IntraAlpha
Create free account Start free

John Hancock Multifactor Mid Cap ETF JHMM

i

Market dataready · fetched 2026-11-12T03:08:41.154Z

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 · 2026-11-12T01:00:00.140237254Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T03:08:40.711744+00:00

Share price$74.76
1D+0.4%
AH$74.32$74.47$74.62$74.77$74.925:30 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$1.30$1.79$2.27$2.76$3.24$68.13$70.55$72.97$75.40$77.8220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive JHMM spot · $74.76JHMM PRICE$1.61$1.70$1.79$1.35$1.39$1.42$1.45$1.49$1.57$1.69$1.83$1.98$2.13$2.27$2.42$3.10
PutsExpensive2.88×
Calls——
Skew——
Implied moveBearish±$3.30
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ64.70111.2%15.3%
25Δ66.8495.1%12.4%
30Δ68.9879.0%9.6%
35Δ71.1262.8%6.8%
40Δ73.2646.7%4.0%
45Δ74.3738.9%2.6%
50Δ74.9736.1%2.4%74.9435.4%2.0%
55Δ74.5232.9%1.9%75.3333.1%1.7%
60Δ74.0729.6%1.5%75.7031.0%1.4%
65Δ76.0728.9%1.1%
70Δ76.4326.8%0.8%
75Δ76.8024.7%0.5%
80Δ77.6226.3%0.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
64.70
IV
111.2%
B/E move
15.3%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
66.84
IV
95.1%
B/E move
12.4%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
68.98
IV
79.0%
B/E move
9.6%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
71.12
IV
62.8%
B/E move
6.8%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
73.26
IV
46.7%
B/E move
4.0%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
74.37
IV
38.9%
B/E move
2.6%

50Δ

Calls
Pseudo strike
74.97
IV
36.1%
B/E move
2.4%
Puts
Pseudo strike
74.94
IV
35.4%
B/E move
2.0%

55Δ

Calls
Pseudo strike
74.52
IV
32.9%
B/E move
1.9%
Puts
Pseudo strike
75.33
IV
33.1%
B/E move
1.7%

60Δ

Calls
Pseudo strike
74.07
IV
29.6%
B/E move
1.5%
Puts
Pseudo strike
75.70
IV
31.0%
B/E move
1.4%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
76.07
IV
28.9%
B/E move
1.1%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
76.43
IV
26.8%
B/E move
0.8%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
76.80
IV
24.7%
B/E move
0.5%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
77.62
IV
26.3%
B/E move
0.3%

Options history

IV · four-Friday blend20.24%
Daily close
JHMM16.4%28.8%41.2%2026-08-13: 22.48%2026-08-14: 22.98%2026-08-17: 25.89%2026-08-18: 27.50%2026-08-19: 30.79%2026-08-20: 39.04%2026-08-21: 19.24%2026-08-24: 19.55%2026-08-25: 19.37%2026-08-26: 19.21%2026-08-27: 19.52%2026-08-28: 19.46%2026-08-31: 20.17%2026-09-01: 20.21%2026-09-02: 20.88%2026-09-03: 20.61%2026-09-04: 20.62%2026-09-08: 22.81%2026-09-09: 23.54%2026-09-10: 24.56%2026-09-11: 24.26%2026-09-14: 28.34%2026-09-15: 29.88%2026-09-16: 31.98%2026-09-17: 39.01%2026-09-18: 18.36%2026-09-21: 18.65%2026-09-22: 18.44%2026-09-23: 18.29%2026-09-24: 19.46%2026-09-25: 19.23%2026-09-28: 20.09%2026-09-29: 20.17%2026-09-30: 20.32%2026-10-01: 20.38%2026-10-02: 20.60%2026-10-05: 21.22%2026-10-06: 21.67%2026-10-07: 22.25%2026-10-08: 22.57%2026-10-09: 23.22%2026-10-12: 26.50%2026-10-13: 27.69%2026-10-14: 30.79%2026-10-15: 39.47%2026-10-16: 18.49%2026-10-19: 18.88%2026-10-20: 18.52%2026-10-21: 18.13%2026-10-22: 18.94%2026-10-23: 19.50%2026-10-26: 19.48%2026-10-27: 19.59%2026-10-28: 19.17%2026-10-29: 19.31%2026-10-30: 20.24%Aug 13Sep 22Oct 30
56 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
22.48%
22.98%
25.89%
27.50%
30.79%
39.04%
19.24%
19.55%
19.37%
19.21%
19.52%
19.46%
20.17%
20.21%
20.88%
20.61%
20.62%
22.81%
23.54%
24.56%
24.26%
28.34%
29.88%
31.98%
39.01%
18.36%
18.65%
18.44%
18.29%
19.46%
19.23%
20.09%
20.17%
20.32%
20.38%
20.60%
21.22%
21.67%
22.25%
22.57%
23.22%
26.50%
27.69%
30.79%
39.47%
18.49%
18.88%
18.52%
18.13%
18.94%
19.50%
19.48%
19.59%
19.17%
19.31%
20.24%