JETS cadena de opciones U.S. Global Jets ETF
Cada fila corresponde a un strike. La mitad izquierda es el call, la mitad derecha el put. El bid/ask es lo que compradores y vendedores cotizan actualmente; el volumen son los contratos negociados en la sesión; el open interest son los contratos vigentes. La fila resaltada es la más cercana al precio de la acción.
Este vencimiento descuenta un movimiento de aproximadamente ±7.8% (23.73–27.73) · ATM IV 32.7% · P/C interés abierto 0.25
| CALLS | Strike | PUTS | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Preguntar | 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 | Preguntar | Vol | OI | IV | Δ | Γ | Θ | |
| 7.60 | 9.10 | 116.3% | 0.98 | 0.0088 | -0.002 | 18 | 0 | 0.9500 | 101 | 110.3% | -0.02 | 0.0088 | -0.003 | |||
| 6.65 | 8.15 | 106.3% | 0.98 | 0.0135 | -0.003 | 19 | 0 | 0.9500 | 6 | 97.8% | -0.02 | 0.0136 | -0.004 | |||
| 5.55 | 7.15 | 90.5% | 0.96 | 0.0209 | -0.004 | 20 | 0 | 0.8500 | 1 | 82.7% | -0.04 | 0.0210 | -0.005 | |||
| 4.70 | 5.95 | 76.8% | 0.94 | 0.0323 | -0.005 | 21 | 0 | 0.8500 | 3 | 71.3% | -0.06 | 0.0325 | -0.006 | |||
| 3.75 | 5.00 | 67.4% | 0.91 | 0.0501 | -0.007 | 22 | 0.0100 | 0.6600 | 5 | 55.1% | -0.09 | 0.0504 | -0.008 | |||
| 2.84 | 4.40 | 65.9% | 0.86 | 0.0765 | -0.010 | 23 | 0.1300 | 0.2300 | 66 | 35.8% | -0.14 | 0.0770 | -0.010 | |||
| 2.31 | 3.85 | 57.7% | 0.82 | 0.0931 | -0.011 | 23.5 | 0.1800 | 0.3200 | 34.8% | -0.18 | 0.0938 | -0.011 | ||||
| 2.07 | 2.32 | 35.6% | 0.77 | 0.1114 | -0.012 | 24 | 0.2900 | 0.4000 | 1 | 40 | 34.1% | -0.23 | 0.1124 | -0.013 | ||
| 1.71 | 1.83 | 32.8% | 0.71 | 0.1299 | -0.013 | 24.5 | 0.4200 | 0.5200 | 1 | 33.4% | -0.29 | 0.1312 | -0.014 | |||
| 1.39 | 1.50 | 25 | 32.7% | 0.65 | 0.1462 | -0.015 | 25 | 0.6200 | 0.7000 | 10 | 2,118 | 33.9% | -0.36 | 0.1479 | -0.015 | |
| 1.10 | 1.21 | 1 | 32.6% | 0.57 | 0.1574 | -0.015 | 25.5 | 0.7800 | 0.9100 | 1 | 32.8% | -0.43 | 0.1594 | -0.015 | ||
| 0.8600 | 0.9700 | 6 | 205 | 32.7% | 0.49 | 0.1610 | -0.015 | 26 | 1.01 | 1.16 | 1 | 169 | 32.3% | -0.51 | 0.1636 | -0.015 |
| 0.6600 | 0.7600 | 24 | 32.8% | 0.41 | 0.1566 | -0.015 | 26.5 | 1.35 | 1.46 | 33.1% | -0.59 | 0.1597 | -0.015 | |||
| 0.5000 | 0.5700 | 41 | 2,185 | 32.6% | 0.34 | 0.1458 | -0.014 | 27 | 1.64 | 1.80 | 112 | 1,685 | 32.6% | -0.66 | 0.1493 | -0.015 |
