U.S. Global Jets ETF (JETS) Options History
Historical options analytics archive for JETS with monthly max pain, implied volatility, gamma exposure, and put/call data.
137 months of complete options data available.
JETS monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for JETS. Volatility and put/call columns are averages across trading days within the month; max pain, net GEX, and net DEX are the end-of-month values (last trading day of the month).
| Month | Days | Avg ATM IV | Avg IV Rank | End Max Pain | End Net GEX | End Net DEX | Avg P/C |
|---|---|---|---|---|---|---|---|
| 2026-09 | 21 | 33.6% | 19.4% | $29.00 | $4.5M | -$12.0M | 1.09 |
| 2026-08 | 21 | 31.6% | 14.2% | $32.00 | -$6.4M | $89.3M | 4.87 |
| 2026-07 | 16 | 36.4% | 26.2% | $31.00 | -$3.4M | $3.3M | 2.27 |
| 2026-06 | 19 | 41.3% | 38.8% | $31.00 | -$1.0M | -$62.7M | 1.94 |
| 2026-05 | 17 | 44.9% | 48.0% | $27.00 | -$1.0M | -$55.4M | 2.83 |
| 2026-04 | 20 | 44.6% | 45.5% | $27.00 | -$6.9M | $141.5M | 4.88 |
This archive aggregates JETS's daily end-of-day options snapshots into monthly summaries, spanning 2015-05 through 2026-09. Each month rolls up the underlying snapshot archive, which provides continuous end-of-day coverage from 2007 to present: implied-volatility levels, IV rank, and the put/call ratio are time-averaged across the month; total call and put volume are summed; and dealer positioning (net gamma and delta exposure) and the max-pain strike are taken at the month's final trading day. The result is a long-horizon view of how JETS option pricing, volatility regime, and dealer hedging pressure evolved month over month, useful for backtesting strategy assumptions and for studying volatility-regime shifts around earnings and macro events. The most recent aggregated month (2026-09) shows an average ATM implied volatility near 33.6%, a month-end max-pain strike around $29.00, an average put/call ratio of 1.09.
2026
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep
2025
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2024
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2023
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2022
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2021
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2020
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2019
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2018
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2017
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2016
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2015
May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked JETS history questions
- How much options history is available for JETS?
- This archive holds 137 months of JETS options analytics, spanning 2015-05 through 2026-09. Each entry is a monthly rollup of JETS's daily end-of-day options snapshot record, which provides continuous coverage from 2007 to present. Use the year-grouped links on this page to jump to any specific month within the JETS archive.
- What data does each monthly JETS aggregate contain?
- Every monthly row summarizes that month of JETS option activity: time-averaged ATM implied volatility and IV rank, the month-end max-pain strike, end-of-month net dealer gamma (GEX) and delta (DEX) exposure, the average put/call ratio, and total call and put volume. For example, 2026-09 recorded an average ATM implied volatility near 33.6%, an average IV rank of 19.4%, a month-end max-pain strike around $29.00, an average put/call ratio of 1.09.
- How is the JETS options-history archive built and how often does it update?
- The archive is derived from JETS's daily end-of-day options snapshots, which capture spot, the full listed chain, implied volatility, and dealer-positioning exposures each trading day. Those daily records are rolled up into the monthly summaries shown here and refreshed as new end-of-day data lands. Traders use the long-horizon view to backtest strategy assumptions, study how JETS's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.