JSML Stock — Janus Henderson AA-A CLO ETF: Options Chain

Calls		Puts
0	—	67.8%	0.981	—	—	—	—	—	0
Call · $65 In the money Snapshot session Unknown Last — Breakeven — Implied vol 67.8% Delta 0.981 ≈98% ITM Gamma 0.003 Theta -0.022 Vega 0.009 Open interest 0 Model this call Put · $65 Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	64.8%	0.98	—	—	—	—	—	0
Call · $66 In the money Snapshot session Unknown Last — Breakeven — Implied vol 64.8% Delta 0.98 ≈98% ITM Gamma 0.004 Theta -0.022 Vega 0.009 Open interest 0 Model this call Put · $66 Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	61.8%	0.98	—	—	—	—	—	0
Call · $67 In the money Snapshot session Unknown Last — Breakeven — Implied vol 61.8% Delta 0.98 ≈98% ITM Gamma 0.004 Theta -0.021 Vega 0.009 Open interest 0 Model this call Put · $67 Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	58.9%	0.979	—	—	-0.097	97.2%	—	0
Call · $68 In the money Snapshot session Unknown Last — Breakeven — Implied vol 58.9% Delta 0.979 ≈98% ITM Gamma 0.004 Theta -0.021 Vega 0.009 Open interest 0 Model this call Put · $68 Snapshot session Unknown Last — Breakeven — Implied vol 97.2% Delta -0.097 ≈10% ITM Gamma 0.009 Theta -0.087 Vega 0.032 Open interest 0 Model this put
0	—	60.2%	0.971	—	—	-0.084	84.8%	—	0
Call · $69 In the money Snapshot session Unknown Last — Breakeven — Implied vol 60.2% Delta 0.971 ≈97% ITM Gamma 0.005 Theta -0.026 Vega 0.018 Open interest 0 Model this call Put · $69 Snapshot session Unknown Last — Breakeven — Implied vol 84.8% Delta -0.084 ≈8% ITM Gamma 0.009 Theta -0.067 Vega 0.032 Open interest 0 Model this put
0	—	74.8%	0.928	—	—	-0.089	81.9%	—	0
Call · $70 In the money Snapshot session Unknown Last — Breakeven — Implied vol 74.8% Delta 0.928 ≈93% ITM Gamma 0.009 Theta -0.059 Vega 0.032 Open interest 0 Model this call Put · $70 Snapshot session Unknown Last — Breakeven — Implied vol 81.9% Delta -0.089 ≈9% ITM Gamma 0.009 Theta -0.068 Vega 0.032 Open interest 0 Model this put
0	—	71.2%	0.925	—	—	-0.101	82.2%	—	0
Call · $71 In the money Snapshot session Unknown Last — Breakeven — Implied vol 71.2% Delta 0.925 ≈92% ITM Gamma 0.01 Theta -0.058 Vega 0.032 Open interest 0 Model this call Put · $71 Snapshot session Unknown Last — Breakeven — Implied vol 82.2% Delta -0.101 ≈10% ITM Gamma 0.01 Theta -0.076 Vega 0.032 Open interest 0 Model this put
0	—	69.2%	0.917	—	—	-0.105	78.7%	—	0
Call · $72 In the money Snapshot session Unknown Last — Breakeven — Implied vol 69.2% Delta 0.917 ≈92% ITM Gamma 0.011 Theta -0.061 Vega 0.032 Open interest 0 Model this call Put · $72 Snapshot session Unknown Last — Breakeven — Implied vol 78.7% Delta -0.105 ≈11% ITM Gamma 0.011 Theta -0.075 Vega 0.033 Open interest 0 Model this put
0	—	56%	0.945	—	—	-0.113	76.5%	—	0
Call · $73 In the money Snapshot session Unknown Last — Breakeven — Implied vol 56% Delta 0.945 ≈94% ITM Gamma 0.01 Theta -0.039 Vega 0.019 Open interest 0 Model this call Put · $73 Snapshot session Unknown Last — Breakeven — Implied vol 76.5% Delta -0.113 ≈11% ITM Gamma 0.012 Theta -0.077 Vega 0.049 Open interest 0 Model this put
0	—	53%	0.942	—	—	-0.12	73%	—	0
Call · $74 In the money Snapshot session Unknown Last — Breakeven — Implied vol 53% Delta 0.942 ≈94% ITM Gamma 0.011 Theta -0.038 Vega 0.019 Open interest 0 Model this call Put · $74 Snapshot session Unknown Last — Breakeven — Implied vol 73% Delta -0.12 ≈12% ITM Gamma 0.013 Theta -0.076 Vega 0.05 Open interest 0 Model this put
0	—	49.8%	0.939	—	—	-0.124	68.4%	—	0
Call · $75 In the money Snapshot session Unknown Last — Breakeven — Implied vol 49.8% Delta 0.939 ≈94% ITM Gamma 0.012 Theta -0.038 Vega 0.033 Open interest 0 Model this call Put · $75 Snapshot session Unknown Last — Breakeven — Implied vol 68.4% Delta -0.124 ≈12% ITM Gamma 0.015 Theta -0.073 Vega 0.05 Open interest 0 Model this put
0	—	46.5%	0.936	—	—	-0.125	63%	—	0
Call · $76 In the money Snapshot session Unknown Last — Breakeven — Implied vol 46.5% Delta 0.936 ≈94% ITM Gamma 0.013 Theta -0.037 Vega 0.033 Open interest 0 Model this call Put · $76 Snapshot session Unknown Last — Breakeven — Implied vol 63% Delta -0.125 ≈12% ITM Gamma 0.016 Theta -0.067 Vega 0.05 Open interest 0 Model this put
0	—	39.1%	0.949	—	—	-0.132	59.1%	—	0
Call · $77 In the money Snapshot session Unknown Last — Breakeven — Implied vol 39.1% Delta 0.949 ≈95% ITM Gamma 0.013 Theta -0.028 Vega 0.019 Open interest 0 Model this call Put · $77 Snapshot session Unknown Last — Breakeven — Implied vol 59.1% Delta -0.132 ≈13% ITM Gamma 0.018 Theta -0.065 Vega 0.051 Open interest 0 Model this put
0	—	36.3%	0.946	—	—	-0.139	55.2%	—	0
Call · $78 In the money Snapshot session Unknown Last — Breakeven — Implied vol 36.3% Delta 0.946 ≈95% ITM Gamma 0.015 Theta -0.027 Vega 0.019 Open interest 0 Model this call Put · $78 Snapshot session Unknown Last — Breakeven — Implied vol 55.2% Delta -0.139 ≈14% ITM Gamma 0.019 Theta -0.063 Vega 0.051 Open interest 0 Model this put
0	—	47.6%	0.871	—	—	-0.152	52.4%	—	0
Call · $79 In the money Snapshot session Unknown Last — Breakeven — Implied vol 47.6% Delta 0.871 ≈87% ITM Gamma 0.021 Theta -0.059 Vega 0.051 Open interest 0 Model this call Put · $79 Snapshot session Unknown Last — Breakeven — Implied vol 52.4% Delta -0.152 ≈15% ITM Gamma 0.022 Theta -0.063 Vega 0.051 Open interest 0 Model this put
0	—	32.2%	0.927	—	—	-0.164	49.1%	—	0
Call · $80 In the money Snapshot session Unknown Last — Breakeven — Implied vol 32.2% Delta 0.927 ≈93% ITM Gamma 0.021 Theta -0.03 Vega 0.034 Open interest 0 Model this call Put · $80 Snapshot session Unknown Last — Breakeven — Implied vol 49.1% Delta -0.164 ≈16% ITM Gamma 0.024 Theta -0.062 Vega 0.051 Open interest 0 Model this put
