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Janus Henderson Short Duration Income ETF VNLA

i

Market dataready · fetched 2026-11-06T17:40:23.021Z

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 · 2026-11-06T17:39:28.709558336Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-06T17:40:21.221516+00:00

Share price$48.67
1D+0.0%
$48.63$48.64$48.66$48.67$48.695:30 AM6:30 AM9:00 AM1:00 PMVNLA
Sold putSold call

Janus Henderson Short Duration Income ETF options

Live interpolated VNLA call and put midpoint premiums by absolute delta.Janus Henderson Short Duration Income ETF$0.79$1.10$1.40$1.71$2.01$48.10$48.37$48.64$48.92$49.1920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELive VNLA spot · $48.67VNLA PRICE$0.82$0.82$0.82$0.82$0.82$0.89$1.00$1.11$1.22$1.44$1.68$1.92$0.82$0.82$0.82$0.84$0.91$0.98$1.06$1.20$1.33$1.46$1.63$1.89
Puts——
Calls——
Skew——
Implied moveBearish±$1.87
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ53.2961.4%11.2%45.5655.0%8.1%
30Δ51.4747.7%7.5%46.7643.5%5.6%
35Δ50.3838.4%5.2%47.5135.8%4.1%
40Δ49.6931.9%3.8%48.0930.0%2.9%
45Δ49.1826.6%2.8%48.4327.5%2.4%
50Δ48.8324.0%2.2%48.7625.1%1.8%
55Δ48.5623.0%1.8%49.0823.1%1.3%
60Δ48.2922.0%1.5%49.3322.2%1.1%
65Δ48.0221.0%1.2%49.5821.4%0.9%
70Δ47.7120.2%1.0%49.8320.5%0.6%
75Δ47.4019.3%0.9%50.1019.8%0.4%
80Δ47.0818.5%0.7%50.4219.4%0.3%

20Δ

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

25Δ

Calls
Pseudo strike
53.29
IV
61.4%
B/E move
11.2%
Puts
Pseudo strike
45.56
IV
55.0%
B/E move
8.1%

30Δ

Calls
Pseudo strike
51.47
IV
47.7%
B/E move
7.5%
Puts
Pseudo strike
46.76
IV
43.5%
B/E move
5.6%

35Δ

Calls
Pseudo strike
50.38
IV
38.4%
B/E move
5.2%
Puts
Pseudo strike
47.51
IV
35.8%
B/E move
4.1%

40Δ

Calls
Pseudo strike
49.69
IV
31.9%
B/E move
3.8%
Puts
Pseudo strike
48.09
IV
30.0%
B/E move
2.9%

45Δ

Calls
Pseudo strike
49.18
IV
26.6%
B/E move
2.8%
Puts
Pseudo strike
48.43
IV
27.5%
B/E move
2.4%

50Δ

Calls
Pseudo strike
48.83
IV
24.0%
B/E move
2.2%
Puts
Pseudo strike
48.76
IV
25.1%
B/E move
1.8%

55Δ

Calls
Pseudo strike
48.56
IV
23.0%
B/E move
1.8%
Puts
Pseudo strike
49.08
IV
23.1%
B/E move
1.3%

60Δ

Calls
Pseudo strike
48.29
IV
22.0%
B/E move
1.5%
Puts
Pseudo strike
49.33
IV
22.2%
B/E move
1.1%

65Δ

Calls
Pseudo strike
48.02
IV
21.0%
B/E move
1.2%
Puts
Pseudo strike
49.58
IV
21.4%
B/E move
0.9%

70Δ

Calls
Pseudo strike
47.71
IV
20.2%
B/E move
1.0%
Puts
Pseudo strike
49.83
IV
20.5%
B/E move
0.6%

75Δ

Calls
Pseudo strike
47.40
IV
19.3%
B/E move
0.9%
Puts
Pseudo strike
50.10
IV
19.8%
B/E move
0.4%

80Δ

Calls
Pseudo strike
47.08
IV
18.5%
B/E move
0.7%
Puts
Pseudo strike
50.42
IV
19.4%
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%