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Johnson Controls International plc JCI

INDUSTRIALS · BUILDING PRODUCTS & EQUIPMENT
i

Market dataready · fetched 2026-11-10T22:20:35.374Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-10T21:10:00.000939174Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-09T05:47:41.036715+00:00

NewsAlpha Vantage · collected 2026-11-10T01:08:58.857193+00:00

Earnings observationsAlpha Vantage · collected 2026-11-10T01:08:22.762346+00:00

Share price$141.12
1D+0.8%
AH$140$141$142$143$1455:30 AM6:30 AM9:00 AM1:00 PM2:00 PMJCI
Sold putSold callAH

Johnson Controls International plc options

Live interpolated JCI call and put midpoint premiums by absolute delta.Johnson Controls International plc$0.42$2.13$3.84$5.56$7.27$133.27$137.38$141.48$145.58$149.6920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive JCI spot · $141.12JCI PRICE$0.60$0.84$1.06$1.32$1.64$2.02$2.31$2.76$3.31$3.85$4.49$5.14$6.77$0.87$1.28$1.31$1.59$1.81$2.18$2.58$2.91$3.36$3.81$4.22$4.57$5.30
PutsExpensive1.60×
CallsCheap0.87×
SkewBearish+1.50 pp
Implied moveBearish±$4.89
TiltBalanced0.5% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ145.9943.0%3.9%135.3057.7%4.7%
25Δ145.2044.7%3.5%135.9364.7%4.6%
30Δ144.3044.3%3.0%137.8452.4%3.3%
35Δ143.5044.6%2.6%138.8051.3%2.8%
40Δ142.7845.9%2.3%139.7248.5%2.3%
45Δ142.0647.6%2.1%140.5348.6%2.0%
50Δ141.3046.5%1.8%141.3049.0%1.7%
55Δ140.5247.5%1.5%142.0647.5%1.4%
60Δ139.7149.4%1.3%142.8447.2%1.2%
65Δ138.8649.9%1.1%143.6046.4%0.9%
70Δ137.9450.8%0.9%144.3144.7%0.7%
75Δ137.0150.6%0.7%144.9542.1%0.5%
80Δ135.2558.0%0.6%145.8842.0%0.4%

20Δ

Calls
Pseudo strike
145.99
IV
43.0%
B/E move
3.9%
Puts
Pseudo strike
135.30
IV
57.7%
B/E move
4.7%

25Δ

Calls
Pseudo strike
145.20
IV
44.7%
B/E move
3.5%
Puts
Pseudo strike
135.93
IV
64.7%
B/E move
4.6%

30Δ

Calls
Pseudo strike
144.30
IV
44.3%
B/E move
3.0%
Puts
Pseudo strike
137.84
IV
52.4%
B/E move
3.3%

35Δ

Calls
Pseudo strike
143.50
IV
44.6%
B/E move
2.6%
Puts
Pseudo strike
138.80
IV
51.3%
B/E move
2.8%

40Δ

Calls
Pseudo strike
142.78
IV
45.9%
B/E move
2.3%
Puts
Pseudo strike
139.72
IV
48.5%
B/E move
2.3%

45Δ

Calls
Pseudo strike
142.06
IV
47.6%
B/E move
2.1%
Puts
Pseudo strike
140.53
IV
48.6%
B/E move
2.0%

50Δ

Calls
Pseudo strike
141.30
IV
46.5%
B/E move
1.8%
Puts
Pseudo strike
141.30
IV
49.0%
B/E move
1.7%

55Δ

Calls
Pseudo strike
140.52
IV
47.5%
B/E move
1.5%
Puts
Pseudo strike
142.06
IV
47.5%
B/E move
1.4%

60Δ

Calls
Pseudo strike
139.71
IV
49.4%
B/E move
1.3%
Puts
Pseudo strike
142.84
IV
47.2%
B/E move
1.2%

65Δ

Calls
Pseudo strike
138.86
IV
49.9%
B/E move
1.1%
Puts
Pseudo strike
143.60
IV
46.4%
B/E move
0.9%

70Δ

Calls
Pseudo strike
137.94
IV
50.8%
B/E move
0.9%
Puts
Pseudo strike
144.31
IV
44.7%
B/E move
0.7%

75Δ

Calls
Pseudo strike
137.01
IV
50.6%
B/E move
0.7%
Puts
Pseudo strike
144.95
IV
42.1%
B/E move
0.5%

80Δ

Calls
Pseudo strike
135.25
IV
58.0%
B/E move
0.6%
Puts
Pseudo strike
145.88
IV
42.0%
B/E move
0.4%

Options history

IV · four-Friday blend41.07%
Daily close
JCI28.6%43.7%58.9%2026-08-12: 31.30%2026-08-13: 32.53%2026-08-14: 32.30%2026-08-17: 32.25%2026-08-18: 33.81%2026-08-19: 31.81%2026-08-21: 32.14%2026-08-24: 32.97%2026-08-25: 32.85%2026-08-26: 32.18%2026-08-27: 31.84%2026-08-28: 31.14%2026-08-31: 31.16%2026-09-01: 32.16%2026-09-02: 30.68%2026-09-03: 30.84%2026-09-04: 31.05%2026-09-08: 32.91%2026-09-09: 32.17%2026-09-10: 31.74%2026-09-11: 31.26%2026-09-14: 34.03%2026-09-15: 34.96%2026-09-16: 36.78%2026-09-18: 32.99%2026-09-21: 32.73%2026-09-22: 33.60%2026-09-23: 32.26%2026-09-24: 32.91%2026-09-25: 32.87%2026-09-28: 33.09%2026-09-29: 33.28%2026-09-30: 33.74%2026-10-01: 33.40%2026-10-02: 33.43%2026-10-05: 33.21%2026-10-06: 33.31%2026-10-07: 33.39%2026-10-08: 33.73%2026-10-09: 33.36%2026-10-12: 33.30%2026-10-13: 35.50%2026-10-14: 37.43%2026-10-16: 36.27%2026-10-19: 36.56%2026-10-20: 36.03%2026-10-21: 36.04%2026-10-22: 47.49%2026-10-23: 49.33%2026-10-26: 56.81%2026-10-27: 39.27%2026-10-28: 37.36%2026-10-29: 35.69%2026-10-30: 38.07%2026-11-03: 42.08%2026-11-06: 43.81%2026-11-09: 41.07%Aug 12Sep 24Nov 9
57 observations2026-08-12 — 2026-11-09
Table
DateIV (%)
31.30%
32.53%
32.30%
32.25%
33.81%
31.81%
32.14%
32.97%
32.85%
32.18%
31.84%
31.14%
31.16%
32.16%
30.68%
30.84%
31.05%
32.91%
32.17%
31.74%
31.26%
34.03%
34.96%
36.78%
32.99%
32.73%
33.60%
32.26%
32.91%
32.87%
33.09%
33.28%
33.74%
33.40%
33.43%
33.21%
33.31%
33.39%
33.73%
33.36%
33.30%
35.50%
37.43%
36.27%
36.56%
36.03%
36.04%
47.49%
49.33%
56.81%
39.27%
37.36%
35.69%
38.07%
42.08%
43.81%
41.07%

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