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Janus Detroit Street Trust Janus Henderson Small/Mid Cap Growth Alpha ETF JSMD

i

Market datapartial · fetched 2026-11-12T03:12:32.949Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-11-11T21:00:00.381725495Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T03:12:31.388889+00:00

Share price$90.33
1D+0.8%
AH$89.33$89.69$90.05$90.42$90.785:30 AM6:30 AM9:00 AM1:00 PM2:00 PMJSMD
Sold putSold callAH

Janus Detroit Street Trust Janus Henderson Small/Mid Cap Growth Alpha ETF options

Live interpolated JSMD call and put midpoint premiums by absolute delta.Janus Detroit Street Trust Janus Henderson Small/Mid Cap Growth Alpha ETF$3.71$4.09$4.48$4.86$5.24$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEJSMD PRICE$3.75$4.31$5.13
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ88.0019.1%1.6%
75Δ87.2019.0%1.3%
80Δ86.1819.4%1.1%

20Δ

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

25Δ

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

30Δ

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

35Δ

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

40Δ

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

45Δ

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

50Δ

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

55Δ

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

60Δ

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

65Δ

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

70Δ

Calls
Pseudo strike
88.00
IV
19.1%
B/E move
1.6%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
87.20
IV
19.0%
B/E move
1.3%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
86.18
IV
19.4%
B/E move
1.1%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend21.17%
Daily close
JSMD17.2%21.7%26.2%2026-08-13: 18.49%2026-08-14: 18.57%2026-08-17: 19.85%2026-08-18: 20.74%2026-08-19: 21.34%2026-08-20: 24.51%2026-08-21: 19.77%2026-08-24: 19.08%2026-08-25: 18.87%2026-08-26: 18.82%2026-08-27: 18.15%2026-08-28: 18.17%2026-08-31: 18.26%2026-09-01: 18.66%2026-09-02: 18.66%2026-09-03: 18.04%2026-09-04: 17.83%2026-09-08: 18.86%2026-09-09: 19.74%2026-09-10: 21.52%2026-09-11: 20.27%2026-09-14: 21.94%2026-09-15: 24.31%2026-09-16: 23.01%2026-09-17: 24.71%2026-09-18: 18.12%2026-09-21: 18.96%2026-09-22: 18.51%2026-09-23: 18.95%2026-09-24: 19.49%2026-09-25: 19.45%2026-09-28: 19.55%2026-09-29: 19.92%2026-09-30: 19.94%2026-10-01: 20.43%2026-10-02: 19.34%2026-10-05: 19.65%2026-10-06: 19.68%2026-10-07: 20.16%2026-10-08: 20.20%2026-10-09: 19.98%2026-10-12: 21.51%2026-10-13: 21.90%2026-10-14: 23.74%2026-10-15: 25.60%2026-10-16: 20.79%2026-10-19: 19.95%2026-10-20: 20.23%2026-10-21: 19.84%2026-10-22: 20.87%2026-10-23: 20.94%2026-10-26: 20.74%2026-10-27: 20.15%2026-10-28: 19.54%2026-10-29: 19.29%2026-10-30: 21.17%Aug 13Sep 22Oct 30
56 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
18.49%
18.57%
19.85%
20.74%
21.34%
24.51%
19.77%
19.08%
18.87%
18.82%
18.15%
18.17%
18.26%
18.66%
18.66%
18.04%
17.83%
18.86%
19.74%
21.52%
20.27%
21.94%
24.31%
23.01%
24.71%
18.12%
18.96%
18.51%
18.95%
19.49%
19.45%
19.55%
19.92%
19.94%
20.43%
19.34%
19.65%
19.68%
20.16%
20.20%
19.98%
21.51%
21.90%
23.74%
25.60%
20.79%
19.95%
20.23%
19.84%
20.87%
20.94%
20.74%
20.15%
19.54%
19.29%
21.17%