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Janus Henderson B-BBB CLO ETF JBBB

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Market datapartial · fetched 2026-10-23T15:08:57.745Z

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 · 2026-10-23T15:06:49.125097056Z

FundamentalsAlpha Vantage · unavailable

Share price$47.04
1D-0.0%
$47.00$47.02$47.04$47.06$47.085:30 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$0.94$1.54$2.14$2.74$3.34$42.36$44.56$46.77$48.98$51.1920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive JBBB spot · $47.04JBBB PRICE$1.00$1.00$1.00$1.00$1.00$1.00$1.01$1.14$1.26$1.39$1.55$1.97$1.00$1.00$1.00$1.00$1.00$1.00$1.14$1.31$1.48$2.00$2.58$3.16$2.16
PutsExpensive4.70×
CallsExpensive4.33×
SkewBearish+4.10 pp
Implied moveBearish±$2.14
TiltBearish16.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ41.3563.0%14.2%
25Δ52.9855.2%14.8%43.5048.1%9.6%
30Δ50.6342.8%9.7%44.9038.0%6.7%
35Δ49.2234.3%6.8%45.8031.1%4.8%
40Δ48.5629.5%5.4%46.4026.2%3.5%
45Δ48.0225.2%4.2%46.9121.9%2.4%
50Δ47.4921.0%3.1%47.2820.8%1.9%
55Δ46.9817.1%2.0%47.6120.5%1.6%
60Δ46.7316.5%1.7%47.9520.1%1.2%
65Δ46.4715.8%1.5%48.5622.2%1.0%
70Δ46.2215.2%1.2%49.2024.8%0.9%
75Δ45.9414.7%1.0%49.8527.3%0.8%
80Δ45.4215.0%0.7%49.1216.8%0.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
41.35
IV
63.0%
B/E move
14.2%

25Δ

Calls
Pseudo strike
52.98
IV
55.2%
B/E move
14.8%
Puts
Pseudo strike
43.50
IV
48.1%
B/E move
9.6%

30Δ

Calls
Pseudo strike
50.63
IV
42.8%
B/E move
9.7%
Puts
Pseudo strike
44.90
IV
38.0%
B/E move
6.7%

35Δ

Calls
Pseudo strike
49.22
IV
34.3%
B/E move
6.8%
Puts
Pseudo strike
45.80
IV
31.1%
B/E move
4.8%

40Δ

Calls
Pseudo strike
48.56
IV
29.5%
B/E move
5.4%
Puts
Pseudo strike
46.40
IV
26.2%
B/E move
3.5%

45Δ

Calls
Pseudo strike
48.02
IV
25.2%
B/E move
4.2%
Puts
Pseudo strike
46.91
IV
21.9%
B/E move
2.4%

50Δ

Calls
Pseudo strike
47.49
IV
21.0%
B/E move
3.1%
Puts
Pseudo strike
47.28
IV
20.8%
B/E move
1.9%

55Δ

Calls
Pseudo strike
46.98
IV
17.1%
B/E move
2.0%
Puts
Pseudo strike
47.61
IV
20.5%
B/E move
1.6%

60Δ

Calls
Pseudo strike
46.73
IV
16.5%
B/E move
1.7%
Puts
Pseudo strike
47.95
IV
20.1%
B/E move
1.2%

65Δ

Calls
Pseudo strike
46.47
IV
15.8%
B/E move
1.5%
Puts
Pseudo strike
48.56
IV
22.2%
B/E move
1.0%

70Δ

Calls
Pseudo strike
46.22
IV
15.2%
B/E move
1.2%
Puts
Pseudo strike
49.20
IV
24.8%
B/E move
0.9%

75Δ

Calls
Pseudo strike
45.94
IV
14.7%
B/E move
1.0%
Puts
Pseudo strike
49.85
IV
27.3%
B/E move
0.8%

80Δ

Calls
Pseudo strike
45.42
IV
15.0%
B/E move
0.7%
Puts
Pseudo strike
49.12
IV
16.8%
B/E move
0.2%

Options history

No recorded observations