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James Hardie Industries plc JHX

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Market datapartial · fetched 2026-10-22T18:14:07.589Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T18:14:05.885851881Z

FundamentalsAlpha Vantage · unavailable

Share price$26.49
1D+0.6%
$26.31$26.45$26.59$26.74$26.885:30 AM6:30 AM9:00 AM1:00 PMJHX
Sold putSold call

James Hardie Industries plc options

Live interpolated JHX call and put midpoint premiums by absolute delta.James Hardie Industries plc$0.31$2.24$4.18$6.11$8.04$20.22$23.15$26.09$29.03$31.9620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive JHX spot · $26.48JHX PRICE$0.52$0.69$0.85$0.96$1.07$1.24$1.54$1.85$2.15$2.46$2.78$3.11$3.45$0.64$0.87$1.10$1.32$1.56$1.80$2.04$2.27$3.04$3.81$4.75$6.28$7.49
PutsExpensive1.41×
CallsExpensive1.47×
SkewBearish+10.58 pp
Implied moveBearish±$3.58
TiltBearish24.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ31.7265.7%21.7%22.9668.1%15.7%
25Δ30.7766.2%18.8%23.6968.0%13.8%
30Δ29.8365.7%15.8%24.4267.9%11.9%
35Δ28.9760.6%13.0%25.1267.4%10.1%
40Δ28.1155.5%10.2%25.7265.2%8.8%
45Δ27.3552.3%7.9%26.3163.0%7.5%
50Δ26.8253.9%7.1%26.9060.8%6.1%
55Δ26.2955.4%6.3%27.5058.5%4.8%
60Δ25.7756.9%5.4%28.4063.6%4.2%
65Δ25.2458.4%4.6%29.3068.7%3.7%
70Δ24.7257.6%3.8%30.3874.5%3.2%
75Δ24.2054.8%3.1%32.0482.9%2.7%
80Δ23.6752.0%2.4%33.4483.9%2.0%

20Δ

Calls
Pseudo strike
31.72
IV
65.7%
B/E move
21.7%
Puts
Pseudo strike
22.96
IV
68.1%
B/E move
15.7%

25Δ

Calls
Pseudo strike
30.77
IV
66.2%
B/E move
18.8%
Puts
Pseudo strike
23.69
IV
68.0%
B/E move
13.8%

30Δ

Calls
Pseudo strike
29.83
IV
65.7%
B/E move
15.8%
Puts
Pseudo strike
24.42
IV
67.9%
B/E move
11.9%

35Δ

Calls
Pseudo strike
28.97
IV
60.6%
B/E move
13.0%
Puts
Pseudo strike
25.12
IV
67.4%
B/E move
10.1%

40Δ

Calls
Pseudo strike
28.11
IV
55.5%
B/E move
10.2%
Puts
Pseudo strike
25.72
IV
65.2%
B/E move
8.8%

45Δ

Calls
Pseudo strike
27.35
IV
52.3%
B/E move
7.9%
Puts
Pseudo strike
26.31
IV
63.0%
B/E move
7.5%

50Δ

Calls
Pseudo strike
26.82
IV
53.9%
B/E move
7.1%
Puts
Pseudo strike
26.90
IV
60.8%
B/E move
6.1%

55Δ

Calls
Pseudo strike
26.29
IV
55.4%
B/E move
6.3%
Puts
Pseudo strike
27.50
IV
58.5%
B/E move
4.8%

60Δ

Calls
Pseudo strike
25.77
IV
56.9%
B/E move
5.4%
Puts
Pseudo strike
28.40
IV
63.6%
B/E move
4.2%

65Δ

Calls
Pseudo strike
25.24
IV
58.4%
B/E move
4.6%
Puts
Pseudo strike
29.30
IV
68.7%
B/E move
3.7%

70Δ

Calls
Pseudo strike
24.72
IV
57.6%
B/E move
3.8%
Puts
Pseudo strike
30.38
IV
74.5%
B/E move
3.2%

75Δ

Calls
Pseudo strike
24.20
IV
54.8%
B/E move
3.1%
Puts
Pseudo strike
32.04
IV
82.9%
B/E move
2.7%

80Δ

Calls
Pseudo strike
23.67
IV
52.0%
B/E move
2.4%
Puts
Pseudo strike
33.44
IV
83.9%
B/E move
2.0%

Options history

No recorded observations