JAAA · Expected Move
Janus Henderson AAA CLO ETF · ETF
The expected move for JAAA is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).
JAAA straddle price & implied vol
60 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).
Current JAAA Expected Move
30-Day Straddle
$5.55
7-Day Straddle
$5.55
30-Day ATM IV
13.6%
IV Rank
62%
Implied one-standard-deviation move through the next 30 days. Compare to JAAA's realized
move over the same window to gauge whether options are pricing in too much (premium-selling regime)
or too little (premium-buying regime). The
Expected Move Tracker ranks every symbol by
this measure.
JAAA Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261023 | $5.55 | $5.55 | 13.6% | 62% |
| 20261022 | $10.57 | $10.57 | 4.8% | 6% |
| 20261021 | $5.55 | $5.55 | 13.3% | 60% |
| 20261020 | $5.45 | $5.45 | 10.7% | 43% |
| 20261019 | $0.48 | $0.48 | 4.9% | 6% |
| 20261016 | $8.07 | $0.43 | 16.3% | 79% |
| 20261015 | $0.48 | $0.68 | 4.8% | 5% |
| 20261014 | $0.53 | $0.43 | 4.2% | 2% |
| 20261013 | $1.07 | $1.27 | — | — |
| 20261012 | $1.93 | $0.55 | 11.3% | 47% |
| 20261009 | $0.65 | $0.90 | 10.0% | 38% |
| 20261008 | $1.00 | $0.45 | 14.6% | 68% |
| 20261007 | $1.55 | $0.45 | 6.4% | 16% |
| 20261006 | $0.60 | $0.48 | 10.6% | 43% |
| 20261005 | $1.32 | $0.72 | 9.0% | 32% |
| 20261002 | $0.72 | $0.72 | 9.4% | 35% |
| 20261001 | $0.95 | $0.95 | 10.2% | 40% |
| 20260930 | $1.20 | $1.20 | 12.5% | 54% |
| 20260929 | $0.98 | $0.98 | 12.2% | 53% |
| 20260928 | $1.32 | $1.32 | 5.6% | 10% |
| 20260925 | $3.50 | $3.50 | 13.5% | 61% |
| 20260924 | $11.28 | $11.28 | 6.1% | 14% |
| 20260923 | $0.95 | $0.95 | 5.7% | 11% |
| 20260922 | $0.95 | $0.95 | 5.8% | 12% |
| 20260921 | $1.10 | $1.10 | 6.4% | 16% |
| 20260918 | $1.48 | $1.38 | 14.4% | 67% |
| 20260917 | $0.95 | $1.38 | 6.2% | 15% |
| 20260916 | $11.30 | $1.60 | 6.5% | 17% |
| 20260915 | $11.30 | $1.60 | 5.8% | 12% |
| 20260914 | $7.95 | $8.72 | 15.0% | 71% |
| 20260911 | $0.82 | $0.40 | 6.4% | 6% |
| 20260910 | $1.70 | $1.25 | 7.2% | 7% |
| 20260909 | $8.45 | $1.77 | 11.4% | 17% |
| 20260908 | $8.45 | $1.27 | 5.5% | 4% |
| 20260904 | $10.95 | $1.85 | 11.4% | 17% |
| 20260903 | $1.65 | $1.48 | 10.5% | 15% |
| 20260902 | $1.30 | $1.30 | 14.1% | 23% |
| 20260901 | $0.30 | $0.30 | 10.9% | 16% |
| 20260831 | $7.88 | $7.88 | 14.2% | 23% |
| 20260828 | $0.95 | $0.95 | 7.8% | 9% |
| 20260827 | $1.85 | $1.85 | 10.0% | 14% |
| 20260826 | $1.30 | $1.30 | 6.0% | 5% |
| 20260825 | $0.80 | $0.80 | 6.4% | 6% |
| 20260824 | $8.03 | $8.03 | 10.7% | 16% |
| 20260821 | $1.65 | $0.75 | 12.0% | 18% |
| 20260820 | $1.52 | $0.30 | 12.9% | 21% |
| 20260819 | $10.97 | $7.88 | 13.4% | 22% |
| 20260818 | $8.85 | $0.53 | 11.7% | 18% |
| 20260817 | $8.20 | $0.70 | 7.4% | 8% |
| 20260814 | $0.55 | $0.38 | 7.7% | 9% |
| 20260813 | $8.47 | $0.35 | 16.9% | 30% |
| 20260812 | $8.50 | $7.83 | 10.8% | 16% |
| 20260811 | $10.97 | $0.30 | 10.7% | 16% |
| 20260810 | $0.68 | $7.85 | 19.0% | 35% |
| 20260807 | — | — | 13.9% | 23% |
| 20260806 | $8.12 | $7.88 | 11.7% | 18% |
| 20260805 | $0.93 | $0.93 | 3.9% | 0% |
| 20260804 | $7.88 | $7.88 | 7.6% | 8% |
| 20260803 | $1.18 | $1.18 | 10.2% | 14% |
| 20260731 | $0.85 | $0.85 | 15.1% | 25% |
More on JAAA
Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.