0	—	33.5%	0.893	—	—	-0.189	48.8%	—	0
Call · $81 In the money Snapshot session Unknown Last — Breakeven — Implied vol 33.5% Delta 0.893 ≈89% ITM Gamma 0.027 Theta -0.039 Vega 0.034 Open interest 0 Model this call Put · $81 Snapshot session Unknown Last — Breakeven — Implied vol 48.8% Delta -0.189 ≈19% ITM Gamma 0.027 Theta -0.068 Vega 0.052 Open interest 0 Model this put
0	—	37.5%	0.835	—	—	-0.201	44.7%	—	0
Call · $82 In the money Snapshot session Unknown Last — Breakeven — Implied vol 37.5% Delta 0.835 ≈83% ITM Gamma 0.032 Theta -0.054 Vega 0.052 Open interest 0 Model this call Put · $82 Snapshot session Unknown Last — Breakeven — Implied vol 44.7% Delta -0.201 ≈20% ITM Gamma 0.031 Theta -0.065 Vega 0.052 Open interest 0 Model this put
0	—	29%	0.855	—	—	-0.235	44.3%	—	0
Call · $83 In the money Snapshot session Unknown Last — Breakeven — Implied vol 29% Delta 0.855 ≈86% ITM Gamma 0.038 Theta -0.041 Vega 0.052 Open interest 0 Model this call Put · $83 Snapshot session Unknown Last — Breakeven — Implied vol 44.3% Delta -0.235 ≈23% ITM Gamma 0.034 Theta -0.07 Vega 0.069 Open interest 0 Model this put
0	—	33%	0.786	—	—	-0.272	43.9%	—	0
Call · $84 In the money Snapshot session Unknown Last — Breakeven — Implied vol 33% Delta 0.786 ≈79% ITM Gamma 0.043 Theta -0.057 Vega 0.069 Open interest 0 Model this call Put · $84 Snapshot session Unknown Last — Breakeven — Implied vol 43.9% Delta -0.272 ≈27% ITM Gamma 0.037 Theta -0.074 Vega 0.069 Open interest 0 Model this put
0	—	30.9%	0.748	—	—	-0.284	36.7%	—	0
Call · $85 In the money Snapshot session Unknown Last — Breakeven — Implied vol 30.9% Delta 0.748 ≈75% ITM Gamma 0.05 Theta -0.057 Vega 0.069 Open interest 0 Model this call Put · $85 Snapshot session Unknown Last — Breakeven — Implied vol 36.7% Delta -0.284 ≈28% ITM Gamma 0.045 Theta -0.063 Vega 0.07 Open interest 0 Model this put
0	—	23.4%	0.742	—	—	-0.33	36.7%	—	0
Call · $86 In the money Snapshot session Unknown Last — Breakeven — Implied vol 23.4% Delta 0.742 ≈74% ITM Gamma 0.067 Theta -0.045 Vega 0.069 Open interest 0 Model this call Put · $86 Snapshot session Unknown Last — Breakeven — Implied vol 36.7% Delta -0.33 ≈33% ITM Gamma 0.049 Theta -0.068 Vega 0.071 Open interest 0 Model this put
0	—	21.4%	0.683	—	—	-0.38	36%	—	0
Call · $87 In the money Snapshot session Unknown Last — Breakeven — Implied vol 21.4% Delta 0.683 ≈68% ITM Gamma 0.081 Theta -0.045 Vega 0.07 Open interest 0 Model this call Put · $87 Snapshot session Unknown Last — Breakeven — Implied vol 36% Delta -0.38 ≈38% ITM Gamma 0.051 Theta -0.069 Vega 0.081 Open interest 0 Model this put
0	—	24.5%	0.588	—	—	-0.4	20%	—	0
Call · $88 In the money Snapshot session Unknown Last — Breakeven — Implied vol 24.5% Delta 0.588 ≈59% ITM Gamma 0.077 Theta -0.054 Vega 0.081 Open interest 0 Model this call Put · $88 Snapshot session Unknown Last — Breakeven — Implied vol 20% Delta -0.4 ≈40% ITM Gamma 0.094 Theta -0.037 Vega 0.081 Open interest 0 Model this put
Underlying $88.86
0	—	24.5%	0.511	—	—	-0.501	15.1%	—	0
Call · $89 Snapshot session Unknown Last — Breakeven — Implied vol 24.5% Delta 0.511 ≈51% ITM Gamma 0.08 Theta -0.056 Vega 0.082 Open interest 0 Model this call Put · $89 In the money Snapshot session Unknown Last — Breakeven — Implied vol 15.1% Delta -0.501 ≈50% ITM Gamma 0.131 Theta -0.028 Vega 0.082 Open interest 0 Model this put
0	—	22.1%	0.424	—	—	-0.646	13.5%	—	0
Call · $90 Snapshot session Unknown Last — Breakeven — Implied vol 22.1% Delta 0.424 ≈42% ITM Gamma 0.086 Theta -0.049 Vega 0.084 Open interest 0 Model this call Put · $90 In the money Snapshot session Unknown Last — Breakeven — Implied vol 13.5% Delta -0.646 ≈65% ITM Gamma 0.141 Theta -0.022 Vega 0.073 Open interest 0 Model this put
0	—	26.4%	0.369	—	—	—	—	—	0
Call · $91 Snapshot session Unknown Last — Breakeven — Implied vol 26.4% Delta 0.369 ≈37% ITM Gamma 0.07 Theta -0.056 Vega 0.074 Open interest 0 Model this call Put · $91 In the money Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	34%	0.353	—	—	-0.864	14.1%	—	0
Call · $92 Snapshot session Unknown Last — Breakeven — Implied vol 34% Delta 0.353 ≈35% ITM Gamma 0.053 Theta -0.069 Vega 0.074 Open interest 0 Model this call Put · $92 In the money Snapshot session Unknown Last — Breakeven — Implied vol 14.1% Delta -0.864 ≈86% ITM Gamma 0.09 Theta -0.012 Vega 0.051 Open interest 0 Model this put
0	—	32.2%	0.292	—	—	—	—	—	0
Call · $93 Snapshot session Unknown Last — Breakeven — Implied vol 32.2% Delta 0.292 ≈29% ITM Gamma 0.052 Theta -0.06 Vega 0.075 Open interest 0 Model this call Put · $93 In the money Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	38.7%	0.288	—	—	—	—	—	0
Call · $94 Snapshot session Unknown Last — Breakeven — Implied vol 38.7% Delta 0.288 ≈29% ITM Gamma 0.043 Theta -0.071 Vega 0.075 Open interest 0 Model this call Put · $94 In the money Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	41.7%	0.266	—	—	—	—	—	0
Call · $95 Snapshot session Unknown Last — Breakeven — Implied vol 41.7% Delta 0.266 ≈27% ITM Gamma 0.038 Theta -0.074 Vega 0.075 Open interest 0 Model this call Put · $95 In the money Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	46.8%	0.259	—	—	—	—	—	0
Call · $96 Snapshot session Unknown Last — Breakeven — Implied vol 46.8% Delta 0.259 ≈26% ITM Gamma 0.034 Theta -0.082 Vega 0.076 Open interest 0 Model this call Put · $96 In the money Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	54.4%	0.268	—	—	—	—	—	0
Call · $97 Snapshot session Unknown Last — Breakeven — Implied vol 54.4% Delta 0.268 ≈27% ITM Gamma 0.03 Theta -0.096 Vega 0.076 Open interest 0 Model this call Put · $97 In the money Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put

