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James Hardie Industries PLC ADR JHX

BASIC MATERIALS · BUILDING MATERIALS
i

Market dataready · fetched 2026-10-22T23:31:14.351Z

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 · 2026-10-22T23:00:00.0031864Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T23:24:02.107786+00:00

Share price$26.54
1D+0.7%
AH$26.31$26.45$26.59$26.74$26.885:30 AM6:30 AM9:00 AM1:00 PM2:00 PMJHX
Sold putSold callAH

James Hardie Industries PLC ADR options

Live interpolated JHX call and put midpoint premiums by absolute delta.James Hardie Industries PLC ADR$0.30$2.29$4.29$6.29$8.29$20.18$23.11$26.05$28.98$31.9120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive JHX spot · $26.54JHX PRICE$0.51$0.68$0.84$0.95$1.05$1.20$1.51$1.81$2.11$2.42$2.72$3.04$3.35$0.65$0.88$1.11$1.34$1.58$1.82$2.06$2.38$3.15$3.93$5.01$6.54$7.71
PutsExpensive1.44×
CallsExpensive1.44×
SkewBearish+13.27 pp
Implied moveBearish±$3.57
TiltBearish26.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ31.7365.3%21.5%22.9968.6%15.8%
25Δ30.7965.7%18.6%23.7268.6%13.9%
30Δ29.8665.2%15.7%24.4668.6%12.0%
35Δ29.0059.7%12.8%25.1668.0%10.2%
40Δ28.1454.3%10.0%25.7765.8%8.9%
45Δ27.3750.6%7.7%26.3763.6%7.5%
50Δ26.8552.2%6.9%26.9761.4%6.1%
55Δ26.3453.7%6.1%27.6260.2%4.9%
60Δ25.8255.3%5.3%28.5365.5%4.4%
65Δ25.3156.8%4.5%29.4570.8%3.9%
70Δ24.8156.4%3.7%30.6677.5%3.3%
75Δ24.3253.1%3.1%32.3386.1%2.8%
80Δ23.8349.8%2.4%33.7085.8%2.1%

20Δ

Calls
Pseudo strike
31.73
IV
65.3%
B/E move
21.5%
Puts
Pseudo strike
22.99
IV
68.6%
B/E move
15.8%

25Δ

Calls
Pseudo strike
30.79
IV
65.7%
B/E move
18.6%
Puts
Pseudo strike
23.72
IV
68.6%
B/E move
13.9%

30Δ

Calls
Pseudo strike
29.86
IV
65.2%
B/E move
15.7%
Puts
Pseudo strike
24.46
IV
68.6%
B/E move
12.0%

35Δ

Calls
Pseudo strike
29.00
IV
59.7%
B/E move
12.8%
Puts
Pseudo strike
25.16
IV
68.0%
B/E move
10.2%

40Δ

Calls
Pseudo strike
28.14
IV
54.3%
B/E move
10.0%
Puts
Pseudo strike
25.77
IV
65.8%
B/E move
8.9%

45Δ

Calls
Pseudo strike
27.37
IV
50.6%
B/E move
7.7%
Puts
Pseudo strike
26.37
IV
63.6%
B/E move
7.5%

50Δ

Calls
Pseudo strike
26.85
IV
52.2%
B/E move
6.9%
Puts
Pseudo strike
26.97
IV
61.4%
B/E move
6.1%

55Δ

Calls
Pseudo strike
26.34
IV
53.7%
B/E move
6.1%
Puts
Pseudo strike
27.62
IV
60.2%
B/E move
4.9%

60Δ

Calls
Pseudo strike
25.82
IV
55.3%
B/E move
5.3%
Puts
Pseudo strike
28.53
IV
65.5%
B/E move
4.4%

65Δ

Calls
Pseudo strike
25.31
IV
56.8%
B/E move
4.5%
Puts
Pseudo strike
29.45
IV
70.8%
B/E move
3.9%

70Δ

Calls
Pseudo strike
24.81
IV
56.4%
B/E move
3.7%
Puts
Pseudo strike
30.66
IV
77.5%
B/E move
3.3%

75Δ

Calls
Pseudo strike
24.32
IV
53.1%
B/E move
3.1%
Puts
Pseudo strike
32.33
IV
86.1%
B/E move
2.8%

80Δ

Calls
Pseudo strike
23.83
IV
49.8%
B/E move
2.4%
Puts
Pseudo strike
33.70
IV
85.8%
B/E move
2.1%

Options history

No recorded observations