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Today, JCI has an IV Rank of 47%, placing it in the moderate range for options analysis.
Johnson Controls International — Implied volatility rank, VRP edge, and volatility regime
Johnson Controls International (JCI) is a Industrials stock with actively traded listed options. Its IV Rank reads 47.2%, mid-range within the past year — neither cheap nor rich. IV Rank 47% is 9pp above the Industrials sector median of 38%. Average IV can work with directional or defined-risk structures. JCI expected move analysis.
This helps you judge whether implied volatility is elevated enough to justify selling options. High IV Rank means premiums are rich compared to the past year.
IV Rank above 50 generally favors premium sellers — you're collecting above-average premium.
IV Rank = (Current IV − 52w Low IV) / (52w High IV − 52w Low IV) × 100ORATS 30-day implied volatility, 52-week IV high/low
ORATS institutional options data, updated daily after market close (~6:00 PM ET)
IV Rank uses a fixed 1-year lookback. Regime changes (e.g., post-COVID vol reset) can distort the range. IV Rank alone does not indicate direction.
Higher IV Rank means relatively richer premiums compared to each stock's own history.
Quantitative screening, not investment advice. Verify with your broker. Disclaimer
Johnson Controls International's IV Rank of 47.2% places premiums in the middle of the 252-day range — neither particularly rich nor cheap. At moderate IV Rank, premium sellers can still find opportunities but should be more selective about strategy and timing. Focus on tickers where VRP confirms overpricing and where the RV regime supports selling. Credit spreads and iron condors work well at moderate IV Rank because they reduce capital requirement while maintaining positive expected value.
Johnson Controls International's IV Rank measures where current implied volatility sits relative to its 252-day range. At 47.2%, it indicates how rich or cheap options premiums are compared to the past year. Premium sellers generally prefer IV Rank above 30–50%, as higher IV means more premium per contract and a greater statistical edge — assuming VRP confirms actual overpricing.
Johnson Controls International's implied volatility overprices realized movement by 11.6pp — a large gap that represents the core edge for premium sellers. The options market expects significantly more volatility than the stock is delivering, creating systematic overpricing that short premium strategies capture. Calming realized volatility amplifies this edge further. See the VRP Analysis page for the full historical spread and trend direction.
VolRadar's signal prioritizes relative mispricing (RV Ratio) over absolute premium level (IV Rank). A ticker with low IVR but very low RV Ratio may show a Strong signal because options are significantly overpriced relative to actual movement. For richest absolute premiums, check IV Rank (>50%). Not financial advice — quantitative screening tool.
Johnson Controls International's IV Rank is 47.2%, meaning current implied volatility is higher than 47% of readings over the past 252 trading days. This is in the average range — premiums are neither particularly rich nor cheap.
Johnson Controls International's Volatility Risk Premium (VRP) is +11.6pp. Yes — IV significantly exceeds realized volatility, meaning options are overpriced relative to actual movement. This is the statistical edge premium sellers seek.
Johnson Controls International's IV Rank is 47.2% — meaning current IV is higher than 47% of readings over the past year. This is in the average range — premiums are moderate. Most theta gang traders prefer selling when IV Rank is above 30–50%.
Among Industrials peers, Johnson Controls International has an IV Rank of 47.2%. HII leads the sector at 49% IV Rank versus Johnson Controls International's 47%. Both may offer premium selling opportunities depending on other conditions.
Johnson Controls International's volatility is calculated using the Yang-Zhang estimator, which incorporates overnight gaps, opening range, and intraday movement — more accurate than simple close-to-close calculations for stocks with significant pre/post-market activity. The RV Ratio (0.70) compares realized volatility (HV 20d) to implied volatility (IV 30d). Below 0.85 means actual movement is well below what options are pricing in — favorable for premium sellers.
Johnson Controls International's RV Ratio of 0.70 indicates calming volatility — recent price movement is smaller than the longer-term baseline. When RV is declining but IV hasn't adjusted fully, the gap between them (VRP) widens, benefiting premium sellers. Calming volatility often precedes further IV compression, making current IV levels relatively expensive. This is a favorable environment for selling premium.
Free embeddable tool: IV Rank Gauge — add daily IV Rank to any site. No signup, no API key.
IV 30d (39.1%) − HV 20d (27.5%) = +11.6pp
HV 20d (27.5%) ÷ IV 30d (39.1%). Below 1.0 = options overpriced.
| Metric | Value |
|---|---|
| HV 20d (ORATS) VRP | 27.5% |
| IV 30d (ORATS) | 39.1% |