Johnson Controls International plc (JCI) Options Chain
The options chain displays all available contracts with end-of-day quotes, Greeks, volume, and open interest for each strike and expiration, and streams live quotes for traders who connect a broker. It is the primary tool for options trade selection.
Johnson Controls International plc (JCI) operates in the Basic Materials sector, specifically the Construction Materials industry, with a market capitalization near $92.55B, listed on NYSE, employing roughly 87,000 people, carrying a beta of 1.32 to the broader market. Johnson Controls International plc, together with its subsidiaries, engages in engineering, manufacturing, commissioning, and retrofitting building products and systems in the Americas, Europe, the Middle East, Africa, and the Asia-Pacific. Led by Joakim Weidemanis, public since 1987-09-28.
Snapshot as of Aug 14, 2026.
- Spot Price
- $152.66
- Total OI
- 98.2K
- Total Volume
- 1.7K
- Front Expiration
- 35 days
- Second Expiration
- 63 days
- ATM IV
- 30.9%
- Avg Bid/Ask Spread
- 24.76%
As of Aug 14, 2026, Johnson Controls International plc (JCI) has 98.2K open contracts and 1.7K contracts traded. The nearest expiration is 35 days out, followed by 63 days. ATM implied volatility is 30.9%. Average bid/ask spread across the chain is 24.76%: wider spreads, size positions conservatively. The options chain aggregates every listed strike and expiration, letting traders evaluate skew, term structure, and liquidity in a single view.
How JCI options chain Data Feeds Strategy Selection
Strategy selection on Johnson Controls International plc options does not derive from any single metric in isolation. The options chain view above sits inside a broader read: ATM IV currently sits at 30.9% and dealer gamma exposure is positive, so dealer hedging is mechanically mean-reverting. Combine the options chain data here with the volatility-skew surface, dealer-gamma exposure, max-pain level, and upcoming-events calendar to build a positioning thesis. Risk-defined structures (credit spreads, debit spreads, iron condors) are usually safer than naked positions while the regime is uncertain; the data on this page anchors the inputs but does not by itself constitute a trade thesis.
How to read the JCI chain depth
The listed-expirations table above shows every expiration available for Johnson Controls International plc options with its days-to-expiration count and ATM implied volatility. Front-month expirations carry the most volume, the highest gamma, and the tightest bid-ask spreads; longer-dated tenors carry less liquidity but more vega exposure. JCI front expiration sits at 35 days - the typical hedging horizon for monthly options. The contango term-structure slope of 0.003 means longer-dated tenors price in proportionally more IV.
JCI chain mechanics and execution
Options are listed at standardized strike intervals (typically $1 for sub-$25 underlyings, $2.50-$5 for mid-cap, $10-$50 for large-cap), and the deltas of each listed strike are determined by where IV lies relative to the strike's moneyness. Average bid/ask spread on the JCI chain is 24.76% - a measure of liquidity. Tighter spreads on liquid strikes mean lower transaction costs; wider spreads on long-dated or far-OTM strikes mean execution drag can dominate the math. The chain table on the SPA side shows the full per-strike, per-expiration grid; this SSR page summarizes the listed expirations and the front-month context to anchor the structural read.
Using the JCI chain to build structures
Strategy selection starts with the chain: directional theses use single-leg calls or puts, range-bound theses use credit spreads or iron condors, vol theses use straddles or strangles, calendar theses use diagonal spreads. JCI's current 8.86% expected move anchors wing placement - structures with wings at the implied band collect the modal-outcome premium under lognormal assumptions. Cross-reference with the gamma-exposure profile to understand where dealer hedging will reinforce or fight your position, and with the volatility-skew chart to confirm the strikes you're trading sit at the IV levels your strategy assumes.
Learn how the options chain is reported and how to read the data →
JCI listed expirations
Per-expiration ATM implied volatility for JCI options. Each row is one listed expiration with its days-to-expiration count and ATM IV pulled from the same term-structure feed that powers the SPA's expiration filter. Front-month expirations carry the highest gamma, the tightest bid-ask spreads, and the most volume; longer-dated tenors carry less liquidity but more vega.
| Expiration | DTE | ATM IV |
|---|---|---|
| Aug 21, 2026 | 7 | 30.6% |
| Sep 18, 2026 | 35 | 30.9% |
| Oct 16, 2026 | 63 | 31.2% |
| Dec 18, 2026 | 126 | 34.6% |
| Jan 15, 2027 | 154 | 33.9% |
| Mar 19, 2027 | 217 | 34.7% |
| Jun 17, 2027 | 307 | 34.7% |
| Jan 21, 2028 | 525 | 35.0% |
Frequently asked JCI options chain questions
- What does the JCI options chain show right now?
- As of Aug 14, 2026, Johnson Controls International plc (JCI) has 98.2K contracts outstanding and 1.7K traded today, with ATM IV of 30.9%. The full chain spans every listed strike and expiration with bid/ask, Greeks, volume, and open interest per contract.
- What expirations are available for JCI options?
- The nearest expiration is 35 days out, followed by 63 days. Listed expirations typically extend monthly with weeklies between, plus LEAPS one to two years out for liquid names.
- How tight are JCI options bid/ask spreads?
- Average bid/ask spread across the chain is 24.76%. Wider spreads warrant conservative sizing; mid-market fills are unreliable for retail-size orders.