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Janus Detroit Street Trust Janus Henderson Small Cap Growth Alpha ETF JSML

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Market datapartial · fetched 2026-10-22T07:55:42.121Z

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 · 2026-10-21T20:00:00.171182742Z

FundamentalsAlpha Vantage · unavailable

Share price$86.95
1D+0.7%
AH$86.31$86.56$86.81$87.06$87.315:30 AM6:30 AM9:00 AM1:00 PM2:00 PMJSML
Sold putSold callAH

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

Live interpolated JSML call and put midpoint premiums by absolute delta.Janus Detroit Street Trust Janus Henderson Small Cap Growth Alpha ETF$0.75$1.96$3.17$4.38$5.59$79.95$83.39$86.84$90.28$93.7220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive JSML spot · $86.95JSML PRICE$0.99$1.15$1.38$1.65$2.01$2.41$2.85$3.34$3.91$4.54$5.25$0.88$1.02$1.16$1.35$1.59$1.89$2.23$2.58$2.95$3.36$3.83$4.34
PutsExpensive1.31×
CallsExpensive1.15×
SkewBearish+0.92 pp
Implied moveBearish±$4.24
TiltBullish4.0% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ81.3730.8%7.4%
25Δ83.1626.5%5.5%
30Δ90.3221.6%5.0%84.3724.0%4.3%
35Δ89.3820.5%4.1%85.2622.6%3.5%
40Δ88.6420.3%3.5%86.0321.9%2.9%
45Δ88.0020.5%3.1%86.7121.9%2.5%
50Δ87.3721.2%2.8%87.3921.8%2.1%
55Δ86.7021.9%2.5%88.0621.8%1.7%
60Δ86.0022.5%2.2%88.7221.4%1.4%
65Δ85.2522.9%1.9%89.4121.1%1.0%
70Δ84.4323.4%1.6%90.1120.9%0.8%
75Δ83.5723.6%1.3%90.8420.5%0.5%
80Δ82.6323.6%1.1%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
81.37
IV
30.8%
B/E move
7.4%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
83.16
IV
26.5%
B/E move
5.5%

30Δ

Calls
Pseudo strike
90.32
IV
21.6%
B/E move
5.0%
Puts
Pseudo strike
84.37
IV
24.0%
B/E move
4.3%

35Δ

Calls
Pseudo strike
89.38
IV
20.5%
B/E move
4.1%
Puts
Pseudo strike
85.26
IV
22.6%
B/E move
3.5%

40Δ

Calls
Pseudo strike
88.64
IV
20.3%
B/E move
3.5%
Puts
Pseudo strike
86.03
IV
21.9%
B/E move
2.9%

45Δ

Calls
Pseudo strike
88.00
IV
20.5%
B/E move
3.1%
Puts
Pseudo strike
86.71
IV
21.9%
B/E move
2.5%

50Δ

Calls
Pseudo strike
87.37
IV
21.2%
B/E move
2.8%
Puts
Pseudo strike
87.39
IV
21.8%
B/E move
2.1%

55Δ

Calls
Pseudo strike
86.70
IV
21.9%
B/E move
2.5%
Puts
Pseudo strike
88.06
IV
21.8%
B/E move
1.7%

60Δ

Calls
Pseudo strike
86.00
IV
22.5%
B/E move
2.2%
Puts
Pseudo strike
88.72
IV
21.4%
B/E move
1.4%

65Δ

Calls
Pseudo strike
85.25
IV
22.9%
B/E move
1.9%
Puts
Pseudo strike
89.41
IV
21.1%
B/E move
1.0%

70Δ

Calls
Pseudo strike
84.43
IV
23.4%
B/E move
1.6%
Puts
Pseudo strike
90.11
IV
20.9%
B/E move
0.8%

75Δ

Calls
Pseudo strike
83.57
IV
23.6%
B/E move
1.3%
Puts
Pseudo strike
90.84
IV
20.5%
B/E move
0.5%

80Δ

Calls
Pseudo strike
82.63
IV
23.6%
B/E move
1.1%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations