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Janus Living, Inc. JAN

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Market dataready · fetched 2026-11-12T03:09:19.338Z

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 · 2026-11-12T00:00:00.001546432Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T03:09:18.866821+00:00

Share price$32.55
1D-0.2%
AH$32.12$32.28$32.44$32.60$32.765:30 AM6:30 AM9:00 AM1:00 PM2:00 PMJAN
Sold putSold callAH

Janus Living, Inc. options

Live interpolated JAN call and put midpoint premiums by absolute delta.Janus Living, Inc.$0.33$0.99$1.66$2.33$2.99$27.09$29.83$32.58$35.32$38.0620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive JAN spot · $32.55JAN PRICE$0.40$0.62$0.84$1.06$1.27$1.49$1.71$1.93$2.15$2.36$2.58$2.80$0.47$0.61$0.77$0.94$1.10$1.26$1.43$1.59$1.75$1.91$2.08$2.24$2.40
PutsCheap0.70×
Calls——
Skew——
Implied moveBullish±$3.14
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ34.5643.7%7.4%29.3778.1%11.2%
25Δ34.1845.8%6.9%30.2173.7%9.1%
30Δ33.7947.8%6.4%30.6171.1%8.3%
35Δ33.4149.9%5.9%31.0068.5%7.6%
40Δ33.0351.9%5.4%31.4065.8%6.9%
45Δ32.6554.0%4.9%31.8063.2%6.2%
50Δ32.2656.0%4.4%32.2060.6%5.5%
55Δ31.8858.0%3.9%32.5958.0%4.7%
60Δ31.5060.1%3.4%32.9955.4%4.0%
65Δ31.1162.1%2.9%33.3952.8%3.3%
70Δ30.7364.2%2.3%33.7950.2%2.6%
75Δ30.3566.2%1.8%34.1847.5%1.9%
80Δ34.5844.9%1.1%

20Δ

Calls
Pseudo strike
34.56
IV
43.7%
B/E move
7.4%
Puts
Pseudo strike
29.37
IV
78.1%
B/E move
11.2%

25Δ

Calls
Pseudo strike
34.18
IV
45.8%
B/E move
6.9%
Puts
Pseudo strike
30.21
IV
73.7%
B/E move
9.1%

30Δ

Calls
Pseudo strike
33.79
IV
47.8%
B/E move
6.4%
Puts
Pseudo strike
30.61
IV
71.1%
B/E move
8.3%

35Δ

Calls
Pseudo strike
33.41
IV
49.9%
B/E move
5.9%
Puts
Pseudo strike
31.00
IV
68.5%
B/E move
7.6%

40Δ

Calls
Pseudo strike
33.03
IV
51.9%
B/E move
5.4%
Puts
Pseudo strike
31.40
IV
65.8%
B/E move
6.9%

45Δ

Calls
Pseudo strike
32.65
IV
54.0%
B/E move
4.9%
Puts
Pseudo strike
31.80
IV
63.2%
B/E move
6.2%

50Δ

Calls
Pseudo strike
32.26
IV
56.0%
B/E move
4.4%
Puts
Pseudo strike
32.20
IV
60.6%
B/E move
5.5%

55Δ

Calls
Pseudo strike
31.88
IV
58.0%
B/E move
3.9%
Puts
Pseudo strike
32.59
IV
58.0%
B/E move
4.7%

60Δ

Calls
Pseudo strike
31.50
IV
60.1%
B/E move
3.4%
Puts
Pseudo strike
32.99
IV
55.4%
B/E move
4.0%

65Δ

Calls
Pseudo strike
31.11
IV
62.1%
B/E move
2.9%
Puts
Pseudo strike
33.39
IV
52.8%
B/E move
3.3%

70Δ

Calls
Pseudo strike
30.73
IV
64.2%
B/E move
2.3%
Puts
Pseudo strike
33.79
IV
50.2%
B/E move
2.6%

75Δ

Calls
Pseudo strike
30.35
IV
66.2%
B/E move
1.8%
Puts
Pseudo strike
34.18
IV
47.5%
B/E move
1.9%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
34.58
IV
44.9%
B/E move
1.1%

Options history

IV · four-Friday blend39.35%
Daily close
JAN30.8%43.5%56.2%2026-08-13: 47.32%2026-08-14: 53.81%2026-08-17: 54.45%2026-09-21: 36.09%2026-09-22: 34.69%2026-09-23: 35.68%2026-09-24: 37.59%2026-09-25: 32.54%2026-09-28: 41.26%2026-09-29: 35.17%2026-09-30: 38.63%2026-10-16: 40.17%2026-10-22: 39.35%Aug 13Sep 24Oct 22
13 observations2026-08-13 — 2026-10-22
Table
DateIV (%)
47.32%
53.81%
54.45%
36.09%
34.69%
35.68%
37.59%
32.54%
41.26%
35.17%
38.63%
40.17%
39.35%