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

i

Market dataready · fetched 2026-11-11T13:44:33.686Z

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: 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 · 2026-11-10T21:00:00.422104838Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T13:44:33.344442+00:00

Share price$88.40
1D+1.1%
AH$87.42$87.71$88.00$88.29$88.585:30 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$0.48$1.07$1.67$2.26$2.85$83.01$85.80$88.59$91.37$94.1620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive JSML spot · $88.40JSML PRICE$0.55$0.62$0.68$0.75$0.84$0.94$1.10$1.26$1.48$1.76$2.04$2.35$2.67$0.63$0.72$0.83$0.95$1.12$1.30$1.52$1.74$2.06$2.38$2.53$2.68
Puts——
CallsCheap0.69×
Skew——
Implied moveBearish±$2.62
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ93.0135.7%5.8%84.1439.0%5.5%
25Δ91.5830.4%4.3%85.4733.5%4.1%
30Δ90.5826.1%3.2%86.3630.4%3.2%
35Δ89.8623.1%2.5%87.0728.3%2.6%
40Δ89.3621.3%2.0%87.5927.5%2.2%
45Δ88.9120.0%1.6%88.1026.8%1.8%
50Δ88.5519.9%1.4%88.5626.5%1.5%
55Δ88.1919.8%1.2%89.0226.2%1.3%
60Δ87.8220.0%1.0%89.5226.6%1.1%
65Δ87.4120.5%0.9%90.0126.8%0.9%
70Δ87.0121.1%0.7%90.3424.8%0.7%
75Δ86.5820.8%0.6%90.6722.8%0.5%
80Δ86.1520.6%0.5%

20Δ

Calls
Pseudo strike
93.01
IV
35.7%
B/E move
5.8%
Puts
Pseudo strike
84.14
IV
39.0%
B/E move
5.5%

25Δ

Calls
Pseudo strike
91.58
IV
30.4%
B/E move
4.3%
Puts
Pseudo strike
85.47
IV
33.5%
B/E move
4.1%

30Δ

Calls
Pseudo strike
90.58
IV
26.1%
B/E move
3.2%
Puts
Pseudo strike
86.36
IV
30.4%
B/E move
3.2%

35Δ

Calls
Pseudo strike
89.86
IV
23.1%
B/E move
2.5%
Puts
Pseudo strike
87.07
IV
28.3%
B/E move
2.6%

40Δ

Calls
Pseudo strike
89.36
IV
21.3%
B/E move
2.0%
Puts
Pseudo strike
87.59
IV
27.5%
B/E move
2.2%

45Δ

Calls
Pseudo strike
88.91
IV
20.0%
B/E move
1.6%
Puts
Pseudo strike
88.10
IV
26.8%
B/E move
1.8%

50Δ

Calls
Pseudo strike
88.55
IV
19.9%
B/E move
1.4%
Puts
Pseudo strike
88.56
IV
26.5%
B/E move
1.5%

55Δ

Calls
Pseudo strike
88.19
IV
19.8%
B/E move
1.2%
Puts
Pseudo strike
89.02
IV
26.2%
B/E move
1.3%

60Δ

Calls
Pseudo strike
87.82
IV
20.0%
B/E move
1.0%
Puts
Pseudo strike
89.52
IV
26.6%
B/E move
1.1%

65Δ

Calls
Pseudo strike
87.41
IV
20.5%
B/E move
0.9%
Puts
Pseudo strike
90.01
IV
26.8%
B/E move
0.9%

70Δ

Calls
Pseudo strike
87.01
IV
21.1%
B/E move
0.7%
Puts
Pseudo strike
90.34
IV
24.8%
B/E move
0.7%

75Δ

Calls
Pseudo strike
86.58
IV
20.8%
B/E move
0.6%
Puts
Pseudo strike
90.67
IV
22.8%
B/E move
0.5%

80Δ

Calls
Pseudo strike
86.15
IV
20.6%
B/E move
0.5%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend22.69%
Daily close
JSML18.5%23.1%27.7%2026-08-18: 21.87%2026-08-19: 23.16%2026-08-20: 25.64%2026-08-21: 19.77%2026-08-24: 20.31%2026-08-25: 20.00%2026-08-26: 19.93%2026-08-27: 19.54%2026-08-28: 19.96%2026-08-31: 19.82%2026-09-01: 20.11%2026-09-02: 19.32%2026-09-03: 19.29%2026-09-04: 19.12%2026-09-08: 20.28%2026-09-09: 21.13%2026-09-10: 22.72%2026-09-11: 21.61%2026-09-14: 22.96%2026-09-15: 24.88%2026-09-16: 24.50%2026-09-17: 27.07%2026-09-18: 20.01%2026-09-21: 19.68%2026-09-22: 19.36%2026-09-23: 20.22%2026-09-24: 20.81%2026-09-25: 20.80%2026-09-28: 20.82%2026-09-29: 21.19%2026-09-30: 21.41%2026-10-01: 21.83%2026-10-02: 20.80%2026-10-05: 20.80%2026-10-06: 21.40%2026-10-07: 21.44%2026-10-08: 21.28%2026-10-09: 20.89%2026-10-12: 22.04%2026-10-13: 22.76%2026-10-14: 24.23%2026-10-15: 26.20%2026-10-16: 22.20%2026-10-19: 21.16%2026-10-20: 21.12%2026-10-21: 21.03%2026-10-22: 21.81%2026-10-23: 22.11%2026-10-26: 22.02%2026-10-27: 21.20%2026-10-28: 20.65%2026-10-30: 22.69%Aug 18Sep 23Oct 30
52 observations2026-08-18 — 2026-10-30
Table
DateIV (%)
21.87%
23.16%
25.64%
19.77%
20.31%
20.00%
19.93%
19.54%
19.96%
19.82%
20.11%
19.32%
19.29%
19.12%
20.28%
21.13%
22.72%
21.61%
22.96%
24.88%
24.50%
27.07%
20.01%
19.68%
19.36%
20.22%
20.81%
20.80%
20.82%
21.19%
21.41%
21.83%
20.80%
20.80%
21.40%
21.44%
21.28%
20.89%
22.04%
22.76%
24.23%
26.20%
22.20%
21.16%
21.12%
21.03%
21.81%
22.11%
22.02%
21.20%
20.65%
22.69%