Implied Volatility Skew (20-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) 20-Day Implied Volatility Skew data is not available for 2026-06-03.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Up to 20 years of data history
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Figures for 2026-06-03

Volatility Metrics
Historical Volatility (Close-to-Close)	0.6224
Historical Volatility (Parkinson)	0.4821
Implied Volatility (Calls)	0.5582
Implied Volatility (Puts)	0.5864
Implied Volatility (Mean)	0.5723
Put-Call Implied Volatility Ratio	1.0504
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.7022
Put-Call Ratio (Open Interest)	0.1840