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Janus Detroit Street Trust Janus Henderson Small Cap Growth Alpha ETF JSML

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Market datapartial · fetched 2026-11-03T14:41:34.237Z

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 · 2026-11-03T14:34:14.080598985Z

FundamentalsAlpha Vantage · unavailable

Share price$86.87
1D+0.0%
$86.83$86.85$86.87$86.89$86.915:30 AM6:30 AM9:00 AM1:00 PMJSML
Sold putSold call

Janus Detroit Street Trust Janus Henderson Small Cap Growth Alpha ETF options

Live interpolated JSML call and put midpoint premiums by absolute delta.Janus Detroit Street Trust Janus Henderson Small Cap Growth Alpha ETF$0.51$2.00$3.49$4.98$6.48$80.74$83.97$87.20$90.43$93.6620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive JSML spot · $86.87JSML PRICE$0.67$0.80$0.95$1.09$1.36$1.66$2.00$2.38$2.81$3.37$3.99$4.63$6.05$0.83$0.94$1.05$1.21$1.41$1.63$1.88$2.20$2.51$2.81$3.15$3.52$3.93
PutsExpensive1.47×
CallsExpensive1.51×
SkewBullish-3.48 pp
Implied moveBullish±$3.88
TiltBullish8.0% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ92.7232.9%7.5%81.5137.7%7.1%
25Δ91.0529.2%5.7%83.2232.3%5.3%
30Δ89.9727.4%4.7%84.4228.4%4.0%
35Δ89.0625.3%3.8%85.2826.3%3.2%
40Δ88.4226.0%3.4%85.9525.5%2.7%
45Δ87.8026.8%3.0%86.5524.8%2.2%
50Δ87.1827.7%2.7%87.1524.3%1.8%
55Δ86.5228.2%2.3%87.7224.3%1.5%
60Δ85.8228.9%2.0%88.2923.9%1.3%
65Δ85.0430.3%1.8%88.8323.2%1.0%
70Δ84.1931.2%1.5%89.3922.6%0.7%
75Δ83.3131.5%1.2%89.9521.9%0.5%
80Δ81.7536.0%1.1%90.5221.0%0.3%

20Δ

Calls
Pseudo strike
92.72
IV
32.9%
B/E move
7.5%
Puts
Pseudo strike
81.51
IV
37.7%
B/E move
7.1%

25Δ

Calls
Pseudo strike
91.05
IV
29.2%
B/E move
5.7%
Puts
Pseudo strike
83.22
IV
32.3%
B/E move
5.3%

30Δ

Calls
Pseudo strike
89.97
IV
27.4%
B/E move
4.7%
Puts
Pseudo strike
84.42
IV
28.4%
B/E move
4.0%

35Δ

Calls
Pseudo strike
89.06
IV
25.3%
B/E move
3.8%
Puts
Pseudo strike
85.28
IV
26.3%
B/E move
3.2%

40Δ

Calls
Pseudo strike
88.42
IV
26.0%
B/E move
3.4%
Puts
Pseudo strike
85.95
IV
25.5%
B/E move
2.7%

45Δ

Calls
Pseudo strike
87.80
IV
26.8%
B/E move
3.0%
Puts
Pseudo strike
86.55
IV
24.8%
B/E move
2.2%

50Δ

Calls
Pseudo strike
87.18
IV
27.7%
B/E move
2.7%
Puts
Pseudo strike
87.15
IV
24.3%
B/E move
1.8%

55Δ

Calls
Pseudo strike
86.52
IV
28.2%
B/E move
2.3%
Puts
Pseudo strike
87.72
IV
24.3%
B/E move
1.5%

60Δ

Calls
Pseudo strike
85.82
IV
28.9%
B/E move
2.0%
Puts
Pseudo strike
88.29
IV
23.9%
B/E move
1.3%

65Δ

Calls
Pseudo strike
85.04
IV
30.3%
B/E move
1.8%
Puts
Pseudo strike
88.83
IV
23.2%
B/E move
1.0%

70Δ

Calls
Pseudo strike
84.19
IV
31.2%
B/E move
1.5%
Puts
Pseudo strike
89.39
IV
22.6%
B/E move
0.7%

75Δ

Calls
Pseudo strike
83.31
IV
31.5%
B/E move
1.2%
Puts
Pseudo strike
89.95
IV
21.9%
B/E move
0.5%

80Δ

Calls
Pseudo strike
81.75
IV
36.0%
B/E move
1.1%
Puts
Pseudo strike
90.52
IV
21.0%
B/E move
0.3%

Options history

IV · four-Friday blend22.69%
Daily close
JSML18.5%23.1%27.7%2026-08-05: 21.55%2026-08-06: 21.16%2026-08-07: 20.54%2026-08-10: 21.28%2026-08-11: 20.89%2026-08-18: 21.87%2026-08-19: 23.16%2026-08-20: 25.64%2026-08-21: 19.77%2026-08-24: 20.31%2026-08-25: 20.00%2026-08-26: 19.93%2026-08-27: 19.54%2026-08-28: 19.96%2026-08-31: 19.82%2026-09-01: 20.11%2026-09-02: 19.32%2026-09-03: 19.29%2026-09-04: 19.12%2026-09-08: 20.28%2026-09-09: 21.13%2026-09-10: 22.72%2026-09-11: 21.61%2026-09-14: 22.96%2026-09-15: 24.88%2026-09-16: 24.50%2026-09-17: 27.07%2026-09-18: 20.01%2026-09-21: 19.68%2026-09-22: 19.36%2026-09-23: 20.22%2026-09-24: 20.81%2026-09-25: 20.80%2026-09-28: 20.82%2026-09-29: 21.19%2026-09-30: 21.41%2026-10-01: 21.83%2026-10-02: 20.80%2026-10-05: 20.80%2026-10-06: 21.40%2026-10-07: 21.44%2026-10-08: 21.28%2026-10-09: 20.89%2026-10-12: 22.04%2026-10-13: 22.76%2026-10-14: 24.23%2026-10-15: 26.20%2026-10-16: 22.20%2026-10-19: 21.16%2026-10-20: 21.12%2026-10-21: 21.03%2026-10-22: 21.81%2026-10-23: 22.11%2026-10-26: 22.02%2026-10-27: 21.20%2026-10-28: 20.65%2026-10-30: 22.69%Aug 5Sep 21Oct 30
57 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
21.55%
21.16%
20.54%
21.28%
20.89%
21.87%
23.16%
25.64%
19.77%
20.31%
20.00%
19.93%
19.54%
19.96%
19.82%
20.11%
19.32%
19.29%
19.12%
20.28%
21.13%
22.72%
21.61%
22.96%
24.88%
24.50%
27.07%
20.01%
19.68%
19.36%
20.22%
20.81%
20.80%
20.82%
21.19%
21.41%
21.83%
20.80%
20.80%
21.40%
21.44%
21.28%
20.89%
22.04%
22.76%
24.23%
26.20%
22.20%
21.16%
21.12%
21.03%
21.81%
22.11%
22.02%
21.20%
20.65%
22.69%