| 0.3700 | 0.4600 | 5 | 33.2% | 0.28 | 0.1312 | -0.013 | 27.5 | 2.00 | 2.17 | 32.5% | -0.73 | 0.1350 | -0.014 | |||
| 0.2700 | 0.3500 | 190 | 3,142 | 33.4% | 0.23 | 0.1152 | -0.012 | 28 | 2.20 | 3.50 | 1 | 122 | 47.6% | -0.78 | 0.1193 | -0.013 |
| 0.2100 | 0.2900 | 7 | 34.7% | 0.19 | 0.0996 | -0.011 | 28.5 | 2.53 | 3.75 | 43.8% | -0.82 | 0.1039 | -0.011 | |||
| 0.1500 | 0.2500 | 3 | 728 | 35.7% | 0.16 | 0.0855 | -0.010 | 29 | 2.96 | 4.15 | 44 | 44.1% | -0.86 | 0.0898 | -0.010 | |
| 0.0900 | 0.7300 | 50.0% | 0.13 | 0.0730 | -0.009 | 29.5 | 3.40 | 4.95 | 53.6% | -0.88 | 0.0774 | -0.009 | ||||
| 0.0800 | 0.3500 | 2 | 7,723 | 43.4% | 0.11 | 0.0624 | -0.009 | 30 | 3.95 | 4.80 | 36 | 41.0% | -0.91 | 0.0669 | -0.009 | |
| 0.0200 | 0.6300 | 52.9% | 0.09 | 0.0534 | -0.008 | 30.5 | 4.40 | 5.60 | 52.2% | -0.92 | 0.0577 | -0.008 | ||||
| 0.0500 | 0.6000 | 3,541 | 56.2% | 0.08 | 0.0458 | -0.007 | 31 | 4.80 | 6.35 | 16 | 59.7% | -0.94 | 0.0502 | -0.007 | ||
| 0 | 0.5700 | 57.1% | 0.07 | 0.0394 | -0.006 | 31.5 | 5.30 | 7.00 | 66.9% | -0.95 | 0.0436 | -0.006 | ||||
| 0 | 0.5500 | 40 | 59.6% | 0.06 | 0.0340 | -0.006 | 32 | 5.80 | 7.00 | 1 | 55.1% | -0.96 | 0.0377 | -0.006 | ||
| 0 | 0.5400 | 62.2% | 0.05 | 0.0296 | -0.005 | 32.5 | 6.35 | 7.95 | 73.5% | -0.97 | 0.0338 | -0.005 | ||||
| 0 | 0.4100 | 419 | 60.5% | 0.04 | 0.0258 | -0.005 | 33 | 6.70 | 8.50 | 73.8% | -0.98 | 0.0306 | -0.005 | |||
| 0 | 0.9500 | 3 | 82.8% | 0.03 | 0.0198 | -0.004 | 34 | 7.65 | 9.50 | 78.2% | -0.99 | 0.0231 | -0.004 | |||
| 0 | 1.00 | 1 | 89.8% | 0.03 | 0.0155 | -0.003 | 35 | 8.70 | 10.50 | 85.3% | -0.99 | 0.0149 | -0.003 | |||
| 0 | 0.9500 | 93.7% | 0.02 | 0.0123 | -0.003 | 36 | 9.65 | 11.50 | 89.1% | -1.00 | 0.0089 | -0.003 | ||||
| 0 | 1.00 | 100.3% | 0.02 | 0.0099 | -0.003 | 37 | 10.75 | 12.50 | 97.4% | -1.00 | 0.0036 | -0.003 | ||||
| 0 | 1.00 | 105.2% | 0.01 | 0.0080 | -0.002 | 38 | 11.70 | 13.50 | 100.7% | -1.00 | 0.0005 | -0.003 | ||||
Strikes mostrados: dentro del ±50% del precio del subyacente. Valor intrínseco = máx(0, precio − strike) para calls, máx(0, strike − precio) para puts; extrínseco = precio de la opción − intrínseco. Griegas e IV según los calcula el feed del mercado.
Sonrisa de volatilidad — Nov 20, 2026
Página de volatilidad →Volatilidad implícita por strike para este vencimiento. Los puts fuera del dinero suelen tener una IV más alta que los calls — el skew.