JHML · Expected Move
John Hancock Multifactor Large Cap ETF · ETF
The expected move for JHML is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).
JHML straddle price & implied vol
60 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).
Current JHML Expected Move
30-Day Straddle
$0.00
7-Day Straddle
$0.00
30-Day ATM IV
29.3%
IV Rank
100%
Implied one-standard-deviation move through the next 30 days. Compare to JHML's realized
move over the same window to gauge whether options are pricing in too much (premium-selling regime)
or too little (premium-buying regime). The
Expected Move Tracker ranks every symbol by
this measure.
JHML Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261021 | $0.00 | $0.00 | 29.3% | 100% |
| 20261020 | $1.20 | $1.20 | 12.3% | 12% |
| 20261019 | $2.45 | $2.45 | 12.6% | 16% |
| 20261016 | $2.92 | $1.02 | 13.1% | 22% |
| 20261015 | $2.65 | $1.23 | 11.6% | 3% |
| 20261014 | $2.95 | $1.23 | 12.7% | 16% |
| 20261013 | $2.70 | $1.25 | 11.4% | 0% |
| 20261012 | $2.78 | $1.35 | 11.5% | 0% |
| 20261009 | $2.85 | $1.35 | 12.5% | 12% |
| 20261008 | $2.90 | $1.48 | 13.3% | 23% |
| 20261007 | $2.97 | $1.52 | 13.3% | 23% |
| 20261006 | $3.20 | $1.57 | 13.3% | 24% |
| 20261005 | $3.08 | $1.55 | 12.8% | 16% |
| 20261002 | $1.70 | $1.70 | 13.4% | 25% |
| 20261001 | $1.80 | $1.80 | 13.5% | 26% |
| 20260930 | $2.10 | $2.10 | 14.5% | 39% |
| 20260929 | $2.00 | $2.00 | 13.3% | 23% |
| 20260928 | $1.80 | $1.80 | 13.3% | 23% |
| 20260925 | $1.95 | $1.95 | 12.2% | 9% |
| 20260924 | $1.98 | $1.98 | 12.1% | 7% |
| 20260923 | $1.97 | $1.97 | 13.2% | 22% |
| 20260922 | $1.97 | $1.97 | 12.9% | 18% |
| 20260921 | $1.98 | $1.98 | 12.6% | 14% |
| 20260918 | $2.40 | $4.80 | 12.3% | 10% |
| 20260917 | $2.30 | $1.30 | 12.1% | 8% |
| 20260916 | $2.58 | $1.17 | 12.8% | 17% |
| 20260915 | $2.70 | $1.55 | 12.6% | 14% |
| 20260914 | $2.52 | $1.43 | 12.2% | 9% |
| 20260911 | $2.67 | $1.52 | 13.2% | 22% |
| 20260910 | $3.05 | $1.72 | 14.1% | 34% |
| 20260909 | $2.80 | $1.68 | 14.0% | 33% |
| 20260908 | $2.90 | $1.73 | 13.2% | 22% |
| 20260904 | $2.72 | $1.68 | 12.3% | 10% |
| 20260903 | $2.85 | $1.60 | 12.2% | 9% |
| 20260902 | $1.90 | $1.90 | 13.9% | 31% |
| 20260901 | $1.82 | $1.82 | 14.7% | 42% |
| 20260831 | $1.82 | $1.82 | 13.3% | 23% |
| 20260828 | $1.95 | $1.95 | 12.1% | 8% |
| 20260827 | $2.08 | $2.08 | 12.0% | 7% |
| 20260826 | $2.15 | $2.15 | 12.2% | 9% |
| 20260825 | $2.17 | $2.17 | 12.0% | 6% |
| 20260824 | $2.20 | $2.20 | 12.6% | 13% |
| 20260821 | $2.30 | $1.57 | 11.5% | 0% |
| 20260820 | $2.38 | $1.18 | 14.5% | 32% |
| 20260819 | $2.52 | $1.38 | 11.8% | 0% |
| 20260818 | $2.62 | $1.40 | 12.0% | 2% |
| 20260817 | $2.48 | $1.27 | 11.8% | 0% |
| 20260814 | $2.73 | $1.52 | 12.1% | 0% |
| 20260813 | $2.83 | $1.50 | 12.0% | 0% |
| 20260812 | $2.70 | $1.50 | 12.6% | 0% |
| 20260811 | $2.83 | $1.55 | 13.1% | 0% |
| 20260810 | $3.25 | $2.17 | 15.1% | 8% |
| 20260807 | — | — | 14.6% | 3% |
| 20260806 | $3.55 | $2.48 | 15.0% | 7% |
| 20260805 | $2.40 | $2.40 | 17.5% | 33% |
| 20260804 | $2.08 | $2.08 | 15.7% | 13% |
| 20260803 | $2.25 | $2.25 | 17.1% | 29% |
| 20260731 | $2.42 | $2.42 | 15.6% | 13% |
| 20260730 | $2.50 | $2.50 | 15.6% | 13% |
| 20260729 | $2.60 | $2.60 | 18.2% | 41% |
More on JHML
Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.