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Janus Henderson Short Duration Income ETF VNLA

i

Market dataready · fetched 2026-11-07T07:15:56.306Z

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 · 2026-11-07T01:00:00.108646612Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-07T07:15:55.782298+00:00

Share price$48.65
1D+0.0%
AH$48.63$48.64$48.66$48.68$48.695:30 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$0.81$0.98$1.15$1.32$1.49$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —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/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEVNLA PRICE$0.82$0.82$0.82$0.82$0.82$1.05$1.18$1.31$1.44
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
25Δ53.6965.2%12.1%
30Δ52.6055.9%9.8%
35Δ51.5146.7%7.6%
40Δ50.4237.4%5.3%
45Δ49.3328.2%3.1%
50Δ
55Δ49.0523.4%1.3%
60Δ49.3022.5%1.1%
65Δ49.5521.6%0.9%
70Δ49.7920.6%0.6%
75Δ
80Δ

20Δ

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

25Δ

Calls
Pseudo strike
53.69
IV
65.2%
B/E move
12.1%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
52.60
IV
55.9%
B/E move
9.8%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
51.51
IV
46.7%
B/E move
7.6%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
50.42
IV
37.4%
B/E move
5.3%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
49.33
IV
28.2%
B/E move
3.1%
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
49.05
IV
23.4%
B/E move
1.3%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
49.30
IV
22.5%
B/E move
1.1%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
49.55
IV
21.6%
B/E move
0.9%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
49.79
IV
20.6%
B/E move
0.6%

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

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%