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Janus Henderson Transformational Growth ETF JXX

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Market datapartial · fetched 2026-10-22T21:22:28.062Z

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 · 2026-10-22T20:10:04.130564608Z

FundamentalsAlpha Vantage · unavailable

Share price$28.84
1D-2.1%
AH$28.70$28.91$29.12$29.32$29.535:30 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$0.38$0.97$1.56$2.15$2.74$25.37$27.33$29.29$31.25$33.2120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive JXX spot · $28.84JXX PRICE$0.45$0.48$0.54$0.62$0.71$0.80$0.89$1.08$1.28$1.48$1.78$2.12$2.57$0.50$0.60$0.69$0.75$0.79$0.83$0.88$1.10$1.32$1.54$1.81$2.09$2.43
PutsExpensive1.20×
CallsExpensive1.59×
SkewBullish-1.19 pp
Implied moveBalanced±$1.77
TiltBalanced1.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ33.1752.7%16.6%25.8951.2%11.9%
25Δ31.6442.6%11.4%26.6946.7%9.5%
30Δ30.7536.7%8.5%27.3542.1%7.5%
35Δ30.2034.2%6.9%27.9536.8%5.7%
40Δ29.7732.2%5.7%28.3233.0%4.5%
45Δ29.4030.6%4.7%28.6629.4%3.5%
50Δ29.0328.9%3.8%29.0125.9%2.5%
55Δ28.7129.5%3.3%29.3226.8%2.1%
60Δ28.3930.2%2.9%29.6327.7%1.8%
65Δ28.0731.0%2.5%29.9528.5%1.5%
70Δ27.6732.2%2.1%30.3128.7%1.2%
75Δ27.2333.6%1.8%30.6828.6%0.8%
80Δ26.6935.6%1.5%31.1229.1%0.5%

20Δ

Calls
Pseudo strike
33.17
IV
52.7%
B/E move
16.6%
Puts
Pseudo strike
25.89
IV
51.2%
B/E move
11.9%

25Δ

Calls
Pseudo strike
31.64
IV
42.6%
B/E move
11.4%
Puts
Pseudo strike
26.69
IV
46.7%
B/E move
9.5%

30Δ

Calls
Pseudo strike
30.75
IV
36.7%
B/E move
8.5%
Puts
Pseudo strike
27.35
IV
42.1%
B/E move
7.5%

35Δ

Calls
Pseudo strike
30.20
IV
34.2%
B/E move
6.9%
Puts
Pseudo strike
27.95
IV
36.8%
B/E move
5.7%

40Δ

Calls
Pseudo strike
29.77
IV
32.2%
B/E move
5.7%
Puts
Pseudo strike
28.32
IV
33.0%
B/E move
4.5%

45Δ

Calls
Pseudo strike
29.40
IV
30.6%
B/E move
4.7%
Puts
Pseudo strike
28.66
IV
29.4%
B/E move
3.5%

50Δ

Calls
Pseudo strike
29.03
IV
28.9%
B/E move
3.8%
Puts
Pseudo strike
29.01
IV
25.9%
B/E move
2.5%

55Δ

Calls
Pseudo strike
28.71
IV
29.5%
B/E move
3.3%
Puts
Pseudo strike
29.32
IV
26.8%
B/E move
2.1%

60Δ

Calls
Pseudo strike
28.39
IV
30.2%
B/E move
2.9%
Puts
Pseudo strike
29.63
IV
27.7%
B/E move
1.8%

65Δ

Calls
Pseudo strike
28.07
IV
31.0%
B/E move
2.5%
Puts
Pseudo strike
29.95
IV
28.5%
B/E move
1.5%

70Δ

Calls
Pseudo strike
27.67
IV
32.2%
B/E move
2.1%
Puts
Pseudo strike
30.31
IV
28.7%
B/E move
1.2%

75Δ

Calls
Pseudo strike
27.23
IV
33.6%
B/E move
1.8%
Puts
Pseudo strike
30.68
IV
28.6%
B/E move
0.8%

80Δ

Calls
Pseudo strike
26.69
IV
35.6%
B/E move
1.5%
Puts
Pseudo strike
31.12
IV
29.1%
B/E move
0.5%

Options history

No recorded observations