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John Hancock Multifactor Large Cap ETF JHML

i

Market dataready · fetched 2026-11-12T02:56:09.430Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-12T01:00:00.150166909Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T02:56:08.995484+00:00

Share price$90.90
1D+0.3%
AH$90.32$90.53$90.73$90.93$91.145:30 AM6:30 AM9:00 AM1:00 PM2:00 PMJHML
Sold putSold callAH

John Hancock Multifactor Large Cap ETF options

Live interpolated JHML call and put midpoint premiums by absolute delta.John Hancock Multifactor Large Cap ETF$0.54$1.10$1.65$2.21$2.77$86.85$88.82$90.79$92.76$94.7320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive JHML spot · $90.90JHML PRICE$0.60$0.63$0.67$0.72$0.78$0.85$0.92$1.00$1.08$1.16$1.27$1.61$0.64$0.68$0.71$0.76$0.82$0.87$0.94$1.06$1.18$1.30$1.48$1.94$2.61
PutsExpensive1.08×
Calls——
Skew——
Implied moveBearish±$1.78
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ86.5639.6%5.5%
25Δ93.9329.4%4.0%88.1331.6%3.8%
30Δ92.8824.1%2.9%89.1426.1%2.7%
35Δ92.2020.6%2.2%89.8022.7%2.0%
40Δ91.7418.4%1.7%90.2720.2%1.6%
45Δ91.3916.9%1.4%90.6518.2%1.2%
50Δ91.0315.3%1.1%91.0216.4%0.9%
55Δ90.8114.3%0.9%91.2815.7%0.7%
60Δ90.6013.4%0.8%91.5315.0%0.6%
65Δ90.3912.5%0.6%91.7914.4%0.4%
70Δ90.1811.6%0.5%92.0914.1%0.3%
75Δ89.9410.9%0.4%92.6015.8%0.3%
80Δ89.5511.6%0.3%93.3118.5%0.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
86.56
IV
39.6%
B/E move
5.5%

25Δ

Calls
Pseudo strike
93.93
IV
29.4%
B/E move
4.0%
Puts
Pseudo strike
88.13
IV
31.6%
B/E move
3.8%

30Δ

Calls
Pseudo strike
92.88
IV
24.1%
B/E move
2.9%
Puts
Pseudo strike
89.14
IV
26.1%
B/E move
2.7%

35Δ

Calls
Pseudo strike
92.20
IV
20.6%
B/E move
2.2%
Puts
Pseudo strike
89.80
IV
22.7%
B/E move
2.0%

40Δ

Calls
Pseudo strike
91.74
IV
18.4%
B/E move
1.7%
Puts
Pseudo strike
90.27
IV
20.2%
B/E move
1.6%

45Δ

Calls
Pseudo strike
91.39
IV
16.9%
B/E move
1.4%
Puts
Pseudo strike
90.65
IV
18.2%
B/E move
1.2%

50Δ

Calls
Pseudo strike
91.03
IV
15.3%
B/E move
1.1%
Puts
Pseudo strike
91.02
IV
16.4%
B/E move
0.9%

55Δ

Calls
Pseudo strike
90.81
IV
14.3%
B/E move
0.9%
Puts
Pseudo strike
91.28
IV
15.7%
B/E move
0.7%

60Δ

Calls
Pseudo strike
90.60
IV
13.4%
B/E move
0.8%
Puts
Pseudo strike
91.53
IV
15.0%
B/E move
0.6%

65Δ

Calls
Pseudo strike
90.39
IV
12.5%
B/E move
0.6%
Puts
Pseudo strike
91.79
IV
14.4%
B/E move
0.4%

70Δ

Calls
Pseudo strike
90.18
IV
11.6%
B/E move
0.5%
Puts
Pseudo strike
92.09
IV
14.1%
B/E move
0.3%

75Δ

Calls
Pseudo strike
89.94
IV
10.9%
B/E move
0.4%
Puts
Pseudo strike
92.60
IV
15.8%
B/E move
0.3%

80Δ

Calls
Pseudo strike
89.55
IV
11.6%
B/E move
0.3%
Puts
Pseudo strike
93.31
IV
18.5%
B/E move
0.2%

Options history

IV · four-Friday blend14.30%
Daily EOD
JHML11.8%18.6%25.5%2026-10-19: 16.10%2026-10-20: 17.67%2026-10-21: 24.52%2026-10-22: 12.79%2026-10-23: 20.87%2026-10-26: 23.78%2026-10-27: 17.67%2026-10-28: 22.55%2026-10-29: 12.70%2026-10-30: 14.30%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
16.10%
17.67%
24.52%
12.79%
20.87%
23.78%
17.67%
22.55%
12.70%
14.30%