IntraAlpha
Create free account Start free

John Hancock Multifactor Mid Cap ETF JHMM

i

Market datapartial · fetched 2026-10-23T04:25:45.830Z

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 · 2026-10-23T00:00:00.177832339Z

FundamentalsAlpha Vantage · unavailable

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$1.29$2.08$2.86$3.65$4.44$66.10$69.37$72.64$75.92$79.1920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive JHMM spot · $73.25JHMM PRICE$1.38$1.44$1.53$1.68$1.83$1.98$2.13$2.30$2.39$2.45$2.51$1.40$1.44$1.59$1.72$1.83$1.96$2.11$2.27$2.41$2.57$2.73$2.89$4.21
PutsExpensive2.13×
CallsExpensive1.74×
SkewBearish+5.91 pp
Implied moveBearish±$3.94
TiltBearish14.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ65.1456.6%13.0%
25Δ68.1544.1%8.9%
30Δ78.0637.1%8.4%69.8738.4%6.8%
35Δ76.3531.3%6.2%71.1833.8%5.2%
40Δ75.1927.4%4.7%72.2029.9%3.9%
45Δ74.3725.1%3.8%73.0226.8%3.0%
50Δ73.6923.3%3.1%73.6624.8%2.3%
55Δ73.1021.5%2.5%74.2322.9%1.8%
60Δ72.6220.1%2.0%74.7121.0%1.3%
65Δ72.1618.7%1.6%75.1519.4%0.9%
70Δ71.8417.1%1.3%75.5018.0%0.6%
75Δ71.6015.3%1.1%75.8616.6%0.4%
80Δ71.3613.5%0.9%77.2420.7%0.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
65.14
IV
56.6%
B/E move
13.0%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
68.15
IV
44.1%
B/E move
8.9%

30Δ

Calls
Pseudo strike
78.06
IV
37.1%
B/E move
8.4%
Puts
Pseudo strike
69.87
IV
38.4%
B/E move
6.8%

35Δ

Calls
Pseudo strike
76.35
IV
31.3%
B/E move
6.2%
Puts
Pseudo strike
71.18
IV
33.8%
B/E move
5.2%

40Δ

Calls
Pseudo strike
75.19
IV
27.4%
B/E move
4.7%
Puts
Pseudo strike
72.20
IV
29.9%
B/E move
3.9%

45Δ

Calls
Pseudo strike
74.37
IV
25.1%
B/E move
3.8%
Puts
Pseudo strike
73.02
IV
26.8%
B/E move
3.0%

50Δ

Calls
Pseudo strike
73.69
IV
23.3%
B/E move
3.1%
Puts
Pseudo strike
73.66
IV
24.8%
B/E move
2.3%

55Δ

Calls
Pseudo strike
73.10
IV
21.5%
B/E move
2.5%
Puts
Pseudo strike
74.23
IV
22.9%
B/E move
1.8%

60Δ

Calls
Pseudo strike
72.62
IV
20.1%
B/E move
2.0%
Puts
Pseudo strike
74.71
IV
21.0%
B/E move
1.3%

65Δ

Calls
Pseudo strike
72.16
IV
18.7%
B/E move
1.6%
Puts
Pseudo strike
75.15
IV
19.4%
B/E move
0.9%

70Δ

Calls
Pseudo strike
71.84
IV
17.1%
B/E move
1.3%
Puts
Pseudo strike
75.50
IV
18.0%
B/E move
0.6%

75Δ

Calls
Pseudo strike
71.60
IV
15.3%
B/E move
1.1%
Puts
Pseudo strike
75.86
IV
16.6%
B/E move
0.4%

80Δ

Calls
Pseudo strike
71.36
IV
13.5%
B/E move
0.9%
Puts
Pseudo strike
77.24
IV
20.7%
B/E move
0.3%

Options history

No recorded observations