Call · $65 In the money

Snapshot session: Unknown
Last: —
Breakeven: —
Implied vol: 67.8%
Delta: 0.981 ≈98% ITM
Gamma: 0.003
Theta: -0.022
Vega: 0.009
Open interest: 0

Model this call

Put · $65

Snapshot session: Unknown
Last: —
Breakeven: —
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 0

Model this put

Call · $66 In the money

Snapshot session: Unknown
Last: —
Breakeven: —
Implied vol: 64.8%
Delta: 0.98 ≈98% ITM
Gamma: 0.004
Theta: -0.022
Vega: 0.009
Open interest: 0

Model this call

Put · $66

Snapshot session: Unknown
Last: —
Breakeven: —
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 0

Model this put

Call · $67 In the money

Snapshot session: Unknown
Last: —
Breakeven: —
Implied vol: 61.8%
Delta: 0.98 ≈98% ITM
Gamma: 0.004
Theta: -0.021
Vega: 0.009
Open interest: 0

Model this call

Put · $67

Snapshot session: Unknown
Last: —
Breakeven: —
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 0

Model this put

Call · $68 In the money

Snapshot session: Unknown
Last: —
Breakeven: —
Implied vol: 58.9%
Delta: 0.979 ≈98% ITM
Gamma: 0.004
Theta: -0.021
Vega: 0.009
Open interest: 0

Model this call

Put · $68

Snapshot session: Unknown
Last: —
Breakeven: —
Implied vol: 97.2%
Delta: -0.097 ≈10% ITM
Gamma: 0.009
Theta: -0.087
Vega: 0.032
Open interest: 0

Model this put

Call · $69 In the money

Snapshot session: Unknown
Last: —
Breakeven: —
Implied vol: 60.2%
Delta: 0.971 ≈97% ITM
Gamma: 0.005
Theta: -0.026
Vega: 0.018
Open interest: 0

Model this call

Put · $69

Snapshot session: Unknown
Last: —
Breakeven: —
Implied vol: 84.8%
Delta: -0.084 ≈8% ITM
Gamma: 0.009
Theta: -0.067
Vega: 0.032
Open interest: 0

