Implied Volatility Skew (120-Day)

Implied Volatility Skew: A measurement that quantifies the difference in implied volatility of options at lower and higher strike prices.

James Hardie Industries PLC. (JHX) had 120-Day Implied Volatility Skew of 0.0209 for 2026-09-03.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-09-03

Volatility Metrics
Historical Volatility (Close-to-Close)	0.4760
Historical Volatility (Parkinson)	0.3579
Implied Volatility (Calls)	0.4400
Implied Volatility (Puts)	0.5145
Implied Volatility (Mean)	0.4773
Put-Call Implied Volatility Ratio	1.1692
Implied Volatility Skew	0.0209
Option Statistics
Put-Call Ratio (Volume)	0.5000
Put-Call Ratio (Open Interest)	0.3920