See attached ssl.rb, it produces this dump:
~/dev/sandbox/ 826> jirb
irb(main):001:0> load 'ssl.rb'
/Users/twbray/dev/jruby-0.9.8/lib/ruby/1.8/net/https.rb:103 warning: already initialized constant OpenSSL
warning: peer certificate won't be verified in this SSL session
NoMethodError: undefined method `closed?' for #<OpenSSL::SSL::SSLSocket:0xa4a89a @context=#<OpenSSL::SSL::SSLContext:0x67056e @verify_mode=0>, @sync_close=true, @io=#<TCPSocket:0xda0edd>>
from /Users/twbray/dev/jruby-0.9.8/lib/ruby/1.8/net/protocol.rb:66:in `method_missing'
from /Users/twbray/dev/jruby-0.9.8/lib/ruby/1.8/net/protocol.rb:66:in `closed?'
from /Users/twbray/dev/jruby-0.9.8/lib/ruby/1.8/net/http.rb:605:in `do_finish'
from /Users/twbray/dev/jruby-0.9.8/lib/ruby/1.8/net/http.rb:545:in `start'
from ./ssl.rb:15
from (irb):1:in `load'
from (irb):1:in `binding'
Fixed in trunk, and also a new version of jopenssl (0.0.2) have been released, which is compatible with JRuby 099.