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Janus Henderson Mortgage-Backed Securities ETF JMBS

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Market datapartial · fetched 2026-10-23T02:32:43.089Z

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 · 2026-10-23T00:00:00.177378157Z

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$45.22$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$1.18$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+0.60 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
20Δ51.6466.4%21.4%38.4256.6%13.0%
25Δ48.0248.7%13.0%40.2543.1%8.8%
30Δ46.1237.8%8.6%41.3934.3%6.1%
35Δ45.2431.8%6.6%42.1628.4%4.4%
40Δ44.4226.2%4.7%42.6625.1%3.4%
45Δ43.8422.4%3.5%43.1022.6%2.5%
50Δ43.5220.6%2.9%43.4321.7%2.1%
55Δ43.1918.7%2.3%43.7520.8%1.6%
60Δ42.9217.2%1.8%44.0620.0%1.2%
65Δ42.7216.1%1.6%44.3419.3%0.9%
70Δ42.5215.0%1.3%44.6218.5%0.7%
75Δ42.3313.9%1.1%44.9117.8%0.4%
80Δ42.1312.8%0.8%

20Δ

Calls
Pseudo strike
51.64
IV
66.4%
B/E move
21.4%
Puts
Pseudo strike
38.42
IV
56.6%
B/E move
13.0%

25Δ

Calls
Pseudo strike
48.02
IV
48.7%
B/E move
13.0%
Puts
Pseudo strike
40.25
IV
43.1%
B/E move
8.8%

30Δ

Calls
Pseudo strike
46.12
IV
37.8%
B/E move
8.6%
Puts
Pseudo strike
41.39
IV
34.3%
B/E move
6.1%

35Δ

Calls
Pseudo strike
45.24
IV
31.8%
B/E move
6.6%
Puts
Pseudo strike
42.16
IV
28.4%
B/E move
4.4%

40Δ

Calls
Pseudo strike
44.42
IV
26.2%
B/E move
4.7%
Puts
Pseudo strike
42.66
IV
25.1%
B/E move
3.4%

45Δ

Calls
Pseudo strike
43.84
IV
22.4%
B/E move
3.5%
Puts
Pseudo strike
43.10
IV
22.6%
B/E move
2.5%

50Δ

Calls
Pseudo strike
43.52
IV
20.6%
B/E move
2.9%
Puts
Pseudo strike
43.43
IV
21.7%
B/E move
2.1%

55Δ

Calls
Pseudo strike
43.19
IV
18.7%
B/E move
2.3%
Puts
Pseudo strike
43.75
IV
20.8%
B/E move
1.6%

60Δ

Calls
Pseudo strike
42.92
IV
17.2%
B/E move
1.8%
Puts
Pseudo strike
44.06
IV
20.0%
B/E move
1.2%

65Δ

Calls
Pseudo strike
42.72
IV
16.1%
B/E move
1.6%
Puts
Pseudo strike
44.34
IV
19.3%
B/E move
0.9%

70Δ

Calls
Pseudo strike
42.52
IV
15.0%
B/E move
1.3%
Puts
Pseudo strike
44.62
IV
18.5%
B/E move
0.7%

75Δ

Calls
Pseudo strike
42.33
IV
13.9%
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
12.8%
B/E move
0.8%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations