JAAA · Janus Henderson AAA CLO ETF ETF

Alerts for JAAA

$50.58 +0.04 (+0.08%) At close · Sep 4

Options Chain

Underlying $50.58 · at close Sep 4, 2026 Options Calculator

Positioning

Sep 18, 2026 · 13 days to expiry · 42 contracts · mixed daily-bar sessions · Jul 20, 2026–Sep 4, 2026; 36 unknown

Put / call OI

12.50

Put-heavy positioning

Open interest

as of Sep 3, 2026

Volume

—

dated and unknown daily-bar sessions

Max pain

$51.00

$0.42 above spot

ATM implied vol

32.5%

market's expected move

Open interest by strike

Calls Puts

Chain

Click any strike for greeks, breakeven and the calculator

Expiry

Sep 18 13d Oct 16 41d Jan 15 132d Apr 16 223d

Calls								Puts
OI	Vol	IV	Δ	Bid	Ask	Last	Strike	Last	Bid	Ask	Δ	IV	Vol	OI
—	—	49.2%	0.99	$8.90	$10.40	—		—	$0.00	$0.75	—	—	—	—
Call · $41 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:09.561 UTC Last — Breakeven — Implied vol 49.2% Delta 0.99 ≈99% ITM Gamma 0.006 Theta -0.009 Vega 0.003 Open interest — OI effective date — Model this call Put · $41 Daily-bar session Unknown Quote as of 2026-09-04 19:55:05.638 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	43.8%	0.99	$7.90	$9.40	—		—	$0.00	$0.75	—	—	—	—
Call · $42 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:08.971 UTC Last — Breakeven — Implied vol 43.8% Delta 0.99 ≈99% ITM Gamma 0.007 Theta -0.009 Vega 0.003 Open interest — OI effective date — Model this call Put · $42 Daily-bar session Unknown Quote as of 2026-09-04 19:55:05.400 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	38.5%	0.989	$6.90	$8.40	—		—	$0.00	$0.75	—	—	—	—
Call · $43 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:08.307 UTC Last — Breakeven — Implied vol 38.5% Delta 0.989 ≈99% ITM Gamma 0.008 Theta -0.008 Vega 0.003 Open interest — OI effective date — Model this call Put · $43 Daily-bar session Unknown Quote as of 2026-09-04 19:55:04.718 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	33.2%	0.989	$5.90	$7.40	—		—	$0.00	$0.75	—	—	—	—
Call · $44 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:07.797 UTC Last — Breakeven — Implied vol 33.2% Delta 0.989 ≈99% ITM Gamma 0.01 Theta -0.008 Vega 0.003 Open interest — OI effective date — Model this call Put · $44 Daily-bar session Unknown Quote as of 2026-09-04 19:55:04.492 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$5.00	$6.20	—		—	$0.00	$0.75	—	—	—	—
Call · $45 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:07.202 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $45 Daily-bar session Unknown Quote as of 2026-09-04 19:55:04.029 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$4.00	$5.20	—		—	$0.00	$0.75	—	—	—	—
Call · $46 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:06.415 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $46 Daily-bar session Unknown Quote as of 2026-09-04 19:55:03.547 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$3.00	$4.20	—		—	$0.00	$0.75	—	—	—	—
Call · $47 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:05.286 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $47 Daily-bar session Unknown Quote as of 2026-09-04 19:55:03.306 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$0.55	$4.70	—		$0.08	$0.00	$0.40	—	—	10	10
Call · $48 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:04.376 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $48 Daily-bar session Aug 18, 2026 Quote as of 2026-09-04 19:55:02.998 UTC Last $0.08 Breakeven $47.92 Implied vol — Delta — Gamma — Theta — Vega — Open interest 10 OI effective date Sep 3, 2026 Model this put
—	—	—	—	$0.00	$3.00	—		$0.05	$0.00	$0.75	—	—	30	30
Call · $49 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:03.366 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $49 Daily-bar session Jul 20, 2026 Quote as of 2026-09-04 19:55:02.874 UTC Last $0.05 Breakeven $48.95 Implied vol — Delta — Gamma — Theta — Vega — Open interest 30 OI effective date Sep 3, 2026 Model this put
—	1	—	—	$0.00	$2.05	$0.65		$0.25	$0.00	$0.20	—	—	10	10
Call · $50 In the money Daily-bar session Sep 2, 2026 Quote as of 2026-09-04 19:59:09.468 UTC Last $0.65 Breakeven $50.65 Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $50 Daily-bar session Jul 31, 2026 Quote as of 2026-09-04 19:55:01.270 UTC Last $0.25 Breakeven $49.75 Implied vol — Delta — Gamma — Theta — Vega — Open interest 10 OI effective date Sep 3, 2026 Model this put
Underlying $50.58
4	3	—	—	$0.00	$0.05	$0.02		—	$0.00	$2.50	—	—	—	—
Call · $51 Daily-bar session Aug 7, 2026 Quote as of 2026-09-04 19:55:01.268 UTC Last $0.02 Breakeven $51.02 Implied vol — Delta — Gamma — Theta — Vega — Open interest 4 OI effective date Sep 3, 2026 Model this call Put · $51 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:36.502 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$0.75	—		$1.40	$0.00	$3.50	—	—	1	—
