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Janus Henderson Short Duration Income ETF VNLA

i

Market dataready · fetched 2026-11-12T03:23:23.472Z

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 · 2026-11-12T01:00:00.107441305Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T03:23:23.019726+00:00

Share price$48.64
1D+0.0%
AH$48.60$48.61$48.63$48.65$48.665:30 AM6:30 AM9:00 AM1:00 PM2:00 PMVNLA
Sold putSold callAH

Janus Henderson Short Duration Income ETF options

Live interpolated VNLA call and put midpoint premiums by absolute delta.Janus Henderson Short Duration Income ETF$0.80$1.06$1.32$1.58$1.84$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICEVNLA PRICE$0.82$0.82$0.82$0.82$0.82$0.82$0.82$0.82$0.84$0.91$0.98$1.06$1.18$1.29$1.41$1.52$1.76
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ53.2378.1%11.1%45.5170.0%8.1%
30Δ51.4160.8%7.4%46.6955.5%5.7%
35Δ50.3148.9%5.1%47.4545.6%4.1%
40Δ49.6440.6%3.7%48.0537.8%2.9%
45Δ49.1033.6%2.6%48.3734.9%2.4%
50Δ48.7032.1%1.9%
55Δ49.0229.4%1.4%
60Δ49.2528.0%1.2%
65Δ49.4826.6%0.9%
70Δ49.7225.2%0.7%
75Δ49.9523.8%0.4%
80Δ50.2523.0%0.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
53.23
IV
78.1%
B/E move
11.1%
Puts
Pseudo strike
45.51
IV
70.0%
B/E move
8.1%

30Δ

Calls
Pseudo strike
51.41
IV
60.8%
B/E move
7.4%
Puts
Pseudo strike
46.69
IV
55.5%
B/E move
5.7%

35Δ

Calls
Pseudo strike
50.31
IV
48.9%
B/E move
5.1%
Puts
Pseudo strike
47.45
IV
45.6%
B/E move
4.1%

40Δ

Calls
Pseudo strike
49.64
IV
40.6%
B/E move
3.7%
Puts
Pseudo strike
48.05
IV
37.8%
B/E move
2.9%

45Δ

Calls
Pseudo strike
49.10
IV
33.6%
B/E move
2.6%
Puts
Pseudo strike
48.37
IV
34.9%
B/E move
2.4%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
48.70
IV
32.1%
B/E move
1.9%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
49.02
IV
29.4%
B/E move
1.4%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
49.25
IV
28.0%
B/E move
1.2%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
49.48
IV
26.6%
B/E move
0.9%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
49.72
IV
25.2%
B/E move
0.7%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
49.95
IV
23.8%
B/E move
0.4%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
50.25
IV
23.0%
B/E move
0.3%

Options history

IV · four-Friday blend15.20%
Daily EOD
VNLA13.6%15.8%18.0%2026-10-19: 17.60%2026-10-20: 17.67%2026-10-21: 17.60%2026-10-22: 17.70%2026-10-23: 13.87%2026-10-26: 14.11%2026-10-27: 14.03%2026-10-28: 14.12%2026-10-29: 14.83%2026-10-30: 15.20%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
17.60%
17.67%
17.60%
17.70%
13.87%
14.11%
14.03%
14.12%
14.83%
15.20%