JETS Volatilität U.S. Global Jets ETF
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.31.5%
HV20How much the stock actually moved, measured from daily closing prices over a past window (annualized). Compare with implied volatility to see what the options market priced versus what happened.24.9%
HV6027.7%
IV − HV20-Spread
+6.7pt
Universum-PerzentileWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
31
Eigenes historisches PerzentilWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
29/60 Tage aufgezeichnet
Cboe delayed options data · Stand 15:38 UTC · Wie diese berechnet werden
IV-Laufzeitstruktur
At-the-money Implied Volatility für jede gelistete Fälligkeit, aufgetragen nach verbleibenden Tagen.
| Läuft ab | DTE | ATM IV | 25Δ SkewThe IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | Implizierte Bewegung |
|---|---|---|---|---|
| Oct 23, 2026 | 3 | 41.0% | -2.5pt | ±3.1% |
| Oct 30, 2026 | 10 | 35.5% | -2.4pt | ±4.7% |
| Nov 06, 2026 | 17 | 33.3% | -1.2pt | ±5.8% |
| Nov 13, 2026 | 24 | 32.3% | +0.1pt | ±6.7% |
| Nov 20, 2026 | 31 | 31.4% | -0.5pt | ±7.4% |
| Nov 27, 2026 | 38 | 31.6% | +0.5pt | ±8.2% |
| Dec 18, 2026 | 59 | 31.6% | +0.4pt | ±10.2% |
| Jan 15, 2027 | 87 | 34.6% | +2.2pt | ±13.3% |
| Mar 19, 2027 | 150 | 33.1% | -0.3pt | ±16.5% |
| Jun 17, 2027 | 240 | 33.4% | +1.1pt | ±20.8% |
| Jan 21, 2028 | 458 | 34.1% | +2.7pt | ±29.1% |
Volatility Smile — Nov 20, 2026
Implizite Volatilität nach Strike. Die Neigung zu Puts (linke Seite höher) ist der Skew: Absicherung nach unten wird teurer bepreist als Aufwärtspotenzial.
CallsPuts
Impliziert vs. realisiert, tägliche Aufzeichnung
IV30HV20