Model this put

Call · $70 In the money

Snapshot session: Unknown
Last: —
Breakeven: —
Implied vol: 74.8%
Delta: 0.928 ≈93% ITM
Gamma: 0.009
Theta: -0.059
Vega: 0.032
Open interest: 0

Model this call

Put · $70

Snapshot session: Unknown
Last: —
Breakeven: —
Implied vol: 81.9%
Delta: -0.089 ≈9% ITM
Gamma: 0.009
Theta: -0.068
Vega: 0.032
Open interest: 0

Model this put

Call · $71 In the money

Snapshot session: Unknown
Last: —
Breakeven: —
Implied vol: 71.2%
Delta: 0.925 ≈92% ITM
Gamma: 0.01
Theta: -0.058
Vega: 0.032
Open interest: 0

Model this call

Put · $71

Snapshot session: Unknown
Last: —
Breakeven: —
Implied vol: 82.2%
Delta: -0.101 ≈10% ITM
Gamma: 0.01
Theta: -0.076
Vega: 0.032
Open interest: 0

Model this put

Call · $72 In the money

Snapshot session: Unknown
Last: —
Breakeven: —
Implied vol: 69.2%
Delta: 0.917 ≈92% ITM
Gamma: 0.011
Theta: -0.061
Vega: 0.032
Open interest: 0

Model this call

Put · $72

Snapshot session: Unknown
Last: —
Breakeven: —
Implied vol: 78.7%
Delta: -0.105 ≈11% ITM
Gamma: 0.011
Theta: -0.075
Vega: 0.033
Open interest: 0

Model this put

Call · $73 In the money

Snapshot session: Unknown
Last: —
Breakeven: —
Implied vol: 56%
Delta: 0.945 ≈94% ITM
Gamma: 0.01
Theta: -0.039
Vega: 0.019
Open interest: 0

Model this call

Put · $73

Snapshot session: Unknown
Last: —
Breakeven: —
Implied vol: 76.5%
Delta: -0.113 ≈11% ITM
Gamma: 0.012
Theta: -0.077
Vega: 0.049
Open interest: 0

Model this put

Call · $74 In the money

Snapshot session: Unknown
Last: —
Breakeven: —
Implied vol: 53%
Delta: 0.942 ≈94% ITM
Gamma: 0.011
Theta: -0.038
Vega: 0.019
Open interest: 0

Model this call

Put · $74

Snapshot session: Unknown
Last: —
Breakeven: —
Implied vol: 73%
Delta: -0.12 ≈12% ITM
Gamma: 0.013
Theta: -0.076
Vega: 0.05
Open interest: 0

Model this put

Call · $75 In the money

Snapshot session: Unknown
Last: —
Breakeven: —
Implied vol: 49.8%
Delta: 0.939 ≈94% ITM
Gamma: 0.012
Theta: -0.038
Vega: 0.033
Open interest: 0

Model this call

Put · $75

Snapshot session: Unknown
Last: —
Breakeven: —
Implied vol: 68.4%
Delta: -0.124 ≈12% ITM
Gamma: 0.015
Theta: -0.073
Vega: 0.05
Open interest: 0

Model this put

Call · $76 In the money

Snapshot session: Unknown
Last: —
Breakeven: —
Implied vol: 46.5%
Delta: 0.936 ≈94% ITM
Gamma: 0.013
Theta: -0.037
Vega: 0.033
Open interest: 0

Model this call

Put · $76

Snapshot session: Unknown
Last: —
Breakeven: —
Implied vol: 63%
Delta: -0.125 ≈12% ITM
Gamma: 0.016
Theta: -0.067
Vega: 0.05
Open interest: 0

Model this put

Call · $77 In the money

Snapshot session: Unknown
Last: —
Breakeven: —
Implied vol: 39.1%
Delta: 0.949 ≈95% ITM
Gamma: 0.013
Theta: -0.028
Vega: 0.019
Open interest: 0

Model this call

Put · $77

Snapshot session: Unknown
Last: —
Breakeven: —
Implied vol: 59.1%
Delta: -0.132 ≈13% ITM
Gamma: 0.018
Theta: -0.065
Vega: 0.051
Open interest: 0

Model this put

Call · $78 In the money

Snapshot session: Unknown
Last: —
Breakeven: —
Implied vol: 36.3%
Delta: 0.946 ≈95% ITM
Gamma: 0.015
Theta: -0.027
Vega: 0.019
Open interest: 0

Model this call

Put · $78

Snapshot session: Unknown
Last: —
Breakeven: —
Implied vol: 55.2%
Delta: -0.139 ≈14% ITM
Gamma: 0.019
Theta: -0.063
Vega: 0.051
Open interest: 0

Model this put

Call · $79 In the money

Snapshot session: Unknown
Last: —
Breakeven: —
Implied vol: 47.6%
Delta: 0.871 ≈87% ITM
Gamma: 0.021
Theta: -0.059
Vega: 0.051
Open interest: 0

Model this call

Put · $79

Snapshot session: Unknown
Last: —
Breakeven: —
Implied vol: 52.4%
Delta: -0.152 ≈15% ITM
Gamma: 0.022
Theta: -0.063
Vega: 0.051
Open interest: 0

Model this put

Call · $80 In the money

Snapshot session: Unknown
Last: —
Breakeven: —
Implied vol: 32.2%
Delta: 0.927 ≈93% ITM
Gamma: 0.021
Theta: -0.03
Vega: 0.034
Open interest: 0

Model this call

Put · $80

Snapshot session: Unknown
Last: —
Breakeven: —
Implied vol: 49.1%
Delta: -0.164 ≈16% ITM
Gamma: 0.024
Theta: -0.062
Vega: 0.051
Open interest: 0

Model this put

Call · $81 In the money

Snapshot session: Unknown
Last: —
Breakeven: —
Implied vol: 33.5%
Delta: 0.893 ≈89% ITM
Gamma: 0.027
Theta: -0.039
Vega: 0.034
Open interest: 0

Model this call

Put · $81

Snapshot session: Unknown
Last: —
Breakeven: —
Implied vol: 48.8%
Delta: -0.189 ≈19% ITM
Gamma: 0.027
Theta: -0.068
Vega: 0.052
Open interest: 0

Model this put

Call · $82 In the money

Snapshot session: Unknown
Last: —
Breakeven: —
Implied vol: 37.5%
Delta: 0.835 ≈83% ITM
Gamma: 0.032
Theta: -0.054
Vega: 0.052
Open interest: 0

Model this call

Put · $82

Snapshot session: Unknown
Last: —
Breakeven: —
Implied vol: 44.7%
Delta: -0.201 ≈20% ITM
Gamma: 0.031
Theta: -0.065
Vega: 0.052
Open interest: 0

Model this put

Call · $83 In the money

Snapshot session: Unknown
Last: —
Breakeven: —
Implied vol: 29%
Delta: 0.855 ≈86% ITM
Gamma: 0.038
Theta: -0.041
Vega: 0.052
Open interest: 0

Model this call

Put · $83

Snapshot session: Unknown
Last: —
Breakeven: —
Implied vol: 44.3%
Delta: -0.235 ≈23% ITM
Gamma: 0.034
Theta: -0.07
Vega: 0.069
Open interest: 0

Model this put

Call · $84 In the money

Snapshot session: Unknown
Last: —
Breakeven: —
Implied vol: 33%
Delta: 0.786 ≈79% ITM
Gamma: 0.043
Theta: -0.057
Vega: 0.069
Open interest: 0

Model this call

Put · $84

Snapshot session: Unknown
Last: —
Breakeven: —
Implied vol: 43.9%
Delta: -0.272 ≈27% ITM
Gamma: 0.037
Theta: -0.074
Vega: 0.069
Open interest: 0

Model this put

Call · $85 In the money

Snapshot session: Unknown
Last: —
Breakeven: —
Implied vol: 30.9%
Delta: 0.748 ≈75% ITM
Gamma: 0.05
Theta: -0.057
Vega: 0.069
Open interest: 0

Model this call

Put · $85

Snapshot session: Unknown
Last: —
Breakeven: —
Implied vol: 36.7%
Delta: -0.284 ≈28% ITM
Gamma: 0.045
Theta: -0.063
Vega: 0.07
Open interest: 0

Model this put

Call · $86 In the money

Snapshot session: Unknown
Last: —
Breakeven: —
Implied vol: 23.4%
Delta: 0.742 ≈74% ITM
Gamma: 0.067
Theta: -0.045
Vega: 0.069
Open interest: 0

Model this call

Put · $86

Snapshot session: Unknown
Last: —
Breakeven: —
Implied vol: 36.7%
Delta: -0.33 ≈33% ITM
Gamma: 0.049
Theta: -0.068
Vega: 0.071
Open interest: 0

Model this put

Call · $87 In the money

Snapshot session: Unknown
Last: —
Breakeven: —
Implied vol: 21.4%
Delta: 0.683 ≈68% ITM
Gamma: 0.081
Theta: -0.045
Vega: 0.07
Open interest: 0

Model this call

Put · $87

Snapshot session: Unknown
Last: —
Breakeven: —
Implied vol: 36%
Delta: -0.38 ≈38% ITM
Gamma: 0.051
Theta: -0.069
Vega: 0.081
Open interest: 0

Model this put

Call · $88 In the money

Snapshot session: Unknown
Last: —
Breakeven: —
Implied vol: 24.5%
Delta: 0.588 ≈59% ITM
Gamma: 0.077
Theta: -0.054
Vega: 0.081
Open interest: 0

Model this call

Put · $88

Snapshot session: Unknown
Last: —
Breakeven: —
Implied vol: 20%
Delta: -0.4 ≈40% ITM
Gamma: 0.094
Theta: -0.037
Vega: 0.081
Open interest: 0

Model this put

Call · $89

Snapshot session: Unknown
Last: —
Breakeven: —
Implied vol: 24.5%
Delta: 0.511 ≈51% ITM
Gamma: 0.08
Theta: -0.056
Vega: 0.082
Open interest: 0

Model this call

Put · $89 In the money

Snapshot session: Unknown
Last: —
Breakeven: —
Implied vol: 15.1%
Delta: -0.501 ≈50% ITM
Gamma: 0.131
Theta: -0.028
Vega: 0.082
Open interest: 0

Model this put

Call · $90

Snapshot session: Unknown
Last: —
Breakeven: —
Implied vol: 22.1%
Delta: 0.424 ≈42% ITM
Gamma: 0.086
Theta: -0.049
Vega: 0.084
Open interest: 0

Model this call

Put · $90 In the money

Snapshot session: Unknown
Last: —
Breakeven: —
Implied vol: 13.5%
Delta: -0.646 ≈65% ITM
Gamma: 0.141
Theta: -0.022
Vega: 0.073
Open interest: 0

Model this put

Call · $91

Snapshot session: Unknown
Last: —
Breakeven: —
Implied vol: 26.4%
Delta: 0.369 ≈37% ITM
Gamma: 0.07
Theta: -0.056
Vega: 0.074
Open interest: 0

Model this call

Put · $91 In the money

Snapshot session: Unknown
Last: —
Breakeven: —
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 0

Model this put

Call · $92

Snapshot session: Unknown
Last: —
Breakeven: —
Implied vol: 34%
Delta: 0.353 ≈35% ITM
Gamma: 0.053
Theta: -0.069
Vega: 0.074
Open interest: 0

Model this call

Put · $92 In the money

Snapshot session: Unknown
Last: —
Breakeven: —
Implied vol: 14.1%
Delta: -0.864 ≈86% ITM
Gamma: 0.09
Theta: -0.012
Vega: 0.051
Open interest: 0

Model this put

Call · $93

Snapshot session: Unknown
Last: —
Breakeven: —
Implied vol: 32.2%
Delta: 0.292 ≈29% ITM
Gamma: 0.052
Theta: -0.06
Vega: 0.075
Open interest: 0

Model this call

Put · $93 In the money

Snapshot session: Unknown
Last: —
Breakeven: —
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 0

Model this put

Call · $94

Snapshot session: Unknown
Last: —
Breakeven: —
Implied vol: 38.7%
Delta: 0.288 ≈29% ITM
Gamma: 0.043
Theta: -0.071
Vega: 0.075
Open interest: 0

Model this call

Put · $94 In the money

Snapshot session: Unknown
Last: —
Breakeven: —
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 0

Model this put

Call · $95

Snapshot session: Unknown
Last: —
Breakeven: —
Implied vol: 41.7%
Delta: 0.266 ≈27% ITM
Gamma: 0.038
Theta: -0.074
Vega: 0.075
Open interest: 0

Model this call

Put · $95 In the money

Snapshot session: Unknown
Last: —
Breakeven: —
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 0

Model this put

Call · $96

Snapshot session: Unknown
Last: —
Breakeven: —
Implied vol: 46.8%
Delta: 0.259 ≈26% ITM
Gamma: 0.034
Theta: -0.082
Vega: 0.076
Open interest: 0

Model this call

Put · $96 In the money

Snapshot session: Unknown
Last: —
Breakeven: —
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 0

Model this put

Call · $97

Snapshot session: Unknown
Last: —
Breakeven: —
Implied vol: 54.4%
Delta: 0.268 ≈27% ITM
Gamma: 0.03
Theta: -0.096
Vega: 0.076
Open interest: 0

Model this call

Put · $97 In the money

Snapshot session: Unknown
Last: —
Breakeven: —
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 0

