JHMM · Expected Move
John Hancock Multifactor Mid Cap ETF · ETF
The expected move for JHMM 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).
JHMM 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 JHMM Expected Move
30-Day Straddle
$3.95
7-Day Straddle
$3.95
30-Day ATM IV
30.1%
IV Rank
100%
Implied one-standard-deviation move through the next 30 days. Compare to JHMM'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.
JHMM Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $3.95 | $3.95 | 30.1% | 100% |
| 20261021 | $3.95 | $3.95 | 29.9% | 100% |
| 20261020 | $3.85 | $3.85 | 26.9% | 62% |
| 20261019 | $4.05 | $4.05 | 27.3% | 67% |
| 20261016 | $4.15 | $4.05 | 25.6% | 44% |
| 20261015 | $4.00 | $2.98 | 23.6% | 17% |
| 20261014 | $4.10 | $2.95 | 25.6% | 44% |
| 20261013 | $4.10 | $3.10 | 25.4% | 40% |
| 20261012 | $4.35 | $3.25 | 25.2% | 38% |
| 20261009 | $4.35 | $3.20 | 29.3% | 94% |
| 20261008 | $4.35 | $3.23 | 29.6% | 98% |
| 20261007 | $4.45 | $3.40 | 29.7% | 100% |
| 20261006 | $4.60 | $3.45 | 29.2% | 95% |
| 20261005 | $4.35 | $3.25 | 28.7% | 88% |
| 20261002 | $3.40 | $3.40 | 28.0% | 78% |
| 20261001 | $3.50 | $3.50 | 29.1% | 94% |
| 20260930 | $3.70 | $3.70 | 26.0% | 50% |
| 20260929 | $3.55 | $3.55 | 26.2% | 49% |
| 20260928 | $3.55 | $3.55 | 26.9% | 58% |
| 20260925 | $3.55 | $3.55 | 26.6% | 55% |
| 20260924 | $3.60 | $3.60 | 26.2% | 49% |
| 20260923 | $3.50 | $3.50 | 26.7% | 55% |
| 20260922 | $3.65 | $3.65 | 25.4% | 39% |
| 20260921 | $3.65 | $3.65 | 25.0% | 33% |
| 20260918 | $3.80 | $4.10 | 24.1% | 21% |
| 20260917 | $3.90 | $2.95 | 26.2% | 49% |
| 20260916 | $3.75 | $2.98 | 24.2% | 23% |
| 20260915 | $4.00 | $3.20 | 25.4% | 39% |
| 20260914 | $4.15 | $3.35 | 22.6% | 2% |
| 20260911 | $4.15 | $3.25 | 26.7% | 56% |
| 20260910 | $4.25 | $3.45 | 25.0% | 34% |
| 20260909 | $4.20 | $3.35 | 24.2% | 24% |
| 20260908 | $4.35 | $3.50 | 27.4% | 65% |
| 20260904 | $4.20 | $3.40 | 29.1% | 87% |
| 20260903 | $4.20 | $3.35 | 29.0% | 86% |
| 20260902 | $3.60 | $3.60 | 27.5% | 65% |
| 20260901 | $3.50 | $3.50 | 27.4% | 65% |
| 20260831 | $3.60 | $3.60 | 27.1% | 60% |
| 20260828 | $3.55 | $3.55 | 27.3% | 63% |
| 20260827 | $3.75 | $3.75 | 25.7% | 42% |
| 20260826 | $3.70 | $3.70 | 26.1% | 47% |
| 20260825 | $3.75 | $3.75 | 26.0% | 46% |
| 20260824 | $3.80 | $3.80 | 26.0% | 47% |
| 20260821 | $3.95 | $5.00 | 25.3% | 37% |
| 20260820 | $3.85 | $2.88 | 26.1% | 48% |
| 20260819 | $3.90 | $3.05 | 25.1% | 34% |
| 20260818 | $3.90 | $3.08 | 27.0% | 45% |
| 20260817 | $4.10 | $3.20 | 25.4% | 30% |
| 20260814 | $4.15 | $3.35 | 24.7% | 23% |
| 20260813 | $4.15 | $3.25 | 25.5% | 31% |
| 20260812 | $4.15 | $3.25 | 24.4% | 20% |
| 20260811 | $3.95 | $3.25 | 25.9% | 35% |
| 20260810 | $4.45 | $3.40 | 26.0% | 34% |
| 20260806 | $4.60 | $3.65 | 27.4% | 47% |
| 20260805 | $3.50 | $3.50 | 28.1% | 53% |
| 20260804 | $3.40 | $3.40 | 25.6% | 30% |
| 20260803 | $3.50 | $3.50 | 27.0% | 43% |
| 20260731 | $3.70 | $3.70 | 29.5% | 67% |
| 20260730 | $3.80 | $3.80 | 29.4% | 65% |
| 20260729 | $3.80 | $3.80 | 29.2% | 63% |
More on JHMM
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.