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Janus Henderson Mortgage-Backed Securities ETF JMBS

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Market dataready · fetched 2026-11-11T14:32:47.433Z

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 · 2026-11-11T14:32:46.456201493Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T14:32:46.943027+00:00

Share price$43.16
1D-0.0%
$43.13$43.15$43.16$43.17$43.185:30 AM6:30 AM9:00 AM1:00 PMJMBS
Sold putSold call

Janus Henderson Mortgage-Backed Securities ETF options

Live interpolated JMBS call and put midpoint premiums by absolute delta.Janus Henderson Mortgage-Backed Securities ETF$0.51$0.83$1.16$1.48$1.81$39.70$40.89$42.09$43.28$44.4820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive JMBS spot · $43.16JMBS PRICE$0.54$0.67$0.80$0.87$0.92$0.98$1.09$1.20$1.31$1.41$1.57$0.82$0.82$0.82$0.83$0.84$0.85$0.95$1.07$1.18$1.30$1.44$1.58$1.72
PutsExpensive2.98×
Calls——
Skew——
Implied moveBalanced±$1.88
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ38.2799.7%13.2%
25Δ40.1175.8%9.0%
30Δ44.3934.7%4.1%41.2460.4%6.4%
35Δ44.2138.3%4.0%42.0449.0%4.5%
40Δ44.0342.0%3.9%42.5042.2%3.5%
45Δ43.7039.3%3.3%42.9635.3%2.4%
50Δ43.3435.4%2.6%43.2533.5%2.0%
55Δ42.9931.6%1.9%43.5132.1%1.7%
60Δ42.7630.1%1.6%43.7830.7%1.3%
65Δ42.5328.7%1.3%44.0429.4%1.0%
70Δ42.3027.2%1.0%44.2627.9%0.8%
75Δ42.0725.7%0.8%44.4826.4%0.6%
80Δ41.8323.9%0.6%44.7025.0%0.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
38.27
IV
99.7%
B/E move
13.2%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
40.11
IV
75.8%
B/E move
9.0%

30Δ

Calls
Pseudo strike
44.39
IV
34.7%
B/E move
4.1%
Puts
Pseudo strike
41.24
IV
60.4%
B/E move
6.4%

35Δ

Calls
Pseudo strike
44.21
IV
38.3%
B/E move
4.0%
Puts
Pseudo strike
42.04
IV
49.0%
B/E move
4.5%

40Δ

Calls
Pseudo strike
44.03
IV
42.0%
B/E move
3.9%
Puts
Pseudo strike
42.50
IV
42.2%
B/E move
3.5%

45Δ

Calls
Pseudo strike
43.70
IV
39.3%
B/E move
3.3%
Puts
Pseudo strike
42.96
IV
35.3%
B/E move
2.4%

50Δ

Calls
Pseudo strike
43.34
IV
35.4%
B/E move
2.6%
Puts
Pseudo strike
43.25
IV
33.5%
B/E move
2.0%

55Δ

Calls
Pseudo strike
42.99
IV
31.6%
B/E move
1.9%
Puts
Pseudo strike
43.51
IV
32.1%
B/E move
1.7%

60Δ

Calls
Pseudo strike
42.76
IV
30.1%
B/E move
1.6%
Puts
Pseudo strike
43.78
IV
30.7%
B/E move
1.3%

65Δ

Calls
Pseudo strike
42.53
IV
28.7%
B/E move
1.3%
Puts
Pseudo strike
44.04
IV
29.4%
B/E move
1.0%

70Δ

Calls
Pseudo strike
42.30
IV
27.2%
B/E move
1.0%
Puts
Pseudo strike
44.26
IV
27.9%
B/E move
0.8%

75Δ

Calls
Pseudo strike
42.07
IV
25.7%
B/E move
0.8%
Puts
Pseudo strike
44.48
IV
26.4%
B/E move
0.6%

80Δ

Calls
Pseudo strike
41.83
IV
23.9%
B/E move
0.6%
Puts
Pseudo strike
44.70
IV
25.0%
B/E move
0.4%

Options history

IV · four-Friday blend19.24%
Daily close
JMBS15.7%28.1%40.4%2026-08-13: 21.28%2026-08-14: 22.06%2026-08-17: 25.52%2026-08-18: 27.51%2026-08-19: 30.47%2026-08-20: 38.28%2026-08-21: 17.38%2026-08-24: 17.85%2026-08-25: 17.59%2026-08-26: 17.85%2026-08-27: 17.88%2026-08-28: 18.00%2026-08-31: 18.53%2026-09-01: 18.51%2026-09-02: 18.87%2026-09-03: 19.02%2026-09-04: 19.32%2026-09-08: 20.32%2026-09-09: 20.44%2026-09-10: 21.85%2026-09-11: 22.54%2026-09-14: 25.96%2026-09-15: 28.24%2026-09-16: 31.24%2026-09-17: 38.73%2026-09-18: 17.84%2026-09-21: 18.05%2026-09-22: 18.61%2026-09-23: 18.22%2026-09-24: 18.40%2026-09-25: 19.01%2026-09-28: 20.40%2026-09-29: 20.79%2026-09-30: 20.63%2026-10-01: 20.75%2026-10-02: 20.95%2026-10-05: 22.31%2026-10-06: 22.85%2026-10-07: 22.93%2026-10-08: 23.35%2026-10-09: 24.27%2026-10-12: 27.70%2026-10-13: 29.47%2026-10-14: 32.34%2026-10-15: 38.20%2026-10-16: 18.51%2026-10-19: 18.62%2026-10-20: 18.69%2026-10-21: 18.68%2026-10-22: 19.20%2026-10-23: 19.12%2026-10-26: 19.23%2026-10-27: 19.34%2026-10-28: 19.08%2026-10-29: 19.23%2026-10-30: 19.24%Aug 13Sep 22Oct 30
56 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
21.28%
22.06%
25.52%
27.51%
30.47%
38.28%
17.38%
17.85%
17.59%
17.85%
17.88%
18.00%
18.53%
18.51%
18.87%
19.02%
19.32%
20.32%
20.44%
21.85%
22.54%
25.96%
28.24%
31.24%
38.73%
17.84%
18.05%
18.61%
18.22%
18.40%
19.01%
20.40%
20.79%
20.63%
20.75%
20.95%
22.31%
22.85%
22.93%
23.35%
24.27%
27.70%
29.47%
32.34%
38.20%
18.51%
18.62%
18.69%
18.68%
19.20%
19.12%
19.23%
19.34%
19.08%
19.23%
19.24%