JMBS · Expected Move
Janus Henderson Mortgage-Backed Securities ETF · ETF
The expected move for JMBS 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).
JMBS 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 JMBS Expected Move
30-Day Straddle
$1.98
7-Day Straddle
$1.98
30-Day ATM IV
34.4%
IV Rank
70%
Implied one-standard-deviation move through the next 30 days. Compare to JMBS'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.
JMBS Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $1.98 | $1.98 | 34.4% | 70% |
| 20261021 | $1.95 | $1.95 | 35.0% | 71% |
| 20261020 | $1.95 | $1.95 | 26.4% | 50% |
| 20261019 | $1.98 | $1.98 | 33.8% | 68% |
| 20261016 | $2.08 | $3.38 | 32.5% | 65% |
| 20261015 | $2.02 | $1.75 | 32.0% | 64% |
| 20261014 | $6.17 | $1.85 | 31.2% | 62% |
| 20261013 | $6.20 | $1.90 | 21.5% | 37% |
| 20261012 | $2.17 | $1.93 | 36.8% | 76% |
| 20261009 | $10.00 | $10.00 | 32.0% | 64% |
| 20261008 | $5.97 | $10.00 | 28.1% | 54% |
| 20261007 | $6.08 | $5.85 | 35.2% | 72% |
| 20261006 | $2.27 | $1.85 | 32.4% | 65% |
| 20261005 | $6.08 | $1.90 | 36.9% | 76% |
| 20261002 | $1.90 | $1.90 | 36.1% | 74% |
| 20261001 | $10.00 | $10.00 | 33.4% | 67% |
| 20260930 | $1.88 | $1.88 | 46.5% | 100% |
| 20260929 | $1.90 | $1.90 | 34.7% | 76% |
| 20260928 | $1.98 | $1.98 | 40.5% | 92% |
| 20260925 | $1.85 | $1.85 | 30.3% | 64% |
| 20260924 | $1.77 | $1.77 | 43.6% | 100% |
| 20260923 | $1.75 | $1.75 | 37.9% | 100% |
| 20260922 | $3.30 | $3.30 | 23.4% | 59% |
| 20260921 | $1.95 | $1.95 | 20.0% | 47% |
| 20260918 | $1.95 | $3.52 | 23.5% | 60% |
| 20260917 | $1.95 | $1.85 | 19.1% | 44% |
| 20260916 | $1.90 | $1.82 | 20.5% | 49% |
| 20260915 | $1.95 | $1.82 | 22.9% | 57% |
| 20260914 | $1.95 | $1.82 | 20.5% | 49% |
| 20260911 | $2.00 | $1.85 | 22.5% | 56% |
| 20260910 | $2.00 | $1.80 | 23.6% | 60% |
| 20260909 | $1.90 | $1.73 | 20.8% | 50% |
| 20260908 | $1.95 | $1.73 | 20.4% | 49% |
| 20260904 | $2.05 | $1.77 | 20.4% | 49% |
| 20260903 | $2.05 | $1.80 | 20.5% | 49% |
| 20260902 | $1.77 | $1.77 | 18.4% | 33% |
| 20260901 | $1.75 | $1.75 | 21.5% | 41% |
| 20260831 | $1.80 | $1.80 | 20.1% | 37% |
| 20260828 | $1.88 | $1.88 | 15.8% | 26% |
| 20260827 | $1.93 | $1.93 | 16.1% | 26% |
| 20260826 | $1.93 | $1.93 | 15.8% | 26% |
| 20260825 | $1.90 | $1.90 | 33.5% | 74% |
| 20260824 | $1.90 | $1.90 | 14.6% | 22% |
| 20260821 | $1.85 | $3.00 | 13.6% | 17% |
| 20260820 | $1.90 | $1.88 | 14.1% | 18% |
| 20260819 | $1.95 | $1.85 | 13.4% | 16% |
| 20260818 | $1.93 | $1.80 | 14.3% | 18% |
| 20260817 | $1.93 | $1.80 | 13.0% | 15% |
| 20260814 | $1.98 | $1.88 | 13.9% | 17% |
| 20260813 | $1.95 | $1.80 | 13.5% | 16% |
| 20260812 | $2.02 | $1.82 | 34.4% | 65% |
| 20260811 | $1.65 | $1.50 | 8.5% | 5% |
| 20260810 | $1.80 | $1.55 | 14.2% | 18% |
| 20260807 | — | — | 11.1% | 11% |
| 20260806 | $10.00 | $10.00 | 18.7% | 29% |
| 20260805 | $1.65 | $1.65 | 10.9% | 10% |
| 20260804 | $1.62 | $1.62 | 11.6% | 12% |
| 20260803 | $1.60 | $1.60 | 31.9% | 60% |
| 20260731 | $1.60 | $1.60 | 35.0% | 67% |
| 20260730 | $5.72 | $5.72 | 20.7% | 33% |
More on JMBS
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.