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

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Market datapartial · fetched 2026-10-22T21:06:30.904Z

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 · 2026-10-22T20:00:00.178599128Z

FundamentalsAlpha Vantage · unavailable

Share price$88.09
1D-0.4%
AH$87.57$87.91$88.25$88.59$88.935:30 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$0.60$2.08$3.56$5.04$6.52$80.53$84.11$87.70$91.28$94.8620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive JSMD spot · $88.09JSMD PRICE$0.76$0.88$1.02$1.16$1.35$1.62$1.92$2.25$2.62$3.08$3.63$4.31$5.03$0.96$1.12$1.27$1.50$1.77$2.04$2.42$2.85$3.28$3.69$4.32$5.03$6.09
PutsExpensive1.09×
CallsFair1.00×
SkewBearish+3.18 pp
Implied moveBearish±$4.35
TiltBearish10.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ94.8728.4%8.6%82.0933.0%7.9%
25Δ92.8924.7%6.5%83.9429.0%6.0%
30Δ91.5622.2%5.1%85.3025.8%4.6%
35Δ90.5820.6%4.1%86.2324.6%3.8%
40Δ89.7719.5%3.4%87.0624.0%3.2%
45Δ89.1319.8%3.0%87.8223.2%2.6%
50Δ88.5020.0%2.7%88.5623.3%2.2%
55Δ87.8820.1%2.3%89.3023.6%1.9%
60Δ87.2320.3%2.0%90.0523.4%1.5%
65Δ86.5320.7%1.7%90.7722.8%1.1%
70Δ85.7721.3%1.5%91.6423.1%0.9%
75Δ84.8922.1%1.3%92.5723.2%0.6%
80Δ83.9622.4%1.0%93.8224.2%0.4%

20Δ

Calls
Pseudo strike
94.87
IV
28.4%
B/E move
8.6%
Puts
Pseudo strike
82.09
IV
33.0%
B/E move
7.9%

25Δ

Calls
Pseudo strike
92.89
IV
24.7%
B/E move
6.5%
Puts
Pseudo strike
83.94
IV
29.0%
B/E move
6.0%

30Δ

Calls
Pseudo strike
91.56
IV
22.2%
B/E move
5.1%
Puts
Pseudo strike
85.30
IV
25.8%
B/E move
4.6%

35Δ

Calls
Pseudo strike
90.58
IV
20.6%
B/E move
4.1%
Puts
Pseudo strike
86.23
IV
24.6%
B/E move
3.8%

40Δ

Calls
Pseudo strike
89.77
IV
19.5%
B/E move
3.4%
Puts
Pseudo strike
87.06
IV
24.0%
B/E move
3.2%

45Δ

Calls
Pseudo strike
89.13
IV
19.8%
B/E move
3.0%
Puts
Pseudo strike
87.82
IV
23.2%
B/E move
2.6%

50Δ

Calls
Pseudo strike
88.50
IV
20.0%
B/E move
2.7%
Puts
Pseudo strike
88.56
IV
23.3%
B/E move
2.2%

55Δ

Calls
Pseudo strike
87.88
IV
20.1%
B/E move
2.3%
Puts
Pseudo strike
89.30
IV
23.6%
B/E move
1.9%

60Δ

Calls
Pseudo strike
87.23
IV
20.3%
B/E move
2.0%
Puts
Pseudo strike
90.05
IV
23.4%
B/E move
1.5%

65Δ

Calls
Pseudo strike
86.53
IV
20.7%
B/E move
1.7%
Puts
Pseudo strike
90.77
IV
22.8%
B/E move
1.1%

70Δ

Calls
Pseudo strike
85.77
IV
21.3%
B/E move
1.5%
Puts
Pseudo strike
91.64
IV
23.1%
B/E move
0.9%

75Δ

Calls
Pseudo strike
84.89
IV
22.1%
B/E move
1.3%
Puts
Pseudo strike
92.57
IV
23.2%
B/E move
0.6%

80Δ

Calls
Pseudo strike
83.96
IV
22.4%
B/E move
1.0%
Puts
Pseudo strike
93.82
IV
24.2%
B/E move
0.4%

Options history

No recorded observations