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Janus Henderson AAA CLO ETF JAAA

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Market datapartial · fetched 2026-10-22T21:53:27.694Z

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 · 2026-10-22T21:40:30.125657868Z

FundamentalsAlpha Vantage · unavailable

Share price$50.59
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$47.97$49.39$50.80$52.22$53.6320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive JAAA spot · $50.59JAAA PRICE$0.45$0.77$0.58$0.59$0.60$0.61$0.62$0.63$0.64$0.65$0.66$0.67$0.69$0.38$0.38$0.41$0.44$0.47$0.50$0.53$0.56
PutsExpensive6.25×
CallsExpensive11.17×
SkewBullish-2.93 pp
Implied moveBullish±$1.15
TiltBullish37.7% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ54.6029.1%8.8%48.1623.0%5.6%
25Δ55.7341.2%11.7%49.0718.0%3.8%
30Δ52.8723.5%5.6%49.3716.4%3.2%
35Δ52.5821.7%5.1%49.6714.9%2.7%
40Δ52.2919.8%4.5%49.9613.3%2.2%
45Δ52.0118.0%4.0%50.2611.8%1.6%
50Δ51.7216.1%3.4%50.5610.3%1.1%
55Δ51.4314.3%2.9%50.868.7%0.6%
60Δ51.1412.4%2.3%
65Δ50.8510.6%1.8%
70Δ50.578.7%1.2%
75Δ50.286.8%0.7%
80Δ49.995.1%0.2%

20Δ

Calls
Pseudo strike
54.60
IV
29.1%
B/E move
8.8%
Puts
Pseudo strike
48.16
IV
23.0%
B/E move
5.6%

25Δ

Calls
Pseudo strike
55.73
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
52.58
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
52.29
IV
19.8%
B/E move
4.5%
Puts
Pseudo strike
49.96
IV
13.3%
B/E move
2.2%

45Δ

Calls
Pseudo strike
52.01
IV
18.0%
B/E move
4.0%
Puts
Pseudo strike
50.26
IV
11.8%
B/E move
1.6%

50Δ

Calls
Pseudo strike
51.72
IV
16.1%
B/E move
3.4%
Puts
Pseudo strike
50.56
IV
10.3%
B/E move
1.1%

55Δ

Calls
Pseudo strike
51.43
IV
14.3%
B/E move
2.9%
Puts
Pseudo strike
50.86
IV
8.7%
B/E move
0.6%

60Δ

Calls
Pseudo strike
51.14
IV
12.4%
B/E move
2.3%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
50.85
IV
10.6%
B/E move
1.8%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
50.57
IV
8.7%
B/E move
1.2%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
50.28
IV
6.8%
B/E move
0.7%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
49.99
IV
5.1%
B/E move
0.2%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations