JETS volatilitas 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.31.8%
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%
Selisih IV − HV20
+6.9pt
Persentil semestaWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
30
Persentil riwayat sendiriWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
29/60 hari yang direkam
Cboe delayed options data · per 03:38 UTC · Cara penghitungan ini dilakukan
Struktur tenor IV
Implied volatility at-the-money untuk setiap tanggal kedaluwarsa yang terdaftar, diplot berdasarkan hari yang tersisa.
| Kedaluwarsa | 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. | Implied move |
|---|---|---|---|---|
| Oct 23, 2026 | 4 | 38.2% | +1.9pt | ±3.2% |
| Oct 30, 2026 | 11 | 36.1% | +6.9pt | ±5.0% |
| Nov 06, 2026 | 18 | 35.1% | -0.6pt | ±6.3% |
| Nov 13, 2026 | 25 | 32.7% | -0.0pt | ±6.9% |
| Nov 20, 2026 | 32 | 31.5% | +3.2pt | ±7.5% |
| Nov 27, 2026 | 39 | 34.2% | -0.2pt | ±9.0% |
| Dec 18, 2026 | 60 | 32.1% | +2.0pt | ±10.5% |
| Jan 15, 2027 | 88 | 30.7% | +0.6pt | ±12.2% |
| Mar 19, 2027 | 151 | 32.4% | +2.5pt | ±16.7% |
| Jun 17, 2027 | 241 | 32.0% | +5.2pt | ±20.7% |
| Jan 21, 2028 | 459 | 33.1% | +4.0pt | ±29.1% |
Volatility smile — Nov 20, 2026
Implied volatility per strike. Kemiringan ke arah put (sisi kiri lebih tinggi) adalah skew: perlindungan sisi bawah dihargai lebih mahal daripada sisi atas.
callput
Implied vs realized, catatan harian
IV30HV20