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John Hancock Multifactor Mid Cap ETF JHMM

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Market dataready · fetched 2026-10-22T23:01:46.726Z

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 · 2026-10-22T22:30:00.003587333Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T23:01:44.504038+00:00

Share price$73.25
1D+0.7%
AH$72.49$72.70$72.90$73.10$73.315:30 AM6:30 AM9:00 AM1:00 PM2:00 PMJHMM
Sold putSold callAH

John Hancock Multifactor Mid Cap ETF options

Live interpolated JHMM call and put midpoint premiums by absolute delta.John Hancock Multifactor Mid Cap ETF$1.23$2.56$3.88$5.21$6.53$65.96$69.27$72.58$75.89$79.2020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive JHMM spot · $73.25JHMM PRICE$1.38$1.44$1.53$1.68$1.83$1.97$2.13$2.29$2.39$2.45$2.51$1.40$1.44$1.59$1.72$1.83$1.96$2.12$2.27$2.41$2.57$2.73$2.89$6.15
PutsExpensive2.18×
CallsExpensive1.74×
SkewBearish+6.55 pp
Implied moveBearish±$3.94
TiltBearish18.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ65.1456.3%13.0%
25Δ68.1543.9%8.9%
30Δ78.0637.0%8.4%69.8838.2%6.8%
35Δ76.3631.2%6.2%71.1833.6%5.2%
40Δ75.1927.3%4.7%72.2029.7%3.9%
45Δ74.3725.0%3.8%73.0226.7%3.0%
50Δ73.7023.2%3.1%73.6624.7%2.3%
55Δ73.1021.4%2.5%74.2322.8%1.8%
60Δ72.6220.0%2.1%74.7221.0%1.3%
65Δ72.1618.6%1.6%75.1519.3%0.9%
70Δ71.8517.0%1.3%75.5117.9%0.6%
75Δ71.6115.2%1.1%75.8716.4%0.4%
80Δ71.3813.4%0.9%79.0029.1%0.5%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
65.14
IV
56.3%
B/E move
13.0%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
68.15
IV
43.9%
B/E move
8.9%

30Δ

Calls
Pseudo strike
78.06
IV
37.0%
B/E move
8.4%
Puts
Pseudo strike
69.88
IV
38.2%
B/E move
6.8%

35Δ

Calls
Pseudo strike
76.36
IV
31.2%
B/E move
6.2%
Puts
Pseudo strike
71.18
IV
33.6%
B/E move
5.2%

40Δ

Calls
Pseudo strike
75.19
IV
27.3%
B/E move
4.7%
Puts
Pseudo strike
72.20
IV
29.7%
B/E move
3.9%

45Δ

Calls
Pseudo strike
74.37
IV
25.0%
B/E move
3.8%
Puts
Pseudo strike
73.02
IV
26.7%
B/E move
3.0%

50Δ

Calls
Pseudo strike
73.70
IV
23.2%
B/E move
3.1%
Puts
Pseudo strike
73.66
IV
24.7%
B/E move
2.3%

55Δ

Calls
Pseudo strike
73.10
IV
21.4%
B/E move
2.5%
Puts
Pseudo strike
74.23
IV
22.8%
B/E move
1.8%

60Δ

Calls
Pseudo strike
72.62
IV
20.0%
B/E move
2.1%
Puts
Pseudo strike
74.72
IV
21.0%
B/E move
1.3%

65Δ

Calls
Pseudo strike
72.16
IV
18.6%
B/E move
1.6%
Puts
Pseudo strike
75.15
IV
19.3%
B/E move
0.9%

70Δ

Calls
Pseudo strike
71.85
IV
17.0%
B/E move
1.3%
Puts
Pseudo strike
75.51
IV
17.9%
B/E move
0.6%

75Δ

Calls
Pseudo strike
71.61
IV
15.2%
B/E move
1.1%
Puts
Pseudo strike
75.87
IV
16.4%
B/E move
0.4%

80Δ

Calls
Pseudo strike
71.38
IV
13.4%
B/E move
0.9%
Puts
Pseudo strike
79.00
IV
29.1%
B/E move
0.5%

Options history

No recorded observations