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.28.7%
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.23.4%
HV6034.0%
Selisih IV − HV20
+5.2pt
Persentil semestaWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
39
Persentil riwayat sendiriWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
3/60 hari yang direkam
Cboe delayed options data · per 09:35 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 |
|---|---|---|---|---|
| Sep 04, 2026 | 1 | 47.6% | -4.8pt | ±2.9% |
| Sep 11, 2026 | 8 | 27.1% | -5.8pt | ±3.5% |
| Sep 18, 2026 | 15 | 27.8% | -7.0pt | ±4.7% |
| Sep 25, 2026 | 22 | 27.7% | +0.6pt | ±5.6% |
| Oct 02, 2026 | 29 | 28.4% | -3.4pt | ±6.5% |
| Oct 09, 2026 | 36 | 29.8% | +2.0pt | ±7.6% |
| Oct 16, 2026 | 43 | 30.0% | -0.6pt | ±8.3% |
| Dec 18, 2026 | 106 | 31.5% | +0.7pt | ±13.5% |
| Jan 15, 2027 | 134 | 33.8% | +4.8pt | ±16.1% |
| Mar 19, 2027 | 197 | 33.6% | +5.2pt | ±19.3% |
| Jan 21, 2028 | 505 | 33.0% | +3.9pt | ±29.9% |
Volatility smile — Sep 18, 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