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Janus Henderson Mortgage-Backed Securities ETF JMBS

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Market datapartial · fetched 2026-10-22T21:19:27.400Z

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 · 2026-10-22T20:10:00.003161285Z

FundamentalsAlpha Vantage · unavailable

Share price$43.22
1D+0.3%
AH$43.02$43.10$43.18$43.25$43.335:30 AM6:30 AM9:00 AM1:00 PM2:00 PMJMBS
Sold putSold callAH

Janus Henderson Mortgage-Backed Securities ETF options

Live interpolated JMBS call and put midpoint premiums by absolute delta.Janus Henderson Mortgage-Backed Securities ETF$0.79$1.08$1.37$1.66$1.95$39.12$41.15$43.18$45.21$47.2520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive JMBS spot · $43.22JMBS PRICE$0.82$0.82$0.82$0.83$0.84$0.88$0.95$1.01$1.09$1.17$1.26$1.35$1.44$0.82$0.82$0.82$0.84$0.89$0.97$1.10$1.22$1.36$1.53$1.70$1.87
PutsExpensive3.30×
CallsExpensive2.87×
SkewBearish+0.62 pp
Implied moveBearish±$2.04
TiltBearish2.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ51.6466.2%21.4%38.4256.3%13.0%
25Δ48.0248.6%13.0%40.2542.9%8.8%
30Δ46.1337.7%8.6%41.3934.2%6.1%
35Δ45.2531.7%6.6%42.1628.3%4.4%
40Δ44.4326.1%4.7%42.6625.0%3.3%
45Δ43.8422.3%3.5%43.1122.5%2.5%
50Δ43.5220.5%2.9%43.4321.6%2.1%
55Δ43.1918.6%2.3%43.7520.7%1.6%
60Δ42.9217.1%1.8%44.0619.9%1.2%
65Δ42.7216.0%1.6%44.3419.2%0.9%
70Δ42.5314.9%1.3%44.6318.5%0.7%
75Δ42.3313.8%1.1%44.9117.8%0.4%
80Δ42.1312.7%0.8%

20Δ

Calls
Pseudo strike
51.64
IV
66.2%
B/E move
21.4%
Puts
Pseudo strike
38.42
IV
56.3%
B/E move
13.0%

25Δ

Calls
Pseudo strike
48.02
IV
48.6%
B/E move
13.0%
Puts
Pseudo strike
40.25
IV
42.9%
B/E move
8.8%

30Δ

Calls
Pseudo strike
46.13
IV
37.7%
B/E move
8.6%
Puts
Pseudo strike
41.39
IV
34.2%
B/E move
6.1%

35Δ

Calls
Pseudo strike
45.25
IV
31.7%
B/E move
6.6%
Puts
Pseudo strike
42.16
IV
28.3%
B/E move
4.4%

40Δ

Calls
Pseudo strike
44.43
IV
26.1%
B/E move
4.7%
Puts
Pseudo strike
42.66
IV
25.0%
B/E move
3.3%

45Δ

Calls
Pseudo strike
43.84
IV
22.3%
B/E move
3.5%
Puts
Pseudo strike
43.11
IV
22.5%
B/E move
2.5%

50Δ

Calls
Pseudo strike
43.52
IV
20.5%
B/E move
2.9%
Puts
Pseudo strike
43.43
IV
21.6%
B/E move
2.1%

55Δ

Calls
Pseudo strike
43.19
IV
18.6%
B/E move
2.3%
Puts
Pseudo strike
43.75
IV
20.7%
B/E move
1.6%

60Δ

Calls
Pseudo strike
42.92
IV
17.1%
B/E move
1.8%
Puts
Pseudo strike
44.06
IV
19.9%
B/E move
1.2%

65Δ

Calls
Pseudo strike
42.72
IV
16.0%
B/E move
1.6%
Puts
Pseudo strike
44.34
IV
19.2%
B/E move
0.9%

70Δ

Calls
Pseudo strike
42.53
IV
14.9%
B/E move
1.3%
Puts
Pseudo strike
44.63
IV
18.5%
B/E move
0.7%

75Δ

Calls
Pseudo strike
42.33
IV
13.8%
B/E move
1.1%
Puts
Pseudo strike
44.91
IV
17.8%
B/E move
0.4%

80Δ

Calls
Pseudo strike
42.13
IV
12.7%
B/E move
0.8%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations