IntraAlpha
Create free account Start free

James Hardie Industries plc JHX

BASIC MATERIALS · BUILDING MATERIALS
i

Market dataready · fetched 2026-11-12T03:23:35.293Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-12T00:00:00.002126821Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T03:23:34.733561+00:00

Share price$28.43
1D-3.5%
AH$28.22$28.55$28.88$29.21$29.545:30 AM6:30 AM9:00 AM1:00 PM2:00 PMJHX
Sold putSold callAH

James Hardie Industries plc options

Live interpolated JHX call and put midpoint premiums by absolute delta.James Hardie Industries plc$0.26$1.43$2.60$3.77$4.94$22.43$25.24$28.05$30.86$33.6720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive JHX spot · $28.43JHX PRICE$0.47$0.51$0.56$0.71$0.93$1.16$1.39$1.62$1.84$2.28$3.01$3.74$4.60$0.39$0.50$0.62$0.73$0.85$0.96$1.08$1.19$1.31$1.42$1.54
Puts——
CallsCheap0.92×
Skew——
Implied moveBullish±$2.24
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ33.17105.5%18.3%
25Δ31.6085.8%13.0%
30Δ30.4771.2%9.1%27.5244.0%4.6%
35Δ29.7666.8%7.2%27.7542.9%4.2%
40Δ29.3669.6%6.6%27.9741.8%3.8%
45Δ28.9572.5%5.9%28.2040.7%3.4%
50Δ28.5575.3%5.3%28.4239.6%3.0%
55Δ28.1478.2%4.7%28.6538.5%2.6%
60Δ27.7381.0%4.0%28.8837.4%2.2%
65Δ27.1588.0%3.5%29.1036.2%1.8%
70Δ26.33100.6%3.2%29.3335.1%1.4%
75Δ25.51113.3%2.9%29.5534.0%1.1%
80Δ24.53124.9%2.5%29.7832.9%0.7%

20Δ

Calls
Pseudo strike
33.17
IV
105.5%
B/E move
18.3%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
31.60
IV
85.8%
B/E move
13.0%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
30.47
IV
71.2%
B/E move
9.1%
Puts
Pseudo strike
27.52
IV
44.0%
B/E move
4.6%

35Δ

Calls
Pseudo strike
29.76
IV
66.8%
B/E move
7.2%
Puts
Pseudo strike
27.75
IV
42.9%
B/E move
4.2%

40Δ

Calls
Pseudo strike
29.36
IV
69.6%
B/E move
6.6%
Puts
Pseudo strike
27.97
IV
41.8%
B/E move
3.8%

45Δ

Calls
Pseudo strike
28.95
IV
72.5%
B/E move
5.9%
Puts
Pseudo strike
28.20
IV
40.7%
B/E move
3.4%

50Δ

Calls
Pseudo strike
28.55
IV
75.3%
B/E move
5.3%
Puts
Pseudo strike
28.42
IV
39.6%
B/E move
3.0%

55Δ

Calls
Pseudo strike
28.14
IV
78.2%
B/E move
4.7%
Puts
Pseudo strike
28.65
IV
38.5%
B/E move
2.6%

60Δ

Calls
Pseudo strike
27.73
IV
81.0%
B/E move
4.0%
Puts
Pseudo strike
28.88
IV
37.4%
B/E move
2.2%

65Δ

Calls
Pseudo strike
27.15
IV
88.0%
B/E move
3.5%
Puts
Pseudo strike
29.10
IV
36.2%
B/E move
1.8%

70Δ

Calls
Pseudo strike
26.33
IV
100.6%
B/E move
3.2%
Puts
Pseudo strike
29.33
IV
35.1%
B/E move
1.4%

75Δ

Calls
Pseudo strike
25.51
IV
113.3%
B/E move
2.9%
Puts
Pseudo strike
29.55
IV
34.0%
B/E move
1.1%

80Δ

Calls
Pseudo strike
24.53
IV
124.9%
B/E move
2.5%
Puts
Pseudo strike
29.78
IV
32.9%
B/E move
0.7%

Options history

IV · four-Friday blend53.31%
Daily EOD
JHX48.0%51.6%55.2%2026-10-19: 51.60%2026-10-20: 49.75%2026-10-21: 50.33%2026-10-22: 51.03%2026-10-23: 50.44%2026-10-26: 54.68%2026-10-27: 48.54%2026-10-28: 52.14%2026-10-29: 53.43%2026-10-30: 53.31%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
51.60%
49.75%
50.33%
51.03%
50.44%
54.68%
48.54%
52.14%
53.43%
53.31%