IntraAlpha
Create free account Start free

John Hancock Multifactor Large Cap ETF JHML

i

Market dataready · fetched 2026-10-23T03:51:06.151Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-23T00:00:00.107642635Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-23T03:51:04.400483+00:00

Share price$90.41
1D-0.0%
AH$89.88$90.03$90.18$90.33$90.475:30 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$0.48$1.61$2.75$3.88$5.02$85.58$87.84$90.10$92.36$94.6320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive JHML spot · $90.41JHML PRICE$0.60$0.68$0.76$0.88$1.01$1.20$1.43$1.67$2.01$2.36$2.81$3.30$0.68$0.75$0.83$0.95$1.10$1.26$1.43$1.63$1.86$2.11$2.50$3.14$4.69
PutsExpensive1.54×
CallsExpensive1.34×
SkewBearish+2.44 pp
Implied moveBearish±$2.63
TiltBearish10.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ86.0623.2%5.6%
25Δ93.6916.3%4.3%87.5619.5%4.0%
30Δ92.7814.4%3.4%88.5716.9%3.0%
35Δ92.0913.1%2.7%89.2715.5%2.3%
40Δ91.6012.4%2.3%89.8114.8%1.9%
45Δ91.1511.9%1.9%90.2914.2%1.5%
50Δ90.7311.9%1.7%90.7413.7%1.2%
55Δ90.3412.1%1.5%91.1813.3%0.9%
60Δ89.9412.4%1.3%91.6113.1%0.7%
65Δ89.4612.9%1.2%92.0412.9%0.5%
70Δ88.9813.3%1.0%92.5713.2%0.4%
75Δ88.4113.7%0.9%93.3114.4%0.3%
80Δ87.7913.9%0.8%94.8918.4%0.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
86.06
IV
23.2%
B/E move
5.6%

25Δ

Calls
Pseudo strike
93.69
IV
16.3%
B/E move
4.3%
Puts
Pseudo strike
87.56
IV
19.5%
B/E move
4.0%

30Δ

Calls
Pseudo strike
92.78
IV
14.4%
B/E move
3.4%
Puts
Pseudo strike
88.57
IV
16.9%
B/E move
3.0%

35Δ

Calls
Pseudo strike
92.09
IV
13.1%
B/E move
2.7%
Puts
Pseudo strike
89.27
IV
15.5%
B/E move
2.3%

40Δ

Calls
Pseudo strike
91.60
IV
12.4%
B/E move
2.3%
Puts
Pseudo strike
89.81
IV
14.8%
B/E move
1.9%

45Δ

Calls
Pseudo strike
91.15
IV
11.9%
B/E move
1.9%
Puts
Pseudo strike
90.29
IV
14.2%
B/E move
1.5%

50Δ

Calls
Pseudo strike
90.73
IV
11.9%
B/E move
1.7%
Puts
Pseudo strike
90.74
IV
13.7%
B/E move
1.2%

55Δ

Calls
Pseudo strike
90.34
IV
12.1%
B/E move
1.5%
Puts
Pseudo strike
91.18
IV
13.3%
B/E move
0.9%

60Δ

Calls
Pseudo strike
89.94
IV
12.4%
B/E move
1.3%
Puts
Pseudo strike
91.61
IV
13.1%
B/E move
0.7%

65Δ

Calls
Pseudo strike
89.46
IV
12.9%
B/E move
1.2%
Puts
Pseudo strike
92.04
IV
12.9%
B/E move
0.5%

70Δ

Calls
Pseudo strike
88.98
IV
13.3%
B/E move
1.0%
Puts
Pseudo strike
92.57
IV
13.2%
B/E move
0.4%

75Δ

Calls
Pseudo strike
88.41
IV
13.7%
B/E move
0.9%
Puts
Pseudo strike
93.31
IV
14.4%
B/E move
0.3%

80Δ

Calls
Pseudo strike
87.79
IV
13.9%
B/E move
0.8%
Puts
Pseudo strike
94.89
IV
18.4%
B/E move
0.2%

Options history

No recorded observations