JCI · Expected Move

Johnson Controls International plc

The expected move for JCI 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).

JCI straddle price & implied vol

60 sessions

Bars: 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 JCI Expected Move
30-Day Straddle
$14.25
7-Day Straddle
$0.90
30-Day ATM IV
39.6%
IV Rank
62%
Implied one-standard-deviation move through the next 30 days. Compare to JCI'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.
JCI Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261016 $14.25 $0.90 39.6% 62%
20261015 $14.55 $3.50 38.0% 53%
20261014 $15.40 $4.12 38.9% 59%
20261013 $15.20 $4.12 37.5% 50%
20261012 $14.75 $4.00 36.4% 45%
20261009 $15.80 $5.38 35.9% 41%
20261008 $15.65 $5.18 36.3% 44%
20261007 $16.40 $6.03 36.8% 47%
20261006 $16.05 $6.42 35.2% 38%
20261005 $16.00 $6.53 34.8% 35%
20261002 $7.55 $7.55 34.8% 35%
20261001 $7.85 $7.85 34.0% 31%
20260930 $7.95 $7.95 34.8% 35%
20260929 $7.45 $7.45 33.8% 30%
20260928 $8.25 $8.25 33.5% 28%
20260925 $8.50 $8.50 32.6% 22%
20260924 $8.60 $8.60 32.7% 23%
20260923 $8.70 $8.70 31.7% 17%
20260922 $9.20 $9.20 32.3% 21%
20260921 $8.95 $8.95 31.0% 13%
20260918 $9.65 $2.47 29.6% 5%
20260917 $9.80 $2.95 30.3% 9%
20260916 $10.75 $3.55 33.5% 28%
20260915 $10.40 $4.18 32.1% 19%
20260914 $10.12 $4.80 30.7% 12%
20260911 $10.65 $5.05 29.3% 4%
20260910 $11.20 $4.75 30.5% 10%
20260909 $11.05 $5.53 30.2% 9%
20260908 $11.55 $6.05 30.7% 12%
20260904 $11.65 $6.60 29.7% 6%
20260903 $11.30 $6.78 28.7% 0%
20260902 $6.47 $6.47 29.3% 2%
20260901 $7.65 $7.65 29.8% 5%
20260831 $7.47 $7.47 29.2% 1%
20260828 $7.75 $7.75 29.7% 4%
20260827 $8.57 $8.57 29.7% 4%
20260826 $8.65 $8.65 30.5% 9%
20260825 $9.05 $9.05 31.0% 12%
20260824 $9.85 $9.85 31.3% 14%
20260821 $9.65 $2.07 29.3% 2%
20260820 $10.10 $2.90 31.0% 12%
20260819 $10.10 $2.65 30.6% 9%
20260818 $10.95 $4.15 31.5% 14%
20260817 $10.85 $4.33 29.6% 4%
20260814 $11.75 $5.75 30.4% 8%
20260813 $12.25 $5.62 31.5% 15%
20260812 $11.45 $5.88 29.0% 0%
20260811 $12.25 $6.28 30.8% 10%
20260810 $12.45 $6.92 31.1% 12%
20260807 — — 31.8% 16%
20260806 $15.05 $8.85 35.4% 37%
20260805 $9.35 $9.35 35.0% 35%
20260804 $11.65 $11.65 39.7% 62%
20260803 $9.10 $9.10 33.9% 28%
20260731 $9.40 $9.40 32.7% 21%
20260730 $9.40 $9.40 32.7% 22%
20260729 $10.00 $10.00 35.8% 39%
20260728 $13.95 $13.95 46.1% 100%
20260727 $12.80 $12.80 41.3% 81%
20260724 $13.40 $13.40 41.3% 81%

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.