 2.89 | 5.70 | 37.0% | -0.88 | 0.0739 | -0.010 | ||||
| 0 | 1.15 | 57.8% | 0.12 | 0.0598 | -0.009 | 30.5 | 3.35 | 6.15 | 36.4% | -0.90 | 0.0657 | -0.009 | ||||
| 0 | 1.00 | 58.0% | 0.11 | 0.0526 | -0.008 | 31 | 4.35 | 6.65 | 54.3% | -0.91 | 0.0583 | -0.009 | ||||
| 0 | 1.15 | 64.3% | 0.09 | 0.0465 | -0.008 | 31.5 | 4.85 | 7.10 | 56.1% | -0.93 | 0.0523 | -0.008 | ||||
| 0 | 1.95 | 82.9% | 0.08 | 0.0412 | -0.007 | 32 | 5.25 | 7.65 | 57.7% | -0.94 | 0.0464 | -0.007 | ||||
| 0 | 2.19 | 90.5% | 0.07 | 0.0366 | -0.007 | 32.5 | 5.70 | 8.10 | 57.7% | -0.95 | 0.0412 | -0.007 | ||||
| 0 | 1.75 | 85.5% | 0.07 | 0.0327 | -0.006 | 33 | 6.20 | 8.60 | 60.4% | -0.96 | 0.0373 | -0.007 | ||||
| 0 | 1.00 | 75.3% | 0.05 | 0.0263 | -0.005 | 34 | 7.20 | 9.60 | 65.5% | -0.97 | 0.0312 | -0.006 | ||||
| 0 | 0.9500 | 79.2% | 0.04 | 0.0215 | -0.005 | 35 | 8.20 | 10.60 | 70.3% | -0.98 | 0.0249 | -0.004 | ||||
| 0 | 0.9500 | 84.1% | 0.04 | 0.0178 | -0.004 | 36 | 9.20 | 11.60 | 75.0% | -0.99 | 0.0177 | -0.004 | ||||
| 0 | 1.15 | 93.8% | 0.03 | 0.0149 | -0.004 | 37 | 10.00 | 12.60 | 71.4% | -0.99 | 0.0125 | -0.004 | ||||
| 0 | 1.15 | 98.4% | 0.03 | 0.0126 | -0.004 | 38 | 10.80 | 13.60 | -1.00 | 0.0080 | -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 27, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.