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Janus Henderson B-BBB CLO ETF JBBB

i

Market dataready · fetched 2026-11-13T02:14:50.021Z

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 · 2026-11-13T01:00:03.98742654Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-13T02:14:49.428298+00:00

Share price$46.81
1D-0.1%
AH$46.71$46.77$46.83$46.88$46.945:30 AM6:30 AM9:00 AM1:00 PM2:00 PMJBBB
Sold putSold callAH

Janus Henderson B-BBB CLO ETF options

Live interpolated JBBB call and put midpoint premiums by absolute delta.Janus Henderson B-BBB CLO ETF$1.65$2.10$2.54$2.99$3.44$46.28$46.55$46.83$47.10$47.3720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ25Δ P unavailable: no unambiguous, price-consistent delta bracketP —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELive JBBB spot · $46.81JBBB PRICE$1.70$1.70$1.70$1.70$1.70$1.82$1.93$2.04$2.16$2.39$2.62$2.79$1.70$1.88$2.15$2.39$2.55$2.71$3.31
Puts——
Calls——
Skew——
Implied moveBalanced±$3.81
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ69.88264.5%52.9%38.43193.6%21.5%
25Δ58.85190.9%29.4%
30Δ53.59145.6%18.1%
35Δ50.74115.7%12.0%
40Δ48.9994.4%8.3%
45Δ48.2386.3%6.9%
50Δ47.4878.3%5.5%47.0664.9%3.5%
55Δ46.7270.2%4.2%47.6063.4%2.9%
60Δ45.9862.4%2.8%48.1061.1%2.3%
65Δ45.4959.4%2.3%48.5056.4%1.8%
70Δ45.0056.3%1.7%48.8951.7%1.3%
75Δ44.6551.8%1.4%49.6452.8%1.0%
80Δ

20Δ

Calls
Pseudo strike
69.88
IV
264.5%
B/E move
52.9%
Puts
Pseudo strike
38.43
IV
193.6%
B/E move
21.5%

25Δ

Calls
Pseudo strike
58.85
IV
190.9%
B/E move
29.4%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
53.59
IV
145.6%
B/E move
18.1%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
50.74
IV
115.7%
B/E move
12.0%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
48.99
IV
94.4%
B/E move
8.3%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
48.23
IV
86.3%
B/E move
6.9%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
47.48
IV
78.3%
B/E move
5.5%
Puts
Pseudo strike
47.06
IV
64.9%
B/E move
3.5%

55Δ

Calls
Pseudo strike
46.72
IV
70.2%
B/E move
4.2%
Puts
Pseudo strike
47.60
IV
63.4%
B/E move
2.9%

60Δ

Calls
Pseudo strike
45.98
IV
62.4%
B/E move
2.8%
Puts
Pseudo strike
48.10
IV
61.1%
B/E move
2.3%

65Δ

Calls
Pseudo strike
45.49
IV
59.4%
B/E move
2.3%
Puts
Pseudo strike
48.50
IV
56.4%
B/E move
1.8%

70Δ

Calls
Pseudo strike
45.00
IV
56.3%
B/E move
1.7%
Puts
Pseudo strike
48.89
IV
51.7%
B/E move
1.3%

75Δ

Calls
Pseudo strike
44.65
IV
51.8%
B/E move
1.4%
Puts
Pseudo strike
49.64
IV
52.8%
B/E move
1.0%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend20.96%
Daily close
JBBB9.8%43.4%77.1%2026-08-18: 35.22%2026-08-19: 29.98%2026-08-20: 37.04%2026-08-21: 19.57%2026-08-24: 14.40%2026-08-26: 21.11%2026-08-27: 19.70%2026-08-28: 17.53%2026-08-31: 23.02%2026-09-01: 28.33%2026-09-02: 17.91%2026-09-03: 28.64%2026-09-04: 22.03%2026-09-08: 28.50%2026-09-09: 29.47%2026-09-10: 34.45%2026-09-11: 24.45%2026-09-14: 26.27%2026-09-15: 40.02%2026-09-16: 26.24%2026-09-18: 15.79%2026-09-21: 18.93%2026-09-22: 28.17%2026-09-23: 31.32%2026-09-24: 21.75%2026-09-25: 20.20%2026-09-28: 33.44%2026-09-29: 19.99%2026-09-30: 35.86%2026-10-01: 20.94%2026-10-02: 29.74%2026-10-05: 29.79%2026-10-06: 32.11%2026-10-08: 22.24%2026-10-12: 45.63%2026-10-13: 48.18%2026-10-14: 54.76%2026-10-15: 72.44%2026-10-16: 18.05%2026-10-19: 20.95%2026-10-20: 18.79%2026-10-21: 20.77%2026-10-22: 29.95%2026-10-23: 18.71%2026-10-26: 19.50%2026-10-27: 18.10%2026-10-28: 18.10%2026-10-29: 18.03%2026-10-30: 20.96%Aug 18Sep 24Oct 30
49 observations2026-08-18 — 2026-10-30
Table
DateIV (%)
35.22%
29.98%
37.04%
19.57%
14.40%
21.11%
19.70%
17.53%
23.02%
28.33%
17.91%
28.64%
22.03%
28.50%
29.47%
34.45%
24.45%
26.27%
40.02%
26.24%
15.79%
18.93%
28.17%
31.32%
21.75%
20.20%
33.44%
19.99%
35.86%
20.94%
29.74%
29.79%
32.11%
22.24%
45.63%
48.18%
54.76%
72.44%
18.05%
20.95%
18.79%
20.77%
29.95%
18.71%
19.50%
18.10%
18.10%
18.03%
20.96%