JETS cadeia de opções U.S. Global Jets ETF
Cboe delayed options data · em 15:35 UTC
Cada linha corresponde a um strike. A metade esquerda é a call, a metade direita é a put. Bid/ask são as cotações atuais de compradores e vendedores; volume é o número de contratos negociados na sessão; open interest são os contratos em aberto. A linha destacada é a mais próxima do preço da ação.
Este vencimento precifica um movimento de aproximadamente ±5.2% (27.12–30.07) · IV ATM 32.0% · P/C open interest 2.58
| CALLS | Strike | PUTS | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Perguntar | 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 | Perguntar | Vol | OI | IV | Δ | Γ | Θ | |
| 13.15 | 13.70 | 17 | 135.9% | 1.00 | 0.0000 | 0.000 | 15 | 0 | 0.0200 | 866 | 125.8% | -0.00 | 0.0005 | -0.001 | ||
| 9.10 | 9.75 | 87.8% | 1.00 | 0.0036 | 0.000 | 19 | 0 | 0.0200 | 508 | 82.4% | -0.00 | 0.0028 | -0.002 | |||
| 8.10 | 8.75 | 66 | 77.3% | 0.99 | 0.0056 | 0.000 | 20 | 0 | 0.0100 | 2,557 | 67.3% | -0.01 | 0.0043 | -0.002 | ||
| 7.10 | 7.70 | 2 | 0.99 | 0.0075 | 0.000 | 21 | 0 | 0.0100 | 240 | 58.8% | -0.01 | 0.0068 | -0.003 | |||
| 6.15 | 6.75 | 4 | 67.5% | 0.99 | 0.0112 | -0.001 | 22 | 0 | 0.0300 | 4,464 | 58.0% | -0.01 | 0.0109 | -0.004 | ||
| 5.15 | 5.70 | 40 | 48.4% | 0.98 | 0.0180 | -0.003 | 23 | 0 | 0.2300 | 836 | 71.0% | -0.02 | 0.0178 | -0.005 | ||
| 4.15 | 4.75 | 60 | 47.2% | 0.96 | 0.0301 | -0.005 | 24 | 0 | 0.2300 | 4,018 | 59.5% | -0.04 | 0.0297 | -0.007 | ||
| 3.15 | 3.70 | 185 | 30.8% | 0.94 | 0.0513 | -0.008 | 25 | 0 | 0.0800 | 2,057 | 37.9% | -0.06 | 0.0509 | -0.010 | ||
| 2.69 | 3.30 | 38.9% | 0.91 | 0.0676 | -0.010 | 25.5 | 0 | 0.0700 | 3 | 6 | 32.1% | -0.08 | 0.0672 | -0.012 | ||
| 2.24 | 2.80 | 345 | 36.0% | 0.89 | 0.0894 | -0.012 | 26 | 0 | 0.3000 | 2 | 20.7K | 39.8% | -0.11 | 0.0890 | -0.013 | |
| 1.82 | 2.32 | 100 | 34.2% | 0.85 | 0.1180 | -0.015 | 26.5 | 0 | 0.1500 | 43 | 52 | 27.3% | -0.15 | 0.1176 | -0.016 | |
| 1.39 | 1.91 | 463 | 32.9% | 0.79 | 0.1538 | -0.017 | 27 | 0.1400 | 0.2500 | 349 | 24.7K | 30.4% | -0.21 | 0.1535 | -0.018 | |
| 1.15 | 1.44 | 33.2% | 0.71 | 0.1943 | -0.019 | 27.5 | 0.0900 | 0.6100 | 779 | 31.7% | -0.29 | 0.1942 | -0.020 | |||
| 0.8800 | 1.11 | 180 | 33.8% | 0.61 | 0.2307 | -0.021 | 28 | 0.4500 | 0.5700 | 33 | 1,926 | 30.6% | -0.39 | 0.2307 | -0.021 | |
| 0.5900 | 1.01 | 26 | 36.6% | 0.49 | 0.2476 | -0.021 | 28.5 | 0.6200 | 0.7300 | 47 | 45 | 27.5% | -0.51 | 0.2478 | -0.021 | |
