Astronomers say the "huge" new world is six times the size of Jupiter.
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"Rogue planets" don't orbit stars, free-floating on their own instead.
The massive protoplanet is around 5 million years old and about 437 light-years from Earth.
The giant hole was spotted facing Earth, likely firing solar winds at our planet that could lead to spectacular auroras.
The James Webb Space Telescope shows a jaw-dropping view of a planet-forming disc, nicknamed the "Butterfly Star," appearing to have wings.
"We’ve never seen the inside of a planet in such fine detail and clarity before."
