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Janus Henderson B-BBB CLO ETF JBBB

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Market datapartial · fetched 2026-10-22T16:19:48.182Z

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 · 2026-10-22T16:18:19.064163812Z

FundamentalsAlpha Vantage · unavailable

Share price$47.12
1D-0.1%
$47.09$47.13$47.18$47.23$47.275:30 AM6:30 AM9:00 AM1:00 PMJBBB
Sold putSold call

Janus Henderson B-BBB CLO ETF options

Live interpolated JBBB call and put midpoint premiums by absolute delta.Janus Henderson B-BBB CLO ETF$0.98$1.51$2.03$2.56$3.08$40.75$43.68$46.61$49.54$52.4820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive JBBB spot · $47.12JBBB PRICE$1.50$1.50$1.50$1.35$1.20$1.04$1.35$1.81$2.21$2.57$2.93$1.50$1.50$1.50$1.50$1.50$1.50$1.73$1.99$2.16$2.32$2.49$2.66$2.83
PutsExpensive6.48×
CallsExpensive5.17×
SkewBearish+7.53 pp
Implied moveBearish±$2.93
TiltBearish14.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ39.4889.1%19.4%
25Δ42.2768.4%13.5%
30Δ52.9564.9%15.6%44.1254.5%9.5%
35Δ50.5951.8%10.6%45.3644.8%6.9%
40Δ49.1042.3%7.4%46.2537.4%5.0%
45Δ48.4234.2%5.6%46.9331.5%3.6%
50Δ47.7826.1%4.0%47.4630.6%2.9%
55Δ47.1518.0%2.3%47.9730.3%2.4%
60Δ46.6518.8%1.9%48.3328.5%2.0%
65Δ46.1922.5%1.9%48.6826.7%1.6%
70Δ45.7023.8%1.7%49.0424.8%1.2%
75Δ45.2123.6%1.4%49.3923.0%0.8%
80Δ44.7223.3%1.1%49.7421.1%0.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
39.48
IV
89.1%
B/E move
19.4%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
42.27
IV
68.4%
B/E move
13.5%

30Δ

Calls
Pseudo strike
52.95
IV
64.9%
B/E move
15.6%
Puts
Pseudo strike
44.12
IV
54.5%
B/E move
9.5%

35Δ

Calls
Pseudo strike
50.59
IV
51.8%
B/E move
10.6%
Puts
Pseudo strike
45.36
IV
44.8%
B/E move
6.9%

40Δ

Calls
Pseudo strike
49.10
IV
42.3%
B/E move
7.4%
Puts
Pseudo strike
46.25
IV
37.4%
B/E move
5.0%

45Δ

Calls
Pseudo strike
48.42
IV
34.2%
B/E move
5.6%
Puts
Pseudo strike
46.93
IV
31.5%
B/E move
3.6%

50Δ

Calls
Pseudo strike
47.78
IV
26.1%
B/E move
4.0%
Puts
Pseudo strike
47.46
IV
30.6%
B/E move
2.9%

55Δ

Calls
Pseudo strike
47.15
IV
18.0%
B/E move
2.3%
Puts
Pseudo strike
47.97
IV
30.3%
B/E move
2.4%

60Δ

Calls
Pseudo strike
46.65
IV
18.8%
B/E move
1.9%
Puts
Pseudo strike
48.33
IV
28.5%
B/E move
2.0%

65Δ

Calls
Pseudo strike
46.19
IV
22.5%
B/E move
1.9%
Puts
Pseudo strike
48.68
IV
26.7%
B/E move
1.6%

70Δ

Calls
Pseudo strike
45.70
IV
23.8%
B/E move
1.7%
Puts
Pseudo strike
49.04
IV
24.8%
B/E move
1.2%

75Δ

Calls
Pseudo strike
45.21
IV
23.6%
B/E move
1.4%
Puts
Pseudo strike
49.39
IV
23.0%
B/E move
0.8%

80Δ

Calls
Pseudo strike
44.72
IV
23.3%
B/E move
1.1%
Puts
Pseudo strike
49.74
IV
21.1%
B/E move
0.4%

Options history

No recorded observations