JCIJohnson Controls International plc
Options Analysis Report•AIR-COND & WARM AIR HEATG EQUIP & COMM & INDL REFRIG EQUIP
Market Cap $88.5B|NYSE
● 2026-05-15$145.03
BULLISH
Analysis: 2026-05-14 EOD data
1Y +49.8%YTD +18.6%7D +3.9%
Options Vol
1,185
30D
Implied Move
±8.6%
IV Rank
43%
JCI Options Overview
bullish flow. Conditions favor option buyers.
REWARDS
RISK ANALYSIS
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Value
Is IV priced right?
5.9
ExpensiveCheap
Measures whether options are cheap, fair, or rich relative to historical and peer
IV
levels.Risk Checks6/9 checks passed
IV Rank
≤35%IV Rank 40.9% — elevated vs history
IV/HV Ratio
<1.05xIV/HV 1.45x — IV premium over HV
Sector Relative≤50%
Sector percentile 41% — below sector median
Term Structure
<1.1xFront/Back 0.93x — contango
Skew Normal
<1.25xPut/Call IV 1.16x — elevated
Absolute IV
<80%ATM IV 32.3% — normal range
Spread-Adjusted Value
<80%Effective IV 54.5% (ATM 32.3% + spread 11.1% + bias) — good value
Execution Efficiency
<3.0%Total drag 15.39% (spread 11.10% + slippage 4.29%) — high friction
Vega Efficiency
≥5.0Vega efficiency 33.44 (vega 37.117 / spread 11.10%) — efficient
Sentiment
Bullish or bearish?
6.1
BearishBullish
Analyzes
put/call ratios
, open interest skew
, and flow direction to determine market bias.Risk ChecksBearish - Moderate signal (Conviction: -11%, Raw: -3%)
Flow Direction
|net sentiment| ≥25%Conviction-weighted: -11% (bearish) — Raw: -3%
OI Skew Magnitude
≥15%|OI skew| 8.5% — balanced
Volume-OI Alignment
Same sign, |vol skew| ≥10%Vol skew +60.7%, OI skew +8.5% — aligned
Conviction Quality
≥2/3 conditions0-DTE 40%, far-OTM 15%, avg DTE 30
OI Momentum
|change| ≥3%OI change +0.0% (5d) — stable
Smart Money Flow
|weighted flow| ≥20%ITM: +49%, ATM: -50%, OTM: +21% — neutral (ITM/ATM divergent)
Sector Relative≤40% or ≥60%
Sector P/C percentile 20% — very bullish vs sector
Activity
Unusual activity?
2.8
QuietActive
Detects volume surges,
block trades
, and unusual options activity that may signal moves.Risk Checks1/9 checks passed
Volume Surge
≥1.5xVolume 0.5x avg — normal
Turnover Rate
≥15%Vol/OI 1.2% — normal turnover
Strike Concentration
≥60%Top 3 strikes = 50% — dispersed
Multi-Day Persistence
≥2 days1 day(s) elevated — may be one-day event
OI Build
≥5%OI change +1.9% (5d) — stable
Sector Relative≥60%
Sector activity percentile 16% — quiet vs sector
Trade Quality
≥30%Large trade volume 36% — institutional presence
Execution Urgency
≥60%Aggressive execution 48% — patient
Flow Conviction
≥30Conviction -11 (bearish) — mixed
Liquidity
Can I trade efficiently?
4.1
IlliquidLiquid
Evaluates
bid-ask spreads
, volume depth, and open interest for trade execution quality.Risk Checks3/8 checks passed
Tradeable Spread
≤5.0%Spread 11.1% — wide
Adequate OI
≥10,000OI 99,715 — deep
Active Volume
≥500Volume 1,185/day — adequate
Reasonable Cost
≤$0.50$0.56 to cross — expensive
Strike Coverage
≥5 strikes0 liquid strikes — limited options
Sector Relative≤40%
Sector spread percentile 44% — neutral vs sector
Order Book Depth
≥100 contractsDepth 160.60000000000002 contracts (bid:95.9 ask:64.7) — adequate
Execution Quality
<1.0%Avg slippage 4.29% — poor
Timing
Is now a good time?
7.4
RiskyFavorable
Considers earnings proximity,
time decay
, and event calendar for optimal entry timing.Risk Checks6/9 checks passed
Term Structure Clarity
|slope| ≥5%Slope -7.3% — contango
IV Percentile Clarity
<30 or >70IV percentile 41% — neutral
Event Detection
≥10pts kinkIV kink -0.2pts — no clear event
Theta/Vega Clarity
<0.5 or >2.0θ/ν ratio 855.23 — favors income trades
Expiration Distribution
≥3 expirations3 liquid expirations — flexible
Event Risk
≥60% (safe)safe window: No events detected
Spread Momentum
<1.2 ratioSpread ratio 1.00x — stable
Flow Momentum
≥25% strength + ≥50% consistencyFlow -11% @ 55% consistency — unclear
Smart Money Timing
≥40 composite scoreScore 66 (ITM 20% + inst 36%) — HIGH institutional
Directional Strategy Fit
Option Buyers
Long Calls5.9
bullishIV fair, bullish flow
Long Puts5.2
bearishIV fair, bullish flow
Premium Sellers
Cash-Secured Put5.3
bullishIV fair, bullish flow
Covered Call4.5
bearishIV fair, bullish flow
For educational purposes only. Not investment advice.