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JAAA - Janus Henderson AAA CLO ETF
Implied Volatility Analysis

Implied Volatility:
16.6%

Janus Henderson AAA CLO ETF has an Implied Volatility (IV) of 16.6% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for JAAA is 10 and the Implied Volatility Percentile (IVP) is 43. The current Implied Volatility Index for JAAA is -0.43 standard deviations away from its 1 year mean.

Market Cap$1.57B
Dividend Yield1.64% ($0.80)
Implied Volatility (IV) 30d
16.58
Implied Volatility Rank (IVR) 1y
10.19
Implied Volatility Percentile (IVP) 1y
42.76
Historical Volatility (HV) 30d
2.35
IV / HV
7.06
Open Interest
1.32K

Data was calculated after the 9/29/2022 closing.

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