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Janus Henderson Transformational Growth ETF JXX

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Market dataready · fetched 2026-11-11T15:40:01.975Z

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 · 2026-11-11T01:00:04.105653984Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T15:40:01.574923+00:00

Share price$27.78
1D-0.0%
AH$27.46$27.54$27.62$27.69$27.775:30 AM6:30 AM9:00 AM1:00 PM2:00 PMJXX
Sold putSold callAH

Janus Henderson Transformational Growth ETF options

Live interpolated JXX call and put midpoint premiums by absolute delta.Janus Henderson Transformational Growth ETF$0.12$1.32$2.53$3.73$4.93$24.86$26.56$28.26$29.96$31.6620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ65Δ P unavailable: no unambiguous, price-consistent delta bracketP —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 PRICELive JXX spot · $27.78JXX PRICE$0.25$0.36$0.48$0.59$0.74$0.89$1.06$1.32$1.58$1.96$2.44$3.19$4.58$0.25$0.25$0.26$0.28$0.30$0.32$0.33$0.35$0.37
Puts——
CallsExpensive1.68×
Skew——
Implied moveBullish±$1.40
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ29.9953.5%8.9%26.0949.5%7.0%
25Δ29.6555.8%8.0%26.7038.2%4.8%
30Δ29.3158.0%7.2%27.0831.3%3.5%
35Δ28.9760.2%6.4%27.2328.7%3.0%
40Δ28.6361.5%5.7%27.3826.1%2.5%
45Δ28.2962.9%5.1%27.5323.5%2.1%
50Δ27.9464.6%4.4%27.6820.9%1.6%
55Δ27.5668.1%4.0%27.8318.3%1.1%
60Δ27.1871.6%3.5%27.9815.8%0.6%
65Δ26.6977.7%3.1%
70Δ26.1385.9%2.8%
75Δ25.3199.2%2.6%
80Δ23.92129.6%2.6%

20Δ

Calls
Pseudo strike
29.99
IV
53.5%
B/E move
8.9%
Puts
Pseudo strike
26.09
IV
49.5%
B/E move
7.0%

25Δ

Calls
Pseudo strike
29.65
IV
55.8%
B/E move
8.0%
Puts
Pseudo strike
26.70
IV
38.2%
B/E move
4.8%

30Δ

Calls
Pseudo strike
29.31
IV
58.0%
B/E move
7.2%
Puts
Pseudo strike
27.08
IV
31.3%
B/E move
3.5%

35Δ

Calls
Pseudo strike
28.97
IV
60.2%
B/E move
6.4%
Puts
Pseudo strike
27.23
IV
28.7%
B/E move
3.0%

40Δ

Calls
Pseudo strike
28.63
IV
61.5%
B/E move
5.7%
Puts
Pseudo strike
27.38
IV
26.1%
B/E move
2.5%

45Δ

Calls
Pseudo strike
28.29
IV
62.9%
B/E move
5.1%
Puts
Pseudo strike
27.53
IV
23.5%
B/E move
2.1%

50Δ

Calls
Pseudo strike
27.94
IV
64.6%
B/E move
4.4%
Puts
Pseudo strike
27.68
IV
20.9%
B/E move
1.6%

55Δ

Calls
Pseudo strike
27.56
IV
68.1%
B/E move
4.0%
Puts
Pseudo strike
27.83
IV
18.3%
B/E move
1.1%

60Δ

Calls
Pseudo strike
27.18
IV
71.6%
B/E move
3.5%
Puts
Pseudo strike
27.98
IV
15.8%
B/E move
0.6%

65Δ

Calls
Pseudo strike
26.69
IV
77.7%
B/E move
3.1%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
26.13
IV
85.9%
B/E move
2.8%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
25.31
IV
99.2%
B/E move
2.6%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
23.92
IV
129.6%
B/E move
2.6%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend29.52%
Daily close
JXX16.5%30.2%44.0%2026-08-17: 25.41%2026-08-18: 28.11%2026-08-20: 42.13%2026-08-21: 20.28%2026-08-24: 21.22%2026-08-25: 19.49%2026-08-26: 21.56%2026-08-27: 21.01%2026-08-28: 20.76%2026-08-31: 21.89%2026-09-01: 22.42%2026-09-02: 20.22%2026-09-03: 21.50%2026-09-04: 18.37%2026-09-08: 23.18%2026-09-09: 22.82%2026-09-10: 24.35%2026-09-11: 21.31%2026-09-14: 27.70%2026-09-17: 33.01%2026-09-18: 23.56%2026-09-21: 23.19%2026-09-22: 23.73%2026-09-23: 24.43%2026-09-24: 24.57%2026-09-25: 24.57%2026-09-28: 24.63%2026-09-29: 25.46%2026-09-30: 24.38%2026-10-01: 23.92%2026-10-02: 23.81%2026-10-05: 25.91%2026-10-06: 23.60%2026-10-07: 23.27%2026-10-08: 25.95%2026-10-09: 25.77%2026-10-13: 27.64%2026-10-14: 33.52%2026-10-15: 35.66%2026-10-16: 25.10%2026-10-19: 24.20%2026-10-20: 24.90%2026-10-21: 25.29%2026-10-22: 27.60%2026-10-23: 28.06%2026-10-26: 26.69%2026-10-27: 25.15%2026-10-28: 25.54%2026-10-29: 25.94%2026-10-30: 29.52%Aug 17Sep 24Oct 30
50 observations2026-08-17 — 2026-10-30
Table
DateIV (%)
25.41%
28.11%
42.13%
20.28%
21.22%
19.49%
21.56%
21.01%
20.76%
21.89%
22.42%
20.22%
21.50%
18.37%
23.18%
22.82%
24.35%
21.31%
27.70%
33.01%
23.56%
23.19%
23.73%
24.43%
24.57%
24.57%
24.63%
25.46%
24.38%
23.92%
23.81%
25.91%
23.60%
23.27%
25.95%
25.77%
27.64%
33.52%
35.66%
25.10%
24.20%
24.90%
25.29%
27.60%
28.06%
26.69%
25.15%
25.54%
25.94%
29.52%