JETS Optionskette U.S. Global Jets ETF
Jede Zeile entspricht einem Strike. Die linke Hälfte zeigt den Call, die rechte den Put. Geld-/Briefkurs sind die aktuellen Quotes von Käufern und Verkäufern; Volumen sind die in dieser Sitzung gehandelten Kontrakte; Open Interest sind die offenen Kontrakte. Die hervorgehobene Zeile liegt dem Aktienkurs am nächsten.
Dieser Verfallstermin preist einen Move von etwa ±7.6% (24.28–28.28) · ATM IV 32.4% · P/C Open Interest 0.25
| CALLS | Strike | PUTS | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Geldkurs | Fragen | 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 | Geldkurs | Fragen | Vol | OI | IV | Δ | Γ | Θ | |
| 7.05 | 9.75 | 72.6% | 0.99 | 0.0038 | 0.000 | 18 | 0 | 1.40 | 101 | 131.9% | -0.01 | 0.0038 | -0.001 | |||
| 5.35 | 8.55 | 0.99 | 0.0066 | -0.001 | 19 | 0 | 1.20 | 6 | 112.0% | -0.01 | 0.0066 | -0.001 | ||||
| 5.35 | 7.55 | 61.1% | 0.98 | 0.0116 | -0.001 | 20 | 0 | 1.40 | 1 | 105.1% | -0.02 | 0.0117 | -0.002 | |||
| 4.55 | 6.60 | 63.3% | 0.97 | 0.0203 | -0.003 | 21 | 0 | 0.9500 | 3 | 79.9% | -0.03 | 0.0204 | -0.003 | |||
| 3.55 | 5.05 | 0.95 | 0.0350 | -0.004 | 22 | 0.0300 | 0.0700 | 1 | 5 | 37.0% | -0.05 | 0.0352 | -0.005 | |||
| 2.69 | 4.70 | 50.2% | 0.91 | 0.0587 | -0.007 | 23 | 0.0500 | 0.1500 | 3 | 70 | 34.5% | -0.09 | 0.0591 | -0.007 | ||
| 2.27 | 3.65 | 30.5% | 0.88 | 0.0746 | -0.009 | 23.5 | 0.0900 | 1.21 | 10 | 59.2% | -0.12 | 0.0751 | -0.009 | |||
| 2.20 | 3.20 | 39.6% | 0.84 | 0.0928 | -0.010 | 24 | 0.1900 | 0.2800 | 410 | 42 | 34.3% | -0.16 | 0.0936 | -0.010 | ||
| 1.58 | 2.79 | 33.4% | 0.79 | 0.1125 | -0.012 | 24.5 | 0.2700 | 0.3800 | 3 | 33.5% | -0.21 | 0.1135 | -0.012 | |||
| 1.71 | 1.87 | 25 | 32.1% | 0.73 | 0.1319 | -0.013 | 25 | 0.4200 | 0.5100 | 759 | 2,121 | 33.6% | -0.28 | 0.1333 | -0.013 | |
| 1.39 | 1.54 | 1 | 32.3% | 0.66 | 0.1485 | -0.015 | 25.5 | 0.5300 | 0.6700 | 81 | 1 | 32.2% | -0.35 | 0.1503 | -0.015 | |
| 1.07 | 1.25 | 2 | 210 | 31.7% | 0.58 | 0.1596 | -0.015 | 26 | 0.7300 | 0.9000 | 581 | 170 | 32.3% | -0.43 | 0.1619 | -0.015 |
| 0.8500 | 1.00 | 5 | 24 | 32.2% | 0.50 | 0.1634 | -0.016 | 26.5 | 0.9800 | 1.17 | 32.6% | -0.51 | 0.1662 | -0.016 | ||
| 0.6600 | 0.7700 | 163 | 2,224 | 32.2% | 0.42 | 0.1595 | -0.015 | 27 | 1.28 | 1.45 | 2 | 1,747 | 32.6% | -0.59 | 0.1628 | -0.015 |