Model this put

JSML · Janus Henderson AA-A CLO ETF

Options Chain

Positioning

Chain

Calls						Puts
OI	Vol	IV	Δ	Last	Strike	Last	Δ	IV	Vol	OI
0	—	67.8%	0.981	—		—	—	—	—	0
Call · $65 In the money Snapshot session Unknown Last — Breakeven — Implied vol 67.8% Delta 0.981 ≈98% ITM Gamma 0.003 Theta -0.022 Vega 0.009 Open interest 0 Model this call Put · $65 Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	64.8%	0.98	—		—	—	—	—	0
Call · $66 In the money Snapshot session Unknown Last — Breakeven — Implied vol 64.8% Delta 0.98 ≈98% ITM Gamma 0.004 Theta -0.022 Vega 0.009 Open interest 0 Model this call Put · $66 Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	61.8%	0.98	—		—	—	—	—	0
Call · $67 In the money Snapshot session Unknown Last — Breakeven — Implied vol 61.8% Delta 0.98 ≈98% ITM Gamma 0.004 Theta -0.021 Vega 0.009 Open interest 0 Model this call Put · $67 Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	58.9%	0.979	—		—	-0.097	97.2%	—	0
Call · $68 In the money Snapshot session Unknown Last — Breakeven — Implied vol 58.9% Delta 0.979 ≈98% ITM Gamma 0.004 Theta -0.021 Vega 0.009 Open interest 0 Model this call Put · $68 Snapshot session Unknown Last — Breakeven — Implied vol 97.2% Delta -0.097 ≈10% ITM Gamma 0.009 Theta -0.087 Vega 0.032 Open interest 0 Model this put
0	—	60.2%	0.971	—		—	-0.084	84.8%	—	0
Call · $69 In the money Snapshot session Unknown Last — Breakeven — Implied vol 60.2% Delta 0.971 ≈97% ITM Gamma 0.005 Theta -0.026 Vega 0.018 Open interest 0 Model this call Put · $69 Snapshot session Unknown Last — Breakeven — Implied vol 84.8% Delta -0.084 ≈8% ITM Gamma 0.009 Theta -0.067 Vega 0.032 Open interest 0 Model this put
0	—	74.8%	0.928	—		—	-0.089	81.9%	—	0
Call · $70 In the money Snapshot session Unknown Last — Breakeven — Implied vol 74.8% Delta 0.928 ≈93% ITM Gamma 0.009 Theta -0.059 Vega 0.032 Open interest 0 Model this call Put · $70 Snapshot session Unknown Last — Breakeven — Implied vol 81.9% Delta -0.089 ≈9% ITM Gamma 0.009 Theta -0.068 Vega 0.032 Open interest 0 Model this put
0	—	71.2%	0.925	—		—	-0.101	82.2%	—	0
Call · $71 In the money Snapshot session Unknown Last — Breakeven — Implied vol 71.2% Delta 0.925 ≈92% ITM Gamma 0.01 Theta -0.058 Vega 0.032 Open interest 0 Model this call Put · $71 Snapshot session Unknown Last — Breakeven — Implied vol 82.2% Delta -0.101 ≈10% ITM Gamma 0.01 Theta -0.076 Vega 0.032 Open interest 0 Model this put
0	—	69.2%	0.917	—		—	-0.105	78.7%	—	0
Call · $72 In the money Snapshot session Unknown Last — Breakeven — Implied vol 69.2% Delta 0.917 ≈92% ITM Gamma 0.011 Theta -0.061 Vega 0.032 Open interest 0 Model this call Put · $72 Snapshot session Unknown Last — Breakeven — Implied vol 78.7% Delta -0.105 ≈11% ITM Gamma 0.011 Theta -0.075 Vega 0.033 Open interest 0 Model this put
0	—	56%	0.945	—		—	-0.113	76.5%	—	0
Call · $73 In the money Snapshot session Unknown Last — Breakeven — Implied vol 56% Delta 0.945 ≈94% ITM Gamma 0.01 Theta -0.039 Vega 0.019 Open interest 0 Model this call Put · $73 Snapshot session Unknown Last — Breakeven — Implied vol 76.5% Delta -0.113 ≈11% ITM Gamma 0.012 Theta -0.077 Vega 0.049 Open interest 0 Model this put
0	—	53%	0.942	—		—	-0.12	73%	—	0
Call · $74 In the money Snapshot session Unknown Last — Breakeven — Implied vol 53% Delta 0.942 ≈94% ITM Gamma 0.011 Theta -0.038 Vega 0.019 Open interest 0 Model this call Put · $74 Snapshot session Unknown Last — Breakeven — Implied vol 73% Delta -0.12 ≈12% ITM Gamma 0.013 Theta -0.076 Vega 0.05 Open interest 0 Model this put
0	—	49.8%	0.939	—		—	-0.124	68.4%	—	0
Call · $75 In the money Snapshot session Unknown Last — Breakeven — Implied vol 49.8% Delta 0.939 ≈94% ITM Gamma 0.012 Theta -0.038 Vega 0.033 Open interest 0 Model this call Put · $75 Snapshot session Unknown Last — Breakeven — Implied vol 68.4% Delta -0.124 ≈12% ITM Gamma 0.015 Theta -0.073 Vega 0.05 Open interest 0 Model this put
0	—	46.5%	0.936	—		—	-0.125	63%	—	0
Call · $76 In the money Snapshot session Unknown Last — Breakeven — Implied vol 46.5% Delta 0.936 ≈94% ITM Gamma 0.013 Theta -0.037 Vega 0.033 Open interest 0 Model this call Put · $76 Snapshot session Unknown Last — Breakeven — Implied vol 63% Delta -0.125 ≈12% ITM Gamma 0.016 Theta -0.067 Vega 0.05 Open interest 0 Model this put
0	—	39.1%	0.949	—		—	-0.132	59.1%	—	0
Call · $77 In the money Snapshot session Unknown Last — Breakeven — Implied vol 39.1% Delta 0.949 ≈95% ITM Gamma 0.013 Theta -0.028 Vega 0.019 Open interest 0 Model this call Put · $77 Snapshot session Unknown Last — Breakeven — Implied vol 59.1% Delta -0.132 ≈13% ITM Gamma 0.018 Theta -0.065 Vega 0.051 Open interest 0 Model this put
0	—	36.3%	0.946	—		—	-0.139	55.2%	—	0
Call · $78 In the money Snapshot session Unknown Last — Breakeven — Implied vol 36.3% Delta 0.946 ≈95% ITM Gamma 0.015 Theta -0.027 Vega 0.019 Open interest 0 Model this call Put · $78 Snapshot session Unknown Last — Breakeven — Implied vol 55.2% Delta -0.139 ≈14% ITM Gamma 0.019 Theta -0.063 Vega 0.051 Open interest 0 Model this put
0	—	47.6%	0.871	—		—	-0.152	52.4%	—	0
Call · $79 In the money Snapshot session Unknown Last — Breakeven — Implied vol 47.6% Delta 0.871 ≈87% ITM Gamma 0.021 Theta -0.059 Vega 0.051 Open interest 0 Model this call Put · $79 Snapshot session Unknown Last — Breakeven — Implied vol 52.4% Delta -0.152 ≈15% ITM Gamma 0.022 Theta -0.063 Vega 0.051 Open interest 0 Model this put
0	—	32.2%	0.927	—		—	-0.164	49.1%	—	0
Call · $80 In the money Snapshot session Unknown Last — Breakeven — Implied vol 32.2% Delta 0.927 ≈93% ITM Gamma 0.021 Theta -0.03 Vega 0.034 Open interest 0 Model this call Put · $80 Snapshot session Unknown Last — Breakeven — Implied vol 49.1% Delta -0.164 ≈16% ITM Gamma 0.024 Theta -0.062 Vega 0.051 Open interest 0 Model this put
