Implied Volatility Skew (90-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 90-Day Implied Volatility Skew of 0.0217 for 2026-03-06.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-03-06

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3679
Historical Volatility (Parkinson)	0.3117
Implied Volatility (Calls)	0.6365
Implied Volatility (Puts)	0.4842
Implied Volatility (Mean)	0.5603
Put-Call Implied Volatility Ratio	0.7607
Implied Volatility Skew	0.0217
Option Statistics
Put-Call Ratio (Volume)	2.6667
Put-Call Ratio (Open Interest)	0.1758