IntraAlpha
Create free account Start free

Janus Henderson Short Duration Income ETF VNLA

i

Market dataready · fetched 2026-10-22T23:23:55.576Z

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 · 2026-10-22T23:10:51.351766221Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T23:23:53.857416+00:00

Share price$48.66
1D+0.1%
AH$48.69$48.71$48.74$48.76$48.785:30 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$0.94$0.95$0.96$0.97$0.98$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEVNLA PRICE$0.95$0.95$0.95$0.97$0.95$0.95$0.96
PutsExpensive7.85×
CallsExpensive5.97×
SkewBearish+6.56 pp
Implied move——
TiltBullish14.3% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ45.2643.8%8.9%
30Δ52.0038.5%8.8%46.5834.9%6.2%
35Δ50.7331.1%6.2%47.4428.8%4.5%
40Δ49.8925.6%4.5%
45Δ49.3721.9%3.4%
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

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

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
45.26
IV
43.8%
B/E move
8.9%

30Δ

Calls
Pseudo strike
52.00
IV
38.5%
B/E move
8.8%
Puts
Pseudo strike
46.58
IV
34.9%
B/E move
6.2%

35Δ

Calls
Pseudo strike
50.73
IV
31.1%
B/E move
6.2%
Puts
Pseudo strike
47.44
IV
28.8%
B/E move
4.5%

40Δ

Calls
Pseudo strike
49.89
IV
25.6%
B/E move
4.5%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
49.37
IV
21.9%
B/E move
3.4%
Puts
Pseudo strike
IV
B/E move

50Δ

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

55Δ

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

60Δ

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

65Δ

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

70Δ

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

75Δ

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

80Δ

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

Options history

No recorded observations