| 0.4900 | 0.5600 | 42 | 5 | 31.6% | 0.35 | 0.1492 | -0.015 | 27.5 | 1.63 | 1.78 | 33.0% | -0.66 | 0.1530 | -0.015 | ||
| 0.3700 | 0.4400 | 149 | 3,289 | 32.3% | 0.28 | 0.1346 | -0.013 | 28 | 2.01 | 2.16 | 121 | 33.7% | -0.73 | 0.1389 | -0.014 | |
| 0.2700 | 0.3400 | 2 | 7 | 32.7% | 0.23 | 0.1180 | -0.012 | 28.5 | 2.05 | 2.60 | 26.2% | -0.79 | 0.1227 | -0.012 | ||
| 0.2000 | 0.2500 | 36 | 725 | 32.9% | 0.18 | 0.1014 | -0.011 | 29 | 2.39 | 4.25 | 44 | 52.2% | -0.83 | 0.1063 | -0.011 | |
| 0.1500 | 0.1900 | 30 | 33.5% | 0.15 | 0.0858 | -0.010 | 29.5 | 2.79 | 4.70 | 53.7% | -0.87 | 0.0908 | -0.010 | |||
| 0.0800 | 0.2800 | 11 | 7,723 | 37.5% | 0.12 | 0.0720 | -0.008 | 30 | 3.45 | 5.15 | 11 | 36 | 60.2% | -0.90 | 0.0774 | -0.009 |
| 0 | 0.8300 | 53.4% | 0.09 | 0.0601 | -0.007 | 30.5 | 3.60 | 5.05 | 40.1% | -0.92 | 0.0656 | -0.007 | ||||
| 0.0300 | 0.2400 | 32 | 3,541 | 40.7% | 0.08 | 0.0500 | -0.006 | 31 | 4.10 | 5.65 | 16 | 46.8% | -0.94 | 0.0559 | -0.007 | |
| 0 | 1.00 | 64.5% | 0.06 | 0.0415 | -0.005 | 31.5 | 4.55 | 6.05 | 44.2% | -0.96 | 0.0467 | -0.006 | ||||
| 0 | 0.6500 | 40 | 59.0% | 0.05 | 0.0346 | -0.005 | 32 | 5.10 | 7.05 | 1 | 64.8% | -0.97 | 0.0422 | -0.005 | ||
| 0 | 0.9500 | 70.1% | 0.04 | 0.0288 | -0.004 | 32.5 | 5.55 | 7.55 | 66.8% | -0.98 | 0.0354 | -0.004 | ||||
| 0 | 0.7600 | 419 | 68.2% | 0.03 | 0.0241 | -0.004 | 33 | 6.05 | 8.05 | 69.9% | -0.99 | 0.0253 | -0.004 | |||
| 0 | 1.91 | 3 | 101.6% | 0.02 | 0.0170 | -0.003 | 34 | 7.05 | 9.05 | 76.0% | -1.00 | 0.0096 | -0.003 | |||
| 0 | 1.15 | 1 | 90.4% | 0.02 | 0.0122 | -0.002 | 35 | 8.05 | 10.05 | 81.7% | -1.00 | 0.0001 | -0.003 | |||
| 0 | 0.9500 | 90.6% | 0.01 | 0.0089 | -0.002 | 36 | 9.05 | 11.05 | 87.2% | -1.00 | 0.0000 | -0.003 | ||||
| 0 | 0.9500 | 95.9% | 0.01 | 0.0066 | -0.001 | 37 | 10.05 | 12.05 | 92.4% | -1.00 | 0.0000 | -0.003 | ||||
| 0 | 0.7500 | 94.6% | 0.01 | 0.0049 | -0.001 | 38 | 11.05 | 12.45 | 68.6% | -1.00 | 0.0000 | -0.003 | ||||
Angezeigte Strikes: innerhalb von ±50 % des Basiswertpreises. Innerer Wert = max(0, Kurs − Strike) bei Calls, max(0, Strike − Kurs) bei Puts; Zeitwert = Optionspreis − innerer Wert. Greeks und IV gemäß Berechnung des Börsendatenfeeds.
Volatility Smile — Nov 20, 2026
Volatilitätsseite →Implizite Volatilität je Strike für diesen Verfallstermin. Out-of-the-money-Puts werden in der Regel mit höherer IV bepreist als Calls — der Skew.