Implied Volatility (Mean) (90-Day)

Implied Volatility (Mean): The forecasted future volatility of the security over the selected time frame, derived from the average of the put and call implied volatilities for options with the relevant expiration date.

Janus Henderson Small Cap Growth Alpha ETF (JSML) had 90-Day Implied Volatility (Mean) of 0.2402 for 2025-05-30.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.3192
Historical Volatility (Parkinson)	0.2600
Implied Volatility (Calls)	0.2344
Implied Volatility (Puts)	0.2460
Implied Volatility (Mean)	0.2402
Put-Call Implied Volatility Ratio	1.0496
Implied Volatility Skew	0.0552
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.0000