Industrials Industrial Reference Data Updated 2026-05-31

JCI Gamma Exposure, IV Rank & Implied Volatility

Johnson Controls International (JCI) options data — GEX, IV rank, options chain & Greeks

JCI options trade with implied volatility typically in the 16% - 35% range, averaging N/A in daily volume with good liquidity. Next earnings: See earnings calendar. Weekly options and LEAPS are available.

IV Rank 51.8 /100
IV 25.2%
Simulated data for display · open live JCI on the platform →

An IV rank near 51.8 (the value shown here is illustrative) would mean implied volatility is in roughly the 51.8th percentile of its 1-year range — middle range, neutral on premium selling vs buying. For today's live JCI IV rank from ORATS, open the dashboard.

IV History (Simulated · Illustrative Only) Range 15.04%37.6%

Chart shows simulated data for display purposes. View the real JCI IV history on the live platform →

Comprehensive options market data for Johnson Controls International (JCI).

JCI Options at a Glance

Daily Volume: N/A
Bid-Ask Spread: N/A
Open Interest: N/A
IV Range: 16% - 35%
Expirations: Weekly, Monthly, LEAPS
Next Earnings: See earnings calendar
Liquidity
Good
IV Range
16% - 35%
Market Cap
$45B+
Weeklies
Yes

1 About Johnson Controls International (JCI)

Johnson Controls International provides building automation, HVAC, fire and security solutions for commercial buildings, optimizing energy efficiency and sustainability.

Company Profile

Sector Industrials
Industry Building Products & Equipment
Market Cap $45B+
Exchange NYSE

Key Dates

Next Earnings See earnings calendar
Earnings Frequency Quarterly
Dividend Schedule See company page
Fiscal Year End September

Johnson Controls International operates in the Industrials sector.

2 JCI Options Market Overview

JCI options provide good liquidity for options traders.

Average Daily Volume N/A
Total Open Interest N/A
Put/Call Ratio N/A
Typical ATM Spread N/A
Weekly Options Available
LEAPS Available Yes

Liquidity Assessment: Good

JCI options are available for trading across multiple expirations.

3 JCI Implied Volatility & IV Rank

JCI implied volatility is moderate, reflecting economic cycle exposure and industrial spending trends. IV is driven by earnings and macroeconomic data.

Low IV Environment
16% - 20%
Below average volatility
Typical IV Range
20% - 30%
Normal conditions
Elevated IV
30% - 35%
Above average volatility

Earnings Impact

IV typically expands before earnings and contracts after the announcement.

The post-earnings volatility drop is known as IV crush. Holders of short JCI options should also understand early assignment risk around dividends and expiration.

Historical Volatility vs IV

JCI IV generally trades near historical volatility, with premiums expanding around earnings.

Term Structure

Typically upward sloping under normal conditions.

View JCI Volatility Lab

JCI Gamma Exposure (GEX)

Gamma Exposure analysis for JCI reveals dealer hedging dynamics at key strike levels.

Typical GEX Profile: JCI tends to operate in a positive gamma environment during normal conditions.

Key Levels:

Dealer Hedging:

View Live JCI GEX

4 Common JCI Options Strategies

These are strategies commonly used by traders on JCI options, based on typical market characteristics. This is not investment advice.

Popular for JCI shareholders seeking additional income.

Vertical Spreads Directional

Defined-risk directional exposure on JCI.

Range-bound strategy for JCI between events.

Key Considerations for JCI Options

  • JCI options liquidity varies by expiration - prefer near-term and monthly expirations for tighter spreads
  • Monitor earnings dates for IV expansion/contraction patterns
  • Consider the stock's beta when sizing positions

Frequently Asked Questions: JCI Options

What is JCI's typical implied volatility?

JCI implied volatility typically ranges from 16% - 35%.

Does JCI have weekly options?

JCI offers weekly options.

What is JCI's options trading profile?

JCI (Johnson Controls International) options trade with good liquidity, averaging N/A in daily volume, typical bid-ask spreads of N/A. Implied volatility typically falls in the 16% - 35% range. The position sits in the Industrials category for portfolio diversification and options strategy design.

How does JCI implied volatility behave around earnings?

IV typically expands before earnings and contracts after the announcement. Next scheduled earnings: See earnings calendar. Traders often size short premium positions for the post-earnings IV crush, while long premium buyers should be aware that the IV decline can outweigh small directional moves.

What options strategies work well on JCI?

Popular strategies on JCI options include Covered Calls, Vertical Spreads, Iron Condors. Strategy selection depends on the current IV environment versus the 16% - 35% typical range, days to next earnings, and the trader's directional outlook. Higher IV regimes favour premium-selling strategies; lower IV regimes favour directional debit spreads or long premium plays.

What is JCI's gamma exposure (GEX)?

Gamma exposure (GEX) measures how options dealers' hedging of their net gamma position can influence JCI's intraday price action. JCI tends to operate in a positive gamma environment during normal conditions. Positive GEX tends to dampen volatility and create mean-reverting moves, while negative GEX can amplify swings. View live JCI GEX levels and the gamma-flip point on ApexVol.

What is JCI's IV rank?

JCI's IV rank shows where JCI's current implied volatility sits within its trailing 1-year range, scored 0–100. A reading near 100 means IV is near its yearly high — options are relatively expensive, which favors premium-selling strategies like credit spreads and iron condors. A reading near 0 means IV is near its yearly low, favoring premium-buying. JCI implied volatility typically ranges from 16% - 35%. Check JCI's live IV rank and percentile on ApexVol's IV analytics.

AV
Written by
ApexVol Research Team
Quantitative options research
All calculations use live ORATS institutional data — the same source used by professional volatility desks.
RS
Technical reviewer
Ryan Silk, ApexVol Founder
Reviewed for technical accuracy
10+ years trading options. Built ApexVol's pricing engine, Greeks model, and IV-rank methodology.
This guide is updated as market conditions and ORATS data change. Last revised 2026-05-31. How we research →

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