JMBS

Janus Henderson Mortgage-Backed Securities ETF
NYSEArcaUSDETF / FUND DELAYED
Last price
41.97
▼ 0.30 (0.71%)
MARKET · —

Price

1D — H — L — Range — Vol —
Drag pan · Pinch zoom · Hold crosshair · pick a tool then drag to draw
Open
41.95
Prev close
42.27
Day high
41.97
Day low
41.95
Volume
19.09K
Market cap
—
P/E (TTM)
—
52W range
41.95 – 46.39

Day trading desk

Current session · delayed
Gap from prior close
-0.73%
Prior close 42.26
VWAP
—
—
Relative volume
0.00×
Quiet session
Session range
0.04%
41.95 – 41.97
Position in range
100%
Near session high
ATR (14D)
0.32
0.77% of price
Prior day high
42.33
PDH
Prior day low
42.15
PDL
Bid / ask spread
—
Quote not published
Session volume
—
Avg 743.10K

VWAP and the session figures are computed from the delayed intraday series on this page, so they lag the live tape and will not match a broker's real-time VWAP exactly. Turn on Prior day H/L/C, Opening range and Volume profile in the chart's Studies menu to see these levels drawn on price.

Trailing performance

Price return · vs SPY
Returnvs SPY
1W
-0.70% -2.6%
1M
-4.82% -6.0%
3M
-6.35% -10.9%
6M
-7.83% -26.0%
YTD
-8.15% -22.4%
1Y
-7.85% -24.3%
3Y
-1.95% -84.2%
5Y
— —

Price return only. Dividends are not reinvested, so total return on a dividend payer will be higher than shown.

Fund profile

As reported
Fund familyJanus Henderson
CategoryGovernment Mortgage-Backed Bond
Legal typeExchange Traded Fund
Expense ratio0.21%
Turnover102.0%
Total net assets$0

Unusual options activity

Account required
Nothing crossed the thresholds in the expiries we scanned.
That is the normal state — most contracts trade well inside their existing open interest.
Free account required

Contracts trading at or above their open interest, ranked by notional and where the print landed.

Free account

5 more panels on JMBS open with an account.

Options chains and analytics, valuation ratios, insider filings, analyst targets and ownership. No card, no trial, nothing to cancel.

Fundamentals

TTM · reported
Market cap—
Enterprise value—
Revenue (TTM)—
Gross profit—
EBITDA—
Net income—
EPS (TTM)—
Free cash flow—
Total cash—
Total debt—
Book value / share—
Shares outstanding—
Float—
Short % of float—
Dividend yield—
Beta (5Y)—

Valuation & profitability ratios

Account required
Trailing P/E—
Forward P/E—
PEG ratio—
Price / sales—
Price / book—
EV / revenue—
EV / EBITDA—
Gross margin—
Operating margin—
Profit margin—
Return on equity—
Return on assets—
Debt / equity—
Current ratio—
Free account required

Fourteen ratios including P/E, PEG, EV/EBITDA, margins and return on equity.

Options analytics

Account required
Put / call volume
1.00
Call-heavy session
Put / call open interest
0.43
Positioning, not flow
Max pain
44.00
+4.8% from spot
ATM implied vol
86.4%
Nearest strike to spot
Skew (10% OTM)
-12.5%
Calls bid over puts
Call volume
1
Contracts, this expiry
Put volume
1
Contracts, this expiry
Heaviest call OI
46.00
6 contracts
Heaviest put OI
42.00
1 contracts

Max pain is the strike at which the largest dollar value of open contracts expires worthless. It describes current positioning; it is not a forecast and it moves as open interest changes.

Free account required

Put/call ratios, max pain, implied volatility skew and where open interest is concentrated.

Analyst targets & ownership

Account required
Mean target—
High target—
Low target—
Implied upside—
Analyst count—
Consensus—
Strong buy / Buy— / —
Hold—
Sell / Strong sell— / —
Held by insiders—
Held by institutions—
Institutions holding—
Free account required

Price targets, consensus spread, insider and institutional ownership.

Moving averages & technicals

Computed from 2Y daily closes
SMA 10
42.40
-1.02% from price
SMA 20
42.91
-2.21% from price
SMA 50
43.78
-4.14% from price
SMA 100
44.34
-5.36% from price
SMA 200
45.00
-6.75% from price
EMA 12
42.53
-1.33% from price
EMA 26
43.04
-2.50% from price
EMA 50
43.56
-3.66% from price
RSI (14)
25.0
Oversold
MACD (12,26,9)
-0.51
Hist -0.06
ATR (14)
0.32
0.77% of price
Realised vol 30D
6.5%
Annualised
Bollinger upper
44.02
20, 2σ
Bollinger lower
41.80
20, 2σ
50 / 200 cross
Death
43.78 vs 45.00
Trend bias
Below 200
-6.75%

Options chain

Account required
Expiry
Spot 41.97
Calls
StrikeLastBidAskVolOIIV
000.000.000.000.00000.0%
000.000.000.000.00000.0%
000.000.000.000.00000.0%
000.000.000.000.00000.0%
000.000.000.000.00000.0%
000.000.000.000.00000.0%
000.000.000.000.00000.0%
Puts
StrikeLastBidAskVolOIIV
000.000.000.000.00000.0%
000.000.000.000.00000.0%
000.000.000.000.00000.0%
000.000.000.000.00000.0%
000.000.000.000.00000.0%
000.000.000.000.00000.0%
000.000.000.000.00000.0%
Free account required

Every listed expiry, both sides of the book, with volume, open interest and implied volatility.

Risk profile

Daily returns · 1Y window
Beta vs SPY
-0.06
Less volatile than market
Correlation to SPY
-0.15
Largely independent
Realised vol 30D
6.5%
Annualised
Market vol 1Y
13.0%
SPY, annualised
Max drawdown 1Y
-9.5%
Peak to trough
Max drawdown 5Y
-21.2%
Peak to trough
ATR 14
0.32
0.77% of price
Beta (reported)
—
5Y monthly, from filing

PRIVATE STRATEGY · BY QUALIFICATION

The same data. A different seat.

The research you are reading is the input layer for a discretionary options program we run for a small number of qualified investors. Minimum $1,000,000.