Open
⌘K
Sign in Sign up

Johnson Controls International plc JCI 131.46 -9.07 -6.45%

Previous-day view · Thu Nov 5 close. You are previewing the previous trading day. Subscribe to see today live and every other date — Trader is $59/mo. Sign up Sign in

Expected move

November 05, 2026 close · $132.09
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±2.3% ±$3.09 $129.00 – $135.18 $128.38 – $135.80 $125.46 – $138.72
2 sessions ±3.3% ±$4.29 $127.80 – $136.38 $126.89 – $137.29 $122.82 – $141.36
3 sessions ±4.1% ±$5.42 $126.67 – $137.51 $125.63 – $138.55 $120.57 – $143.61
1 week ±5.2% ±$6.88 $125.21 – $138.97 $123.68 – $140.50 $117.44 – $146.74
2 weeks ±7.0% ±$9.30 $122.79 – $141.39 $120.58 – $143.60 $112.25 – $151.93
3 weeks ±8.0% ±$10.62 $121.47 – $142.71 $118.88 – $145.30 $109.65 – $154.53
1 month ±8.8% ±$11.69 $120.40 – $143.78 $117.49 – $146.69 $107.30 – $156.88
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. Draw the cone on the chart →

Volatility premium

Beta
The forecast is for the current session, which this plan does not open.

Earnings: priced against what happened

Average implied move
±7.04%
Average actual move
2.63%
Beyond the implied move
0 / 3
Median IV change
-35.43%
Reaction session Implied Actual Used ATM IV before → after
October 27, 2026 ±6.85% +5.68% 0.83× —
May 06, 2026 ±6.94% -1.16% 0.17× 52.4% → 35.0%
May 07, 2025 ±7.35% +1.06% 0.14× 54.7% → 34.1%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →