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Janus Henderson Short Duration Income ETF VNLA

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Market datapartial · fetched 2026-10-23T03:51:35.073Z

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 · 2026-10-23T00:00:00.176052908Z

FundamentalsAlpha Vantage · unavailable

Share price$48.74
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$0.96$0.95$0.95$0.96
PutsExpensive7.85×
CallsExpensive5.93×
SkewBearish+6.62 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
25Δ45.3444.0%8.9%
30Δ52.0838.7%8.8%46.6634.9%6.2%
35Δ50.8031.1%6.2%47.5229.0%4.5%
40Δ49.9525.5%4.4%
45Δ49.4622.0%3.5%
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
45.34
IV
44.0%
B/E move
8.9%

30Δ

Calls
Pseudo strike
52.08
IV
38.7%
B/E move
8.8%
Puts
Pseudo strike
46.66
IV
34.9%
B/E move
6.2%

35Δ

Calls
Pseudo strike
50.80
IV
31.1%
B/E move
6.2%
Puts
Pseudo strike
47.52
IV
29.0%
B/E move
4.5%

40Δ

Calls
Pseudo strike
49.95
IV
25.5%
B/E move
4.4%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
49.46
IV
22.0%
B/E move
3.5%
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