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JBG SMITH Properties Common Shares JBGS

REAL ESTATE · REIT - DIVERSIFIED
i

Market dataready · fetched 2026-11-06T14:33:03.924Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-06T14:32:40.556474941Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-06T14:33:03.017093+00:00

Share price$12.14
1D+0.0%
$12.15$12.16$12.16$12.16$12.175:30 AM6:30 AM9:00 AM1:00 PMJBGS
Sold putSold call

JBG SMITH Properties Common Shares options

Live interpolated JBGS call and put midpoint premiums by absolute delta.JBG SMITH Properties Common Shares$0.53$3.29$6.05$8.81$11.57$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICEJBGS PRICE$0.82$0.82$0.83$0.84$0.86$0.84$0.87$0.99$1.12$1.25$1.38$1.61$2.20$2.78$3.37$4.27$5.37$10.78
PutsExpensive5.52×
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