IntraAlpha
Create free account Start free

Janus Henderson Transformational Growth ETF JXX

i

Market datapartial · fetched 2026-10-22T16:31:13.826Z

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 · 2026-10-22T14:23:08.696238873Z

FundamentalsAlpha Vantage · unavailable

Share price$29.19
1D-1.0%
$29.17$29.25$29.33$29.41$29.495:30 AM6:30 AM9:00 AM1:00 PMJXX
Sold putSold call

Janus Henderson Transformational Growth ETF options

Live interpolated JXX call and put midpoint premiums by absolute delta.Janus Henderson Transformational Growth ETF$0.36$0.95$1.53$2.12$2.70$25.78$27.63$29.47$31.32$33.1620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive JXX spot · $29.19JXX PRICE$0.42$0.48$0.51$0.58$0.65$0.77$0.89$1.01$1.21$1.43$1.65$2.04$2.54$0.51$0.57$0.63$0.71$0.79$0.88$1.01$1.14$1.27$1.49$1.74$1.99$2.45
PutsExpensive1.18×
CallsExpensive1.50×
SkewNeutral+0.21 pp
Implied moveBearish±$1.90
TiltBearish3.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ33.2849.3%15.5%26.1751.7%12.1%
25Δ31.9141.1%11.0%27.1543.4%8.9%
30Δ30.9633.9%7.8%27.8238.2%6.9%
35Δ30.4831.4%6.4%28.2934.9%5.5%
40Δ30.0128.9%5.0%28.7032.2%4.4%
45Δ29.7028.5%4.4%29.0729.9%3.4%
50Δ29.3928.1%3.8%29.3629.0%2.9%
55Δ29.0927.8%3.1%29.6528.1%2.3%
60Δ28.7728.1%2.7%29.9427.2%1.8%
65Δ28.4428.8%2.3%30.2727.1%1.4%
70Δ28.1229.5%2.0%30.6127.3%1.1%
75Δ27.6431.7%1.7%30.9527.4%0.8%
80Δ27.0734.9%1.4%31.4828.5%0.5%

20Δ

Calls
Pseudo strike
33.28
IV
49.3%
B/E move
15.5%
Puts
Pseudo strike
26.17
IV
51.7%
B/E move
12.1%

25Δ

Calls
Pseudo strike
31.91
IV
41.1%
B/E move
11.0%
Puts
Pseudo strike
27.15
IV
43.4%
B/E move
8.9%

30Δ

Calls
Pseudo strike
30.96
IV
33.9%
B/E move
7.8%
Puts
Pseudo strike
27.82
IV
38.2%
B/E move
6.9%

35Δ

Calls
Pseudo strike
30.48
IV
31.4%
B/E move
6.4%
Puts
Pseudo strike
28.29
IV
34.9%
B/E move
5.5%

40Δ

Calls
Pseudo strike
30.01
IV
28.9%
B/E move
5.0%
Puts
Pseudo strike
28.70
IV
32.2%
B/E move
4.4%

45Δ

Calls
Pseudo strike
29.70
IV
28.5%
B/E move
4.4%
Puts
Pseudo strike
29.07
IV
29.9%
B/E move
3.4%

50Δ

Calls
Pseudo strike
29.39
IV
28.1%
B/E move
3.8%
Puts
Pseudo strike
29.36
IV
29.0%
B/E move
2.9%

55Δ

Calls
Pseudo strike
29.09
IV
27.8%
B/E move
3.1%
Puts
Pseudo strike
29.65
IV
28.1%
B/E move
2.3%

60Δ

Calls
Pseudo strike
28.77
IV
28.1%
B/E move
2.7%
Puts
Pseudo strike
29.94
IV
27.2%
B/E move
1.8%

65Δ

Calls
Pseudo strike
28.44
IV
28.8%
B/E move
2.3%
Puts
Pseudo strike
30.27
IV
27.1%
B/E move
1.4%

70Δ

Calls
Pseudo strike
28.12
IV
29.5%
B/E move
2.0%
Puts
Pseudo strike
30.61
IV
27.3%
B/E move
1.1%

75Δ

Calls
Pseudo strike
27.64
IV
31.7%
B/E move
1.7%
Puts
Pseudo strike
30.95
IV
27.4%
B/E move
0.8%

80Δ

Calls
Pseudo strike
27.07
IV
34.9%
B/E move
1.4%
Puts
Pseudo strike
31.48
IV
28.5%
B/E move
0.5%

Options history

No recorded observations