Call · $52 Daily-bar session Unknown Quote as of 2026-09-04 19:55:02.812 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $52 In the money Daily-bar session Sep 4, 2026 Quote as of 2026-09-04 19:59:36.947 UTC Last $1.40 Breakeven $50.60 Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$0.75	—		—	$1.05	$4.50	-0.761	32.5%	—	—
Call · $53 Daily-bar session Unknown Quote as of 2026-09-04 19:55:02.931 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $53 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:03.970 UTC Last — Breakeven — Implied vol 32.5% Delta -0.761 ≈76% ITM Gamma 0.1 Theta -0.033 Vega 0.03 Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$0.75	—		—	$2.80	$4.00	-0.942	21.4%	—	—
Call · $54 Daily-bar session Unknown Quote as of 2026-09-04 19:55:03.181 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $54 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:05.057 UTC Last — Breakeven — Implied vol 21.4% Delta -0.942 ≈94% ITM Gamma 0.057 Theta -0.004 Vega 0.011 Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$0.75	—		—	$3.80	$5.00	-0.95	26.2%	—	—
Call · $55 Daily-bar session Unknown Quote as of 2026-09-04 19:55:03.487 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $55 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:06.195 UTC Last — Breakeven — Implied vol 26.2% Delta -0.95 ≈95% ITM Gamma 0.041 Theta -0.005 Vega 0.01 Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$0.75	—		—	$4.80	$6.00	-0.955	30.8%	—	—
Call · $56 Daily-bar session Unknown Quote as of 2026-09-04 19:55:03.731 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $56 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:06.995 UTC Last — Breakeven — Implied vol 30.8% Delta -0.955 ≈96% ITM Gamma 0.032 Theta -0.005 Vega 0.009 Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$0.75	—		—	$5.70	$7.20	-0.936	40.2%	—	—
Call · $57 Daily-bar session Unknown Quote as of 2026-09-04 19:55:04.436 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $57 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:07.506 UTC Last — Breakeven — Implied vol 40.2% Delta -0.936 ≈94% ITM Gamma 0.033 Theta -0.013 Vega 0.012 Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$0.75	—		—	$6.70	$8.20	-0.941	44.8%	—	—
Call · $58 Daily-bar session Unknown Quote as of 2026-09-04 19:55:04.662 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $58 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:07.986 UTC Last — Breakeven — Implied vol 44.8% Delta -0.941 ≈94% ITM Gamma 0.028 Theta -0.014 Vega 0.011 Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$0.75	—		—	$7.70	$9.20	-0.945	49.3%	—	—
Call · $59 Daily-bar session Unknown Quote as of 2026-09-04 19:55:05.346 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $59 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:08.796 UTC Last — Breakeven — Implied vol 49.3% Delta -0.945 ≈94% ITM Gamma 0.024 Theta -0.015 Vega 0.011 Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$0.75	—		—	$8.70	$10.20	-0.948	53.6%	—	—
Call · $60 Daily-bar session Unknown Quote as of 2026-09-04 19:55:05.584 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $60 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:09.396 UTC Last — Breakeven — Implied vol 53.6% Delta -0.948 ≈95% ITM Gamma 0.021 Theta -0.015 Vega 0.01 Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$0.75	—		—	$9.70	$11.20	-0.951	57.8%	—	—
Call · $61 Daily-bar session Unknown Quote as of 2026-09-04 19:55:06.250 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $61 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:09.886 UTC Last — Breakeven — Implied vol 57.8% Delta -0.951 ≈95% ITM Gamma 0.019 Theta -0.016 Vega 0.01 Open interest — OI effective date — Model this put

About this data

Each contract's last price, day range and volume belong to the daily-bar session shown in its details; unknown means the source omitted that timestamp. Open interest has its own effective date shown separately; implied volatility and greeks are model values computed when fetched. This chain has mixed daily-bar sessions · Jul 20, 2026–Sep 4, 2026; 36 unknown. Positioning totals are shown only when every returned open-interest value has the same known effective date. Bid and ask are real-time consolidated OPRA readings.

In-the-money strikes are tinted, deepening toward the money, and the bar beside each open-interest figure scales to the heaviest strike shown. Max pain is the listed strike where the most open interest would expire worthless — a positioning reference, not a forecast.