0	—	33.5%	0.893	—		—	-0.189	48.8%	—	0
Call · $81 In the money Snapshot session Unknown Last — Breakeven — Implied vol 33.5% Delta 0.893 ≈89% ITM Gamma 0.027 Theta -0.039 Vega 0.034 Open interest 0 Model this call Put · $81 Snapshot session Unknown Last — Breakeven — Implied vol 48.8% Delta -0.189 ≈19% ITM Gamma 0.027 Theta -0.068 Vega 0.052 Open interest 0 Model this put
0	—	37.5%	0.835	—		—	-0.201	44.7%	—	0
Call · $82 In the money Snapshot session Unknown Last — Breakeven — Implied vol 37.5% Delta 0.835 ≈83% ITM Gamma 0.032 Theta -0.054 Vega 0.052 Open interest 0 Model this call Put · $82 Snapshot session Unknown Last — Breakeven — Implied vol 44.7% Delta -0.201 ≈20% ITM Gamma 0.031 Theta -0.065 Vega 0.052 Open interest 0 Model this put
0	—	29%	0.855	—		—	-0.235	44.3%	—	0
Call · $83 In the money Snapshot session Unknown Last — Breakeven — Implied vol 29% Delta 0.855 ≈86% ITM Gamma 0.038 Theta -0.041 Vega 0.052 Open interest 0 Model this call Put · $83 Snapshot session Unknown Last — Breakeven — Implied vol 44.3% Delta -0.235 ≈23% ITM Gamma 0.034 Theta -0.07 Vega 0.069 Open interest 0 Model this put
0	—	33%	0.786	—		—	-0.272	43.9%	—	0
Call · $84 In the money Snapshot session Unknown Last — Breakeven — Implied vol 33% Delta 0.786 ≈79% ITM Gamma 0.043 Theta -0.057 Vega 0.069 Open interest 0 Model this call Put · $84 Snapshot session Unknown Last — Breakeven — Implied vol 43.9% Delta -0.272 ≈27% ITM Gamma 0.037 Theta -0.074 Vega 0.069 Open interest 0 Model this put
0	—	30.9%	0.748	—		—	-0.284	36.7%	—	0
Call · $85 In the money Snapshot session Unknown Last — Breakeven — Implied vol 30.9% Delta 0.748 ≈75% ITM Gamma 0.05 Theta -0.057 Vega 0.069 Open interest 0 Model this call Put · $85 Snapshot session Unknown Last — Breakeven — Implied vol 36.7% Delta -0.284 ≈28% ITM Gamma 0.045 Theta -0.063 Vega 0.07 Open interest 0 Model this put
0	—	23.4%	0.742	—		—	-0.33	36.7%	—	0
Call · $86 In the money Snapshot session Unknown Last — Breakeven — Implied vol 23.4% Delta 0.742 ≈74% ITM Gamma 0.067 Theta -0.045 Vega 0.069 Open interest 0 Model this call Put · $86 Snapshot session Unknown Last — Breakeven — Implied vol 36.7% Delta -0.33 ≈33% ITM Gamma 0.049 Theta -0.068 Vega 0.071 Open interest 0 Model this put
0	—	21.4%	0.683	—		—	-0.38	36%	—	0
Call · $87 In the money Snapshot session Unknown Last — Breakeven — Implied vol 21.4% Delta 0.683 ≈68% ITM Gamma 0.081 Theta -0.045 Vega 0.07 Open interest 0 Model this call Put · $87 Snapshot session Unknown Last — Breakeven — Implied vol 36% Delta -0.38 ≈38% ITM Gamma 0.051 Theta -0.069 Vega 0.081 Open interest 0 Model this put
0	—	24.5%	0.588	—		—	-0.4	20%	—	0
Call · $88 In the money Snapshot session Unknown Last — Breakeven — Implied vol 24.5% Delta 0.588 ≈59% ITM Gamma 0.077 Theta -0.054 Vega 0.081 Open interest 0 Model this call Put · $88 Snapshot session Unknown Last — Breakeven — Implied vol 20% Delta -0.4 ≈40% ITM Gamma 0.094 Theta -0.037 Vega 0.081 Open interest 0 Model this put
Underlying $88.86
0	—	24.5%	0.511	—		—	-0.501	15.1%	—	0
Call · $89 Snapshot session Unknown Last — Breakeven — Implied vol 24.5% Delta 0.511 ≈51% ITM Gamma 0.08 Theta -0.056 Vega 0.082 Open interest 0 Model this call Put · $89 In the money Snapshot session Unknown Last — Breakeven — Implied vol 15.1% Delta -0.501 ≈50% ITM Gamma 0.131 Theta -0.028 Vega 0.082 Open interest 0 Model this put
0	—	22.1%	0.424	—		—	-0.646	13.5%	—	0
Call · $90 Snapshot session Unknown Last — Breakeven — Implied vol 22.1% Delta 0.424 ≈42% ITM Gamma 0.086 Theta -0.049 Vega 0.084 Open interest 0 Model this call Put · $90 In the money Snapshot session Unknown Last — Breakeven — Implied vol 13.5% Delta -0.646 ≈65% ITM Gamma 0.141 Theta -0.022 Vega 0.073 Open interest 0 Model this put
0	—	26.4%	0.369	—		—	—	—	—	0
Call · $91 Snapshot session Unknown Last — Breakeven — Implied vol 26.4% Delta 0.369 ≈37% ITM Gamma 0.07 Theta -0.056 Vega 0.074 Open interest 0 Model this call Put · $91 In the money Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	34%	0.353	—		—	-0.864	14.1%	—	0
Call · $92 Snapshot session Unknown Last — Breakeven — Implied vol 34% Delta 0.353 ≈35% ITM Gamma 0.053 Theta -0.069 Vega 0.074 Open interest 0 Model this call Put · $92 In the money Snapshot session Unknown Last — Breakeven — Implied vol 14.1% Delta -0.864 ≈86% ITM Gamma 0.09 Theta -0.012 Vega 0.051 Open interest 0 Model this put
0	—	32.2%	0.292	—		—	—	—	—	0
Call · $93 Snapshot session Unknown Last — Breakeven — Implied vol 32.2% Delta 0.292 ≈29% ITM Gamma 0.052 Theta -0.06 Vega 0.075 Open interest 0 Model this call Put · $93 In the money Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	38.7%	0.288	—		—	—	—	—	0
Call · $94 Snapshot session Unknown Last — Breakeven — Implied vol 38.7% Delta 0.288 ≈29% ITM Gamma 0.043 Theta -0.071 Vega 0.075 Open interest 0 Model this call Put · $94 In the money Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	41.7%	0.266	—		—	—	—	—	0
Call · $95 Snapshot session Unknown Last — Breakeven — Implied vol 41.7% Delta 0.266 ≈27% ITM Gamma 0.038 Theta -0.074 Vega 0.075 Open interest 0 Model this call Put · $95 In the money Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	46.8%	0.259	—		—	—	—	—	0
Call · $96 Snapshot session Unknown Last — Breakeven — Implied vol 46.8% Delta 0.259 ≈26% ITM Gamma 0.034 Theta -0.082 Vega 0.076 Open interest 0 Model this call Put · $96 In the money Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	54.4%	0.268	—		—	—	—	—	0
Call · $97 Snapshot session Unknown Last — Breakeven — Implied vol 54.4% Delta 0.268 ≈27% ITM Gamma 0.03 Theta -0.096 Vega 0.076 Open interest 0 Model this call Put · $97 In the money Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put