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Janus Henderson AAA CLO ETF JAAA

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Market dataready · fetched 2026-11-12T02:46:09.021Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-12T01:00:00.055904714Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T02:46:08.495358+00:00

Share price$50.55
1D+0.0%
AH$50.50$50.52$50.55$50.57$50.595:30 AM6:30 AM9:00 AM1:00 PM2:00 PMJAAA
Sold putSold callAH

Janus Henderson AAA CLO ETF options

Live interpolated JAAA call and put midpoint premiums by absolute delta.Janus Henderson AAA CLO ETF$0.35$0.54$0.73$0.92$1.11$48.69$49.76$50.82$51.88$52.9420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive JAAA spot · $50.55JAAA PRICE$0.38$0.38$0.40$0.42$0.44$0.46$0.48$0.50$0.52$0.53$0.55$0.57$0.59$0.38$0.38$0.38$0.38$0.40$0.42$0.44$0.46$0.48$0.50$0.52$0.77$1.06
PutsExpensive10.15×
CallsExpensive13.03×
SkewBullish-6.79 pp
Implied moveBullish±$0.92
TiltBearish2.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ53.7844.6%7.1%48.0341.7%5.7%
25Δ52.8936.8%5.4%49.0231.4%3.8%
30Δ52.6634.4%5.0%49.5325.6%2.8%
35Δ52.4332.0%4.6%50.0120.2%1.8%
40Δ52.2129.6%4.2%50.1518.6%1.6%
45Δ51.9827.2%3.7%50.2917.1%1.3%
50Δ51.7624.8%3.3%50.4315.5%1.1%
55Δ51.5322.4%2.9%50.5714.0%0.9%
60Δ51.3120.1%2.5%50.7012.4%0.6%
65Δ51.0817.7%2.1%50.8410.9%0.4%
70Δ50.8615.3%1.7%50.989.3%0.2%
75Δ50.6312.9%1.3%51.2610.6%0.1%
80Δ50.4110.5%0.9%51.5612.5%0.1%

20Δ

Calls
Pseudo strike
53.78
IV
44.6%
B/E move
7.1%
Puts
Pseudo strike
48.03
IV
41.7%
B/E move
5.7%

25Δ

Calls
Pseudo strike
52.89
IV
36.8%
B/E move
5.4%
Puts
Pseudo strike
49.02
IV
31.4%
B/E move
3.8%

30Δ

Calls
Pseudo strike
52.66
IV
34.4%
B/E move
5.0%
Puts
Pseudo strike
49.53
IV
25.6%
B/E move
2.8%

35Δ

Calls
Pseudo strike
52.43
IV
32.0%
B/E move
4.6%
Puts
Pseudo strike
50.01
IV
20.2%
B/E move
1.8%

40Δ

Calls
Pseudo strike
52.21
IV
29.6%
B/E move
4.2%
Puts
Pseudo strike
50.15
IV
18.6%
B/E move
1.6%

45Δ

Calls
Pseudo strike
51.98
IV
27.2%
B/E move
3.7%
Puts
Pseudo strike
50.29
IV
17.1%
B/E move
1.3%

50Δ

Calls
Pseudo strike
51.76
IV
24.8%
B/E move
3.3%
Puts
Pseudo strike
50.43
IV
15.5%
B/E move
1.1%

55Δ

Calls
Pseudo strike
51.53
IV
22.4%
B/E move
2.9%
Puts
Pseudo strike
50.57
IV
14.0%
B/E move
0.9%

60Δ

Calls
Pseudo strike
51.31
IV
20.1%
B/E move
2.5%
Puts
Pseudo strike
50.70
IV
12.4%
B/E move
0.6%

65Δ

Calls
Pseudo strike
51.08
IV
17.7%
B/E move
2.1%
Puts
Pseudo strike
50.84
IV
10.9%
B/E move
0.4%

70Δ

Calls
Pseudo strike
50.86
IV
15.3%
B/E move
1.7%
Puts
Pseudo strike
50.98
IV
9.3%
B/E move
0.2%

75Δ

Calls
Pseudo strike
50.63
IV
12.9%
B/E move
1.3%
Puts
Pseudo strike
51.26
IV
10.6%
B/E move
0.1%

80Δ

Calls
Pseudo strike
50.41
IV
10.5%
B/E move
0.9%
Puts
Pseudo strike
51.56
IV
12.5%
B/E move
0.1%

Options history

IV · four-Friday blend14.96%
Daily close
JAAA13.4%19.6%25.8%2026-09-15: 24.95%2026-09-22: 14.28%2026-09-23: 16.58%2026-10-05: 15.57%2026-10-30: 14.96%Sep 15Sep 23Oct 30
5 observations2026-09-15 — 2026-10-30
Table
DateIV (%)
24.95%
14.28%
16.58%
15.57%
14.96%