Janus Henderson Mortgage-Backed Securities ETF (JMBS)'s 30-day implied volatility (IV30) was 12.6% at the close on October 19, 2026, against a 52-week range of 10.7% to 12.6%. Its 20-day historical volatility was 8.1%.
Key numbers
30-day implied volatility (IV30): 12.6%
IV30 52-week range: 10.7% to 12.6% (median 11.9%)
Historical volatility: 20-day 8.1%, 1-year 5.1%
Implied move by the nearest expiration: ±0.8%
Data as of October 19, 2026.
JMBS Implied Volatility (IV) vs Historical Volatility (HV)
The JMBS IV term structure shows the implied volatility difference between different maturity dates.
