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Janus Henderson Transformational Growth ETF JXX

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Market datapartial · fetched 2026-10-22T09:56:56.276Z

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 · 2026-10-22T00:00:04.027886402Z

FundamentalsAlpha Vantage · unavailable

Share price$30.16
1D+0.4%
AH$30.10$30.14$30.18$30.22$30.265:30 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$0.36$0.99$1.62$2.25$2.88$27.01$28.64$30.28$31.92$33.5620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive JXX spot · $30.16JXX PRICE$0.42$0.46$0.53$0.60$0.67$0.79$0.91$1.03$1.25$1.49$1.73$2.20$2.70$0.51$0.56$0.61$0.67$0.73$0.81$0.93$1.06$1.18$1.34$1.54$1.75$1.95
PutsExpensive1.22×
CallsExpensive1.50×
SkewBullish-2.86 pp
Implied moveBalanced±$1.84
TiltBullish4.0% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ34.2347.4%14.9%27.1449.7%11.7%
25Δ32.8138.5%10.3%28.1341.5%8.6%
30Δ31.9933.9%7.8%28.8235.8%6.5%
35Δ31.5031.4%6.4%29.3032.0%5.1%
40Δ31.0128.9%5.1%29.7028.9%4.0%
45Δ30.6928.3%4.4%30.0626.4%3.0%
50Δ30.3727.8%3.7%30.3325.7%2.5%
55Δ30.0627.3%3.1%30.5925.1%2.1%
60Δ29.7228.0%2.7%30.8524.4%1.6%
65Δ29.3829.1%2.3%31.1323.9%1.2%
70Δ29.0430.1%2.0%31.4223.5%0.9%
75Δ28.4833.2%1.7%31.7123.1%0.7%
80Δ27.9136.0%1.5%32.0022.8%0.4%

20Δ

Calls
Pseudo strike
34.23
IV
47.4%
B/E move
14.9%
Puts
Pseudo strike
27.14
IV
49.7%
B/E move
11.7%

25Δ

Calls
Pseudo strike
32.81
IV
38.5%
B/E move
10.3%
Puts
Pseudo strike
28.13
IV
41.5%
B/E move
8.6%

30Δ

Calls
Pseudo strike
31.99
IV
33.9%
B/E move
7.8%
Puts
Pseudo strike
28.82
IV
35.8%
B/E move
6.5%

35Δ

Calls
Pseudo strike
31.50
IV
31.4%
B/E move
6.4%
Puts
Pseudo strike
29.30
IV
32.0%
B/E move
5.1%

40Δ

Calls
Pseudo strike
31.01
IV
28.9%
B/E move
5.1%
Puts
Pseudo strike
29.70
IV
28.9%
B/E move
4.0%

45Δ

Calls
Pseudo strike
30.69
IV
28.3%
B/E move
4.4%
Puts
Pseudo strike
30.06
IV
26.4%
B/E move
3.0%

50Δ

Calls
Pseudo strike
30.37
IV
27.8%
B/E move
3.7%
Puts
Pseudo strike
30.33
IV
25.7%
B/E move
2.5%

55Δ

Calls
Pseudo strike
30.06
IV
27.3%
B/E move
3.1%
Puts
Pseudo strike
30.59
IV
25.1%
B/E move
2.1%

60Δ

Calls
Pseudo strike
29.72
IV
28.0%
B/E move
2.7%
Puts
Pseudo strike
30.85
IV
24.4%
B/E move
1.6%

65Δ

Calls
Pseudo strike
29.38
IV
29.1%
B/E move
2.3%
Puts
Pseudo strike
31.13
IV
23.9%
B/E move
1.2%

70Δ

Calls
Pseudo strike
29.04
IV
30.1%
B/E move
2.0%
Puts
Pseudo strike
31.42
IV
23.5%
B/E move
0.9%

75Δ

Calls
Pseudo strike
28.48
IV
33.2%
B/E move
1.7%
Puts
Pseudo strike
31.71
IV
23.1%
B/E move
0.7%

80Δ

Calls
Pseudo strike
27.91
IV
36.0%
B/E move
1.5%
Puts
Pseudo strike
32.00
IV
22.8%
B/E move
0.4%

Options history

No recorded observations