JSMD · Expected Move
Janus Detroit Street Trust Janus Henderson Small/Mid Cap Growth Alpha ETF · ETF
The expected move for JSMD 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).
JSMD 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 JSMD Expected Move
30-Day Straddle
$4.25
7-Day Straddle
$4.25
30-Day ATM IV
20.6%
IV Rank
42%
Implied one-standard-deviation move through the next 30 days. Compare to JSMD'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.
JSMD Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261021 | $4.25 | $4.25 | 20.6% | 42% |
| 20261020 | $4.17 | $4.17 | 20.1% | 27% |
| 20261019 | $4.35 | $4.35 | 20.9% | 31% |
| 20261016 | $4.78 | $5.00 | 21.2% | 33% |
| 20261015 | $3.95 | $1.80 | 18.5% | 8% |
| 20261014 | $4.72 | $1.77 | 20.6% | 28% |
| 20261013 | $4.58 | $1.88 | 19.7% | 19% |
| 20261012 | $4.88 | $2.00 | 20.4% | 26% |
| 20261009 | $4.95 | $2.02 | 20.6% | 28% |
| 20261008 | $5.12 | $3.55 | 21.5% | 36% |
| 20261007 | $5.18 | $2.73 | 22.5% | 46% |
| 20261006 | $5.22 | $2.40 | 20.8% | 30% |
| 20261005 | $5.25 | $2.45 | 20.5% | 27% |
| 20261002 | $2.70 | $2.70 | 22.3% | 44% |
| 20261001 | $3.05 | $3.05 | 21.1% | 33% |
| 20260930 | $3.15 | $3.15 | 20.9% | 31% |
| 20260929 | $3.10 | $3.10 | 20.4% | 26% |
| 20260928 | $3.08 | $3.08 | 20.1% | 23% |
| 20260925 | $3.33 | $3.33 | 19.7% | 20% |
| 20260924 | $3.45 | $3.45 | 19.4% | 17% |
| 20260923 | $3.30 | $3.30 | 19.0% | 13% |
| 20260922 | $3.33 | $3.33 | 18.2% | 5% |
| 20260921 | $3.35 | $3.35 | 17.7% | 0% |
| 20260918 | $3.55 | $3.65 | 17.7% | 0% |
| 20260917 | $3.77 | $1.70 | 19.2% | 14% |
| 20260916 | $4.12 | $1.83 | 19.7% | 19% |
| 20260915 | $4.25 | $2.35 | 20.4% | 25% |
| 20260914 | $4.20 | $2.25 | 19.5% | 17% |
| 20260911 | $4.38 | $2.40 | 20.1% | 22% |
| 20260910 | $4.83 | $2.55 | 22.6% | 46% |
| 20260909 | $4.53 | $2.60 | 20.0% | 22% |
| 20260908 | $4.38 | $2.52 | 18.9% | 12% |
| 20260904 | $4.50 | $2.58 | 18.2% | 4% |
| 20260903 | $4.60 | $2.70 | 18.2% | 5% |
| 20260902 | $2.88 | $2.88 | 18.4% | 6% |
| 20260901 | $3.17 | $3.17 | 21.8% | 39% |
| 20260831 | $2.92 | $2.92 | 18.6% | 8% |
| 20260828 | $2.95 | $2.95 | 18.0% | 3% |
| 20260827 | $3.33 | $3.33 | 18.1% | 4% |
| 20260826 | $3.48 | $3.48 | 18.6% | 8% |
| 20260825 | $3.50 | $3.50 | 18.6% | 8% |
| 20260824 | $3.60 | $3.60 | 18.6% | 8% |
| 20260821 | $3.85 | $5.00 | 18.4% | 6% |
| 20260820 | $4.25 | $1.68 | 19.2% | 14% |
| 20260819 | $3.90 | $1.75 | 17.7% | 0% |
| 20260818 | $4.17 | $1.85 | 18.7% | 8% |
| 20260817 | $4.15 | $1.98 | 17.9% | 0% |
| 20260814 | $4.28 | $2.05 | 18.3% | 0% |
| 20260813 | $4.45 | $2.15 | 18.6% | 0% |
| 20260812 | $4.70 | $2.22 | 19.7% | 0% |
| 20260811 | $4.80 | $2.38 | 22.2% | 20% |
| 20260810 | $4.80 | $3.00 | 22.3% | 19% |
| 20260807 | — | — | 20.0% | 0% |
| 20260806 | $5.08 | $3.12 | 21.2% | 5% |
| 20260805 | $3.55 | $3.55 | 21.9% | 10% |
| 20260804 | $3.28 | $3.28 | 21.0% | 4% |
| 20260803 | $3.45 | $3.45 | 21.8% | 9% |
| 20260731 | $3.80 | $3.80 | 21.9% | 10% |
| 20260730 | $4.00 | $4.00 | 22.0% | 10% |
| 20260729 | $4.47 | $4.47 | 23.9% | 21% |
More on JSMD
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.