JETS option chain U.S. Global Jets ETF
Cboe delayed options data · as of 06:35 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 ±29.9% (19.86–36.80) · ATM IV 33.0% · P/C open interest 0.88
| 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 | |
| 13.50 | 14.50 | 49 | 44.0% | 0.92 | 0.0085 | -0.000 | 15 | 0.4000 | 0.5800 | 6 | 1,017 | 44.7% | -0.06 | 0.0081 | -0.002 | |
| 12.75 | 13.45 | 41.6% | 0.91 | 0.0100 | -0.001 | 16 | 0.2100 | 1.11 | 254 | 44.9% | -0.07 | 0.0097 | -0.002 | |||
| 11.00 | 13.50 | 40.3% | 0.89 | 0.0116 | -0.001 | 17 | 0.5300 | 0.9500 | 1 | 8 | 42.8% | -0.09 | 0.0114 | -0.002 | ||
| 11.15 | 12.70 | 21 | 47.2% | 0.87 | 0.0133 | -0.001 | 18 | 0 | 1.23 | 764 | 37.1% | -0.11 | 0.0133 | -0.002 | ||
| 10.35 | 11.85 | 5 | 45.1% | 0.86 | 0.0151 | -0.002 | 19 | 0 | 2.39 | 1,094 | 42.9% | -0.13 | 0.0153 | -0.003 | ||
| 9.00 | 11.30 | 82 | 41.3% | 0.83 | 0.0170 | -0.002 | 20 | 0.6800 | 1.62 | 197 | 38.7% | -0.15 | 0.0174 | -0.003 | ||
| 9.00 | 9.65 | 3 | 310 | 39.2% | 0.81 | 0.0190 | -0.002 | 21 | 0.2900 | 3.00 | 9 | 41.3% | -0.17 | 0.0195 | -0.003 | |
| 7.20 | 9.05 | 245 | 32.7% | 0.79 | 0.0209 | -0.002 | 22 | 1.34 | 2.31 | 42 | 39.6% | -0.20 | 0.0217 | -0.003 | ||
| 7.00 | 9.20 | 18 | 39.3% | 0.76 | 0.0228 | -0.003 | 23 | 1.85 | 2.61 | 42 | 40.2% | -0.22 | 0.0238 | -0.004 | ||
| 6.90 | 7.75 | 2 | 53 | 37.3% | 0.73 | 0.0246 | -0.003 | 24 | 1.00 | 3.80 | 8 | 38.0% | -0.25 | 0.0260 | -0.004 | |
| 5.30 | 8.00 | 345 | 36.1% | 0.70 | 0.0264 | -0.003 | 25 | 2.40 | 2.94 | 139 | 36.7% | -0.28 | 0.0280 | -0.004 | ||
| 5.65 | 7.40 | 122 | 39.5% | 0.68 | 0.0280 | -0.003 | 26 | 2.81 | 4.40 | 2,760 | 41.0% | -0.31 | 0.0300 | -0.004 | ||
| 5.25 | 6.85 | 64 | 39.4% | 0.64 | 0.0294 | -0.004 | 27 | 1.20 | 4.80 | 19 | 15 | 31.8% | -0.35 | 0.0318 | -0.004 | |
| 4.80 | 5.70 | 15 | 545 | 36.4% | 0.61 | 0.0307 | -0.004 | 28 | 2.20 | 4.25 | 291 | 9 | 29.6% | -0.38 | 0.0334 | -0.004 |
| 3.40 | 5.75 | 2,735 | 34.4% | 0.58 | 0.0317 | -0.004 | 29 | 3.95 | 4.75 | 318 | 71 | 34.3% | -0.41 | 0.0349 | -0.004 | |
| 3.75 | 4.65 | 4 | 562 | 34.5% | 0.55 | 0.0326 | -0.004 | 30 | 4.55 | 5.20 | 1,407 | 2,015 | 33.9% | -0.45 | 0.0362 | -0.004 |
| 2.93 | 4.45 | 1 | 17 | 33.3% | 0.52 | 0.0331 | -0.004 | 31 | 4.50 | 7.00 | 829 | 7 | 36.0% | -0.49 | 0.0374 | -0.004 |
| 2.20 | 4.70 | 131 | 34.1% | 0.49 | 0.0335 | -0.004 | 32 | 5.90 | 7.30 | 1 | 12 | 37.6% | -0.52 | 0.0383 | -0.004 | |
| 2.50 | 3.60 | 1 | 4,163 | 33.3% | 0.46 | 0.0336 | -0.004 | 33 | 6.45 | 7.30 | 1 | 2 | 34.5% | -0.56 | 0.0390 | -0.004 |
| 2.44 | 3.90 | 15 | 36.4% | 0.43 | 0.0336 | -0.004 | 34 | 6.40 | 8.00 | 31.4% | -0.59 | 0.0395 | -0.004 | |||
| 1.38 | 3.85 | 8 | 16 | 34.1% | 0.40 | 0.0333 | -0.004 | 35 | 7.85 | 9.55 | 4,000 | 37.8% | -0.63 | 0.0399 | -0.004 | |
| 1.00 | 3.70 | 3 | 33.9% | 0.37 | 0.0328 | -0.004 | 36 | 7.00 | 9.30 | 26.0% | -0.66 | 0.0402 | -0.004 | |||
| 1.00 | 3.60 | 3 | 35.2% | 0.34 | 0.0322 | -0.004 | 37 | 8.00 | 11.80 | 35.1% | -0.69 | 0.0403 | -0.004 | |||
| 0.3800 | 3.50 | 4,059 | 33.9% | 0.32 | 0.0314 | -0.004 | 38 | 9.00 | 11.75 | 31.9% | -0.72 | 0.0404 | -0.004 | |||
| 1.13 | 2.20 | 33.0% | 0.30 | 0.0305 | -0.004 | 39 | 10.00 | 12.60 | 32.9% | -0.76 | 0.0402 | -0.004 | ||||
| 0.1200 | 3.00 | 67 | 33.5% | 0.27 | 0.0295 | -0.003 | 40 | 11.00 | 13.45 | 6 | 33.7% | -0.79 | 0.0403 | -0.003 | ||
| 0 | 3.00 | 34.4% | 0.25 | 0.0284 | -0.003 | 41 | 11.95 | 14.30 | 3 | 34.0% | -0.82 | 0.0402 | -0.003 | |||
| 0.6900 | 1.73 | 65 | 32.8% | 0.23 | 0.0272 | -0.003 | 42 | 12.00 | 15.00 | -0.85 | 0.0403 | -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 — Jan 21, 2028
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs