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Johnson Controls International PLC JCI

INDUSTRIALS · BUILDING PRODUCTS & EQUIPMENT
i

Market dataready · fetched 2026-10-21T17:51:59.204Z

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 · 2026-10-21T17:51:00.729534084Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T17:48:00.515126+00:00

Share price$151.02
1D+1.3%
$148.93$149.52$150.11$150.70$151.295:30 AM6:30 AM9:00 AM1:00 PMJCI
Sold putSold call

Johnson Controls International PLC options

Live interpolated JCI call and put midpoint premiums by absolute delta.Johnson Controls International PLC$1.26$6.94$12.63$18.32$24.01$128.74$139.64$150.54$161.44$172.3420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive JCI spot · $151.02JCI PRICE$1.87$2.48$3.04$3.70$4.50$5.36$6.42$7.49$8.67$9.88$11.42$13.22$14.76$2.18$2.88$3.65$4.50$5.52$6.57$7.73$8.90$10.39$11.91$13.90$16.12$22.37
PutsExpensive1.15×
CallsExpensive1.23×
SkewBearish+2.20 pp
Implied moveBearish±$14.16
TiltBearish11.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ168.3540.6%12.7%137.7442.1%10.2%
25Δ164.9940.6%10.9%140.7041.8%8.7%
30Δ161.8039.0%9.1%143.3041.3%7.5%
35Δ159.0238.2%7.8%145.7941.0%6.4%
40Δ156.8038.4%6.8%148.0641.3%5.6%
45Δ154.5938.8%5.9%150.3241.4%4.8%
50Δ152.4539.3%5.2%152.5741.1%4.1%
55Δ150.3239.9%4.5%154.8140.8%3.4%
60Δ148.1439.8%3.8%157.1740.7%2.8%
65Δ145.9539.5%3.2%159.5440.5%2.2%
70Δ143.5739.7%2.6%162.2640.6%1.8%
75Δ141.0240.2%2.1%165.1741.0%1.3%
80Δ138.7738.8%1.7%171.7747.8%1.1%

20Δ

Calls
Pseudo strike
168.35
IV
40.6%
B/E move
12.7%
Puts
Pseudo strike
137.74
IV
42.1%
B/E move
10.2%

25Δ

Calls
Pseudo strike
164.99
IV
40.6%
B/E move
10.9%
Puts
Pseudo strike
140.70
IV
41.8%
B/E move
8.7%

30Δ

Calls
Pseudo strike
161.80
IV
39.0%
B/E move
9.1%
Puts
Pseudo strike
143.30
IV
41.3%
B/E move
7.5%

35Δ

Calls
Pseudo strike
159.02
IV
38.2%
B/E move
7.8%
Puts
Pseudo strike
145.79
IV
41.0%
B/E move
6.4%

40Δ

Calls
Pseudo strike
156.80
IV
38.4%
B/E move
6.8%
Puts
Pseudo strike
148.06
IV
41.3%
B/E move
5.6%

45Δ

Calls
Pseudo strike
154.59
IV
38.8%
B/E move
5.9%
Puts
Pseudo strike
150.32
IV
41.4%
B/E move
4.8%

50Δ

Calls
Pseudo strike
152.45
IV
39.3%
B/E move
5.2%
Puts
Pseudo strike
152.57
IV
41.1%
B/E move
4.1%

55Δ

Calls
Pseudo strike
150.32
IV
39.9%
B/E move
4.5%
Puts
Pseudo strike
154.81
IV
40.8%
B/E move
3.4%

60Δ

Calls
Pseudo strike
148.14
IV
39.8%
B/E move
3.8%
Puts
Pseudo strike
157.17
IV
40.7%
B/E move
2.8%

65Δ

Calls
Pseudo strike
145.95
IV
39.5%
B/E move
3.2%
Puts
Pseudo strike
159.54
IV
40.5%
B/E move
2.2%

70Δ

Calls
Pseudo strike
143.57
IV
39.7%
B/E move
2.6%
Puts
Pseudo strike
162.26
IV
40.6%
B/E move
1.8%

75Δ

Calls
Pseudo strike
141.02
IV
40.2%
B/E move
2.1%
Puts
Pseudo strike
165.17
IV
41.0%
B/E move
1.3%

80Δ

Calls
Pseudo strike
138.77
IV
38.8%
B/E move
1.7%
Puts
Pseudo strike
171.77
IV
47.8%
B/E move
1.1%

Options history

JCI36.0036.3136.632026-10-19: 36.58%2026-10-20: 36.04%Oct 19Oct 20
Table
DateIV
36.58%
36.04%