Implied Volatility Skew (30-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 30-Day Implied Volatility Skew of 0.0294 for 2025-05-30.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2025-05-30

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3742
Historical Volatility (Parkinson)	0.3020
Implied Volatility (Calls)	0.4059
Implied Volatility (Puts)	0.4697
Implied Volatility (Mean)	0.4378
Put-Call Implied Volatility Ratio	1.1572
Implied Volatility Skew	0.0294
Option Statistics
Put-Call Ratio (Volume)	0.0015
Put-Call Ratio (Open Interest)	0.6703