Janus Henderson AAA CLO E... (JAAA)
JAAA Daily Delta Exposure
JAAA's current Delta Exposure (DEX) is 2.36K shares, which is 23% smaller than the 3M average of 3.08K shares. During this period, DEX ranged from 867.2399999999998 on Jun 25, 2025 to 6.51K on Aug 15, 2025, with dealers maintaining net short exposure requiring continuous hedging. Delta exposure has been decreasing recently, shifting the directional hedging pressure. The current put-call delta ratio of 0.73 shows bullish call positioning but leaves the market vulnerable to pullbacks. Moderate DEX levels suggest normal market maker hedging activity.
DEX History
| Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Aug 21, 2025 | 8,649.34 | -6,285.37 | 2,363.97 | 0.73 |
| Aug 20, 2025 | 7,756.16 | -6,303.16 | 1,453 | 0.81 |
| Aug 19, 2025 | 7,325.11 | -5,654.97 | 1,670.14 | 0.77 |
Stop Guessing, Start Knowing.
Cut through market noise with actionable insights that actually help you make confident investment decisions. No more endless research or gut-based guessing.
- Unlimited access to all data and tools
- Unlimited access to all data and tools, giving you the edge over everyone else in the market.
- Realtime Options & Dark Pool Data
- Instant access to live options & dark pool data to spot opportunities and trade with precision before the market moves.
- Top Wallstreet Analyst Ratings
- Follow ratings from the best analysts on Wall Street to stay ahead.
- Up to 30 years financial history
- We deliver premium Wall Street data with top-tier accuracy and up to 30 years of history.