IntraAlpha
Create free account Start free

John Hancock Multifactor Mid Cap ETF JHMM

i

Market dataready · fetched 2026-10-22T16:38:23.570Z

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 · 2026-10-22T16:33:59.792708231Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T16:38:23.136187+00:00

Share price$73.02
1D+0.4%
$72.50$72.68$72.86$73.04$73.225:30 AM6:30 AM9:00 AM1:00 PMJHMM
Sold putSold call

John Hancock Multifactor Mid Cap ETF options

Live interpolated JHMM call and put midpoint premiums by absolute delta.John Hancock Multifactor Mid Cap ETF$1.45$2.27$3.09$3.90$4.72$64.43$68.31$72.19$76.08$79.9620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive JHMM spot · $73.02JHMM PRICE$1.54$1.64$1.57$2.16$2.50$2.50$2.50$2.52$2.55$2.58$2.77$1.76$1.75$2.50$2.50$2.50$2.11$2.21$2.50$2.52$2.54$3.01$3.75$4.48
PutsExpensive2.55×
CallsExpensive2.05×
SkewBearish+7.96 pp
Implied moveBullish±$4.71
TiltBearish15.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ63.6667.8%15.2%
25Δ67.1152.3%10.5%
30Δ78.4541.5%9.6%68.0658.5%10.2%
35Δ76.7336.2%7.3%70.1947.7%7.3%
40Δ74.9827.8%4.8%71.6439.9%5.3%
45Δ74.3632.0%4.8%72.7129.0%3.3%
50Δ73.6332.3%4.3%73.4725.5%2.4%
55Δ72.8327.5%3.2%74.0825.0%2.0%
60Δ72.2623.7%2.4%74.4722.2%1.5%
65Δ71.8420.7%1.8%74.8619.3%1.0%
70Δ71.5318.3%1.5%75.5518.9%0.7%
75Δ71.2216.0%1.1%76.4119.8%0.5%
80Δ70.7814.4%0.7%77.2720.8%0.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
63.66
IV
67.8%
B/E move
15.2%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
67.11
IV
52.3%
B/E move
10.5%

30Δ

Calls
Pseudo strike
78.45
IV
41.5%
B/E move
9.6%
Puts
Pseudo strike
68.06
IV
58.5%
B/E move
10.2%

35Δ

Calls
Pseudo strike
76.73
IV
36.2%
B/E move
7.3%
Puts
Pseudo strike
70.19
IV
47.7%
B/E move
7.3%

40Δ

Calls
Pseudo strike
74.98
IV
27.8%
B/E move
4.8%
Puts
Pseudo strike
71.64
IV
39.9%
B/E move
5.3%

45Δ

Calls
Pseudo strike
74.36
IV
32.0%
B/E move
4.8%
Puts
Pseudo strike
72.71
IV
29.0%
B/E move
3.3%

50Δ

Calls
Pseudo strike
73.63
IV
32.3%
B/E move
4.3%
Puts
Pseudo strike
73.47
IV
25.5%
B/E move
2.4%

55Δ

Calls
Pseudo strike
72.83
IV
27.5%
B/E move
3.2%
Puts
Pseudo strike
74.08
IV
25.0%
B/E move
2.0%

60Δ

Calls
Pseudo strike
72.26
IV
23.7%
B/E move
2.4%
Puts
Pseudo strike
74.47
IV
22.2%
B/E move
1.5%

65Δ

Calls
Pseudo strike
71.84
IV
20.7%
B/E move
1.8%
Puts
Pseudo strike
74.86
IV
19.3%
B/E move
1.0%

70Δ

Calls
Pseudo strike
71.53
IV
18.3%
B/E move
1.5%
Puts
Pseudo strike
75.55
IV
18.9%
B/E move
0.7%

75Δ

Calls
Pseudo strike
71.22
IV
16.0%
B/E move
1.1%
Puts
Pseudo strike
76.41
IV
19.8%
B/E move
0.5%

80Δ

Calls
Pseudo strike
70.78
IV
14.4%
B/E move
0.7%
Puts
Pseudo strike
77.27
IV
20.8%
B/E move
0.3%

Options history

No recorded observations