Halitrephes Maasi
The most recent account of the jelly has been found at a depth of 4,000-5,000 feet near the Revillagigedo Archipelago off Baja California Peninsula, Mexico.

Halitrephes Maasi can be found in the Atlantic, Indo-Pacific, Antarctic, and Mediterrean.

There are also other neon jellyfish to enjoy that have been around for a while.

This video explains how they generate light.