If you turn on JMSDEBUG (by setting it to 'y') the JMS C API may print out the JVM options. The log messages will go to the files started with "ULOG" in the directory where your app runs from. You can change the location by setting the ULOGPFX variable in your client environment.
You can override the JVM settings with JMSJVMOPTS variable.
Hope this helps.