| 0.3700 | 0.5200 | 761 | 30.1% | 0.37 | 0.2349 | -0.020 | 29 | 0.8700 | 1.00 | 264 | 2,217 | 25.8% | -0.63 | 0.2352 | -0.020 | |
| 0.2300 | 0.5100 | 2 | 195 | 34.1% | 0.27 | 0.2001 | -0.018 | 29.5 | 0.9500 | 1.55 | 1 | 12 | 23.4% | -0.73 | 0.2006 | -0.018 |
| 0.1000 | 0.1600 | 3 | 2,865 | 26.6% | 0.19 | 0.1594 | -0.015 | 30 | 1.29 | 1.82 | 127 | 5,549 | -0.81 | 0.1600 | -0.015 | |
| 0 | 0.3100 | 144 | 33.6% | 0.14 | 0.1232 | -0.013 | 30.5 | 1.91 | 2.41 | 78 | 27.4% | -0.86 | 0.1238 | -0.012 | ||
| 0.0100 | 0.2600 | 4 | 1,174 | 37.0% | 0.10 | 0.0944 | -0.011 | 31 | 2.43 | 2.73 | 101 | 999 | -0.90 | 0.0951 | -0.010 | |
| 0 | 0.2900 | 15 | 42.4% | 0.08 | 0.0727 | -0.009 | 31.5 | 2.73 | 3.40 | -0.92 | 0.0734 | -0.008 | ||||
| 0 | 0.2800 | 2 | 10.2K | 46.5% | 0.06 | 0.0565 | -0.008 | 32 | 3.35 | 3.90 | 100 | 1,168 | 35.6% | -0.94 | 0.0571 | -0.006 |
| 0 | 0.2700 | 20 | 50.2% | 0.05 | 0.0444 | -0.007 | 32.5 | 3.80 | 4.40 | 33.8% | -0.95 | 0.0450 | -0.005 | |||
| 0 | 0.2700 | 314 | 54.3% | 0.04 | 0.0353 | -0.006 | 33 | 4.30 | 4.85 | 894 | -0.96 | 0.0358 | -0.004 | |||
| 0 | 0.2600 | 57.7% | 0.03 | 0.0284 | -0.005 | 33.5 | 4.80 | 5.40 | 40.3% | -0.97 | 0.0288 | -0.003 | ||||
| 0 | 0.2600 | 1,572 | 61.5% | 0.03 | 0.0231 | -0.005 | 34 | 5.30 | 5.85 | 24 | -0.98 | 0.0234 | -0.002 | |||
| 0 | 0.0700 | 50.4% | 0.02 | 0.0190 | -0.004 | 34.5 | 5.75 | 6.35 | -0.98 | 0.0198 | -0.001 | |||||
| 0 | 0.2600 | 1,133 | 68.8% | 0.02 | 0.0158 | -0.004 | 35 | 6.25 | 6.90 | 76 | -0.98 | 0.0169 | -0.000 | |||
| 0 | 0.0700 | 301 | 59.3% | 0.01 | 0.0112 | -0.003 | 36 | 7.05 | 7.90 | 1 | -0.99 | 0.0133 | 0.000 | |||
| 0 | 0.2600 | 5,717 | 82.3% | 0.01 | 0.0081 | -0.002 | 37 | 8.30 | 8.90 | 60.9% | -0.99 | 0.0107 | 0.000 | |||
| 0 | 0.2600 | 312 | 88.5% | 0.01 | 0.0061 | -0.002 | 38 | 9.30 | 9.90 | 66.3% | -1.00 | 0.0078 | 0.000 | |||
| 0 | 0.2600 | 1,364 | 94.6% | 0.01 | 0.0046 | -0.002 | 39 | 10.30 | 10.90 | 71.5% | -1.00 | 0.0055 | 0.000 | |||
| 0 | 0.0700 | 1,346 | 80.3% | 0.00 | 0.0036 | -0.001 | 40 | 11.05 | 11.90 | -1.00 | 0.0032 | 0.000 | ||||
Strikes exibidos: dentro de ±50% do preço do ativo subjacente. Valor intrínseco = max(0, preço − strike) para calls, max(0, strike − preço) para puts; extrínseco = preço da opção − intrínseco. Greeks e IV conforme calculados pelo feed da bolsa.
Sorriso de volatilidade — Sep 18, 2026
Página de volatilidade →Volatilidade implícita por strike para este vencimento. Puts fora do dinheiro geralmente apresentam IV mais alta do que calls — o skew.
callsputs