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Janus Henderson AAA CLO ETF JAAA

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Market datapartial · fetched 2026-10-22T21:05:37.718Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T20:47:27.850114785Z

FundamentalsAlpha Vantage · unavailable

Share price$50.60
1D-0.0%
AH$50.56$50.58$50.60$50.62$50.645:30 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$0.36$0.47$0.58$0.69$0.80$47.98$49.39$50.81$52.22$53.6420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive JAAA spot · $50.60JAAA PRICE$0.45$0.77$0.58$0.59$0.60$0.61$0.62$0.63$0.64$0.65$0.66$0.66$0.67$0.38$0.38$0.41$0.44$0.47$0.50$0.53$0.56
PutsExpensive6.24×
CallsExpensive11.14×
SkewBullish-2.96 pp
Implied moveBullish±$1.15
TiltBullish37.6% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ54.5728.8%8.7%48.1623.0%5.6%
25Δ55.7441.2%11.7%49.0718.0%3.8%
30Δ52.8723.5%5.6%49.3716.4%3.2%
35Δ52.5921.7%5.1%49.6714.9%2.7%
40Δ52.3019.8%4.6%49.9713.3%2.2%
45Δ52.0218.0%4.0%50.2711.8%1.6%
50Δ51.7316.2%3.5%50.5710.2%1.1%
55Δ51.4514.3%2.9%50.878.7%0.6%
60Δ51.1612.5%2.4%
65Δ50.8810.6%1.8%
70Δ50.598.8%1.3%
75Δ50.317.0%0.7%
80Δ50.035.1%0.2%

20Δ

Calls
Pseudo strike
54.57
IV
28.8%
B/E move
8.7%
Puts
Pseudo strike
48.16
IV
23.0%
B/E move
5.6%

25Δ

Calls
Pseudo strike
55.74
IV
41.2%
B/E move
11.7%
Puts
Pseudo strike
49.07
IV
18.0%
B/E move
3.8%

30Δ

Calls
Pseudo strike
52.87
IV
23.5%
B/E move
5.6%
Puts
Pseudo strike
49.37
IV
16.4%
B/E move
3.2%

35Δ

Calls
Pseudo strike
52.59
IV
21.7%
B/E move
5.1%
Puts
Pseudo strike
49.67
IV
14.9%
B/E move
2.7%

40Δ

Calls
Pseudo strike
52.30
IV
19.8%
B/E move
4.6%
Puts
Pseudo strike
49.97
IV
13.3%
B/E move
2.2%

45Δ

Calls
Pseudo strike
52.02
IV
18.0%
B/E move
4.0%
Puts
Pseudo strike
50.27
IV
11.8%
B/E move
1.6%

50Δ

Calls
Pseudo strike
51.73
IV
16.2%
B/E move
3.5%
Puts
Pseudo strike
50.57
IV
10.2%
B/E move
1.1%

55Δ

Calls
Pseudo strike
51.45
IV
14.3%
B/E move
2.9%
Puts
Pseudo strike
50.87
IV
8.7%
B/E move
0.6%

60Δ

Calls
Pseudo strike
51.16
IV
12.5%
B/E move
2.4%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
50.88
IV
10.6%
B/E move
1.8%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
50.59
IV
8.8%
B/E move
1.3%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
50.31
IV
7.0%
B/E move
0.7%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
50.03
IV
5.1%
B/E move
0.2%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations