JHX · Expected Move
James Hardie Industries plc
The expected move for JHX is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).
JHX straddle price & implied vol
60 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).
Current JHX Expected Move
30-Day Straddle
$3.25
7-Day Straddle
$3.25
30-Day ATM IV
52.1%
IV Rank
46%
Implied one-standard-deviation move through the next 30 days. Compare to JHX's realized
move over the same window to gauge whether options are pricing in too much (premium-selling regime)
or too little (premium-buying regime). The
Expected Move Tracker ranks every symbol by
this measure.
JHX Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261023 | $3.25 | $3.25 | 52.1% | 46% |
| 20261022 | $3.40 | $3.40 | 57.2% | 60% |
| 20261021 | $3.33 | $3.33 | 59.0% | 66% |
| 20261020 | $3.60 | $3.60 | 55.6% | 56% |
| 20261019 | $2.98 | $2.98 | 48.8% | 36% |
| 20261016 | $3.47 | $1.80 | 51.6% | 44% |
| 20261015 | $3.85 | $1.68 | 53.4% | 49% |
| 20261014 | $3.38 | $0.68 | 52.1% | 46% |
| 20261013 | $3.20 | $0.95 | — | — |
| 20261012 | $3.35 | $1.07 | 51.8% | 45% |
| 20261009 | $2.77 | $1.27 | 41.4% | 15% |
| 20261008 | $3.75 | $1.45 | 53.7% | 50% |
| 20261007 | $3.67 | $1.70 | 52.9% | 48% |
| 20261006 | $3.77 | $1.35 | 43.6% | 21% |
| 20261005 | $3.25 | $1.85 | 47.2% | 31% |
| 20261002 | $1.43 | $1.43 | 51.3% | 39% |
| 20261001 | $1.57 | $1.57 | 46.0% | 25% |
| 20260930 | $2.67 | $2.67 | 54.0% | 46% |
| 20260929 | $2.17 | $2.17 | 48.4% | 31% |
| 20260928 | $1.77 | $1.77 | 49.5% | 34% |
| 20260925 | $3.05 | $3.05 | 51.2% | 38% |
| 20260924 | $2.20 | $2.20 | 47.8% | 30% |
| 20260923 | $2.65 | $2.65 | 46.3% | 26% |
| 20260922 | $2.60 | $2.60 | 48.3% | 31% |
| 20260921 | $2.42 | $2.42 | 45.4% | 19% |
| 20260918 | $2.98 | $1.40 | 50.7% | 30% |
| 20260917 | $2.38 | $2.80 | 39.1% | 6% |
| 20260916 | $3.75 | $1.60 | 56.3% | 42% |
| 20260915 | $2.58 | $1.98 | 40.9% | 10% |
| 20260914 | $2.92 | $1.60 | 42.9% | 14% |
| 20260911 | $2.88 | $2.30 | 49.6% | 28% |
| 20260910 | $3.30 | $3.17 | 40.9% | 10% |
| 20260909 | $3.60 | $1.38 | 45.7% | 20% |
| 20260908 | $3.85 | $1.43 | 49.0% | 27% |
| 20260904 | $3.03 | $2.22 | 39.2% | 6% |
| 20260903 | $3.88 | $2.20 | 45.3% | 19% |
| 20260902 | $2.78 | $2.78 | 42.3% | 12% |
| 20260901 | $1.93 | $1.93 | 36.3% | 0% |
| 20260831 | $2.17 | $2.17 | 39.4% | 6% |
| 20260828 | $2.28 | $2.28 | 39.5% | 6% |
| 20260827 | $2.30 | $2.30 | 39.1% | 5% |
| 20260826 | $2.30 | $2.30 | 39.9% | 7% |
| 20260825 | $2.62 | $2.62 | 40.9% | 9% |
| 20260824 | $2.25 | $2.25 | 36.6% | 0% |
| 20260821 | $2.50 | $0.75 | 37.3% | 0% |
| 20260820 | $2.65 | $0.45 | 39.5% | 5% |
| 20260819 | $2.62 | $1.32 | 37.9% | 2% |
| 20260818 | $2.62 | $1.57 | 37.1% | 0% |
| 20260817 | $2.75 | $2.17 | 38.4% | 1% |
| 20260814 | $3.00 | $1.75 | 37.8% | 0% |
| 20260813 | $3.05 | $1.53 | 37.9% | 0% |
| 20260812 | $3.17 | $1.45 | 42.1% | 8% |
| 20260811 | $3.05 | $2.05 | 39.5% | 2% |
| 20260810 | $3.33 | $1.50 | 40.4% | 4% |
| 20260807 | — | — | 38.7% | 0% |
| 20260806 | $3.92 | $3.15 | 51.6% | 28% |
| 20260805 | $3.58 | $3.58 | 70.9% | 71% |
| 20260804 | $3.62 | $3.62 | 52.8% | 31% |
| 20260803 | $3.42 | $3.42 | 57.3% | 41% |
| 20260731 | $3.88 | $3.88 | 64.9% | 58% |
More on JHX
Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.