Johnson Controls International plc (JCI) Options Risk Score

Run a full JCI options risk analysis

See the complete risk breakdown — news catalysts, SEC filings, legal proceedings, earnings overlap, IV vs HV, options flow and Expected Move — all in one scan.

Is it risky to sell options on Johnson Controls International plc (JCI) right now?

Johnson Controls International plc (JCI) currently scores 35 out of 100 for options catalyst risk (LOW) over a 4-week expiry window. What pushes it there: an upcoming earnings report, 9 recent news items and 2 active legal filings, all landing inside the 4-week window. Below 45 is LOW: JCI's calendar looks clear across this window. Unscheduled news can still move any stock, so a low score is the absence of a known event, not the absence of risk.

JCI shows an IV Rank of 47, putting implied volatility in the middle of its one-year range — options are moderately priced, with a current implied volatility of about 32%. Read IV Rank alongside the catalyst score: it says how expensive JCI options are, while the score says whether that price is justified by a scheduled event.

The 2026-11-04 earnings report sits inside a standard monthly expiry for JCI, so implied volatility should stay bid into the date and drop sharply once it passes.

Johnson Controls International plc (JCI) current implied volatility and IV Rank

JCI is trading at an IV Rank of 47 with implied volatility around 32%, alongside a TickerRisk options-risk score of 35/100. That is roughly mid-range for this stock, meaning implied volatility offers neither a clear selling edge nor a bargain. Directional conviction matters more than vol here.

For what this number does and does not tell you about JCI's options, see IV Rank explained.

Johnson Controls International plc (JCI) next earnings date — 2026-11-04

Johnson Controls International plc (JCI) reports earnings on 2026-11-04 — about 59 days away, which falls inside a typical options expiry window. JCI's IV Rank is currently 47. Earnings are the single biggest scheduled catalyst for an overnight gap: implied volatility usually runs up into the report and collapses immediately after (the IV crush). Selling premium into the event captures that crush but exposes you to the gap; buying premium needs a move large enough to beat the elevated IV you paid.

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