JBBB · Expected Move
Janus Henderson B-BBB CLO ETF · ETF
The expected move for JBBB 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).
JBBB 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 JBBB Expected Move
30-Day Straddle
$4.55
7-Day Straddle
$4.55
30-Day ATM IV
8.0%
IV Rank
6%
Implied one-standard-deviation move through the next 30 days. Compare to JBBB'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.
JBBB Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $4.55 | $4.55 | 8.0% | 6% |
| 20261021 | $0.78 | $0.78 | 8.2% | 7% |
| 20261020 | $1.80 | $1.80 | 8.1% | 7% |
| 20261019 | $1.80 | $1.80 | 7.9% | 6% |
| 20261016 | $0.85 | $4.30 | 7.4% | 4% |
| 20261015 | $0.88 | $4.30 | 7.9% | 6% |
| 20261014 | $1.83 | $4.35 | 7.6% | 5% |
| 20261013 | $1.83 | $4.35 | 7.6% | 5% |
| 20261012 | $1.82 | $2.52 | 8.3% | 8% |
| 20261009 | $1.38 | $1.10 | 9.0% | 10% |
| 20261008 | $1.93 | $1.77 | 9.6% | 12% |
| 20261007 | $1.48 | $1.15 | 9.8% | 13% |
| 20261006 | $1.95 | $1.32 | 12.8% | 24% |
| 20261005 | $2.50 | $2.55 | 9.7% | 13% |
| 20261002 | $2.45 | $2.45 | 14.8% | 32% |
| 20261001 | $2.30 | $2.30 | 8.8% | 9% |
| 20260930 | $1.88 | $1.88 | 15.3% | 34% |
| 20260929 | $2.38 | $2.38 | 10.1% | 14% |
| 20260928 | $2.95 | $2.95 | 9.1% | 10% |
| 20260925 | $2.88 | $2.88 | 13.8% | 28% |
| 20260924 | $4.00 | $4.00 | 16.1% | 37% |
| 20260923 | $4.85 | $4.85 | 10.6% | 16% |
| 20260922 | $3.27 | $3.27 | 8.0% | 6% |
| 20260921 | $2.20 | $2.20 | 9.8% | 13% |
| 20260918 | $1.30 | $4.50 | 19.1% | 48% |
| 20260917 | $3.05 | $1.30 | 11.4% | 19% |
| 20260916 | $3.12 | $1.85 | 16.2% | 37% |
| 20260915 | $3.50 | $2.90 | 14.7% | 31% |
| 20260914 | $2.00 | $1.80 | 7.9% | 6% |
| 20260911 | $1.98 | $1.80 | 10.3% | 15% |
| 20260910 | $1.82 | $4.05 | 14.0% | 29% |
| 20260909 | $3.58 | $1.85 | 15.1% | 33% |
| 20260908 | $1.50 | $4.05 | 15.8% | 36% |
| 20260904 | $3.00 | $2.38 | 17.3% | 41% |
| 20260903 | $1.45 | $2.38 | 19.3% | 49% |
| 20260902 | $1.48 | $1.48 | 13.8% | 28% |
| 20260901 | $1.95 | $1.95 | 13.0% | 25% |
| 20260831 | $2.00 | $2.00 | 28.8% | 85% |
| 20260828 | $2.05 | $2.05 | 9.3% | 11% |
| 20260827 | $1.73 | $1.73 | 14.0% | 29% |
| 20260826 | $2.05 | $2.05 | 32.9% | 100% |
| 20260825 | $1.60 | $1.60 | 14.6% | 33% |
| 20260824 | $3.27 | $3.27 | 12.4% | 24% |
| 20260821 | $1.18 | $2.90 | 10.4% | 16% |
| 20260820 | $2.95 | $3.42 | 12.2% | 24% |
| 20260819 | $3.10 | $2.95 | 15.0% | 35% |
| 20260818 | $2.02 | $2.90 | 10.7% | 18% |
| 20260817 | $2.77 | $2.02 | 16.2% | 40% |
| 20260814 | $3.52 | $2.92 | 19.9% | 54% |
| 20260813 | $3.50 | $3.08 | 14.4% | 32% |
| 20260812 | $3.52 | $3.42 | 17.1% | 43% |
| 20260811 | $2.98 | $4.00 | 10.4% | 16% |
| 20260810 | $2.90 | $3.88 | 31.3% | 100% |
| 20260807 | — | — | 14.7% | 40% |
| 20260806 | $2.80 | $2.98 | 27.5% | 100% |
| 20260805 | $3.42 | $3.42 | 10.7% | 22% |
| 20260804 | $3.50 | $3.50 | 10.9% | 23% |
| 20260803 | $3.50 | $3.50 | 16.6% | 52% |
| 20260731 | $1.30 | $1.30 | 16.8% | 52% |
| 20260730 | $2.92 | $2.92 | 7.8% | 7% |
More on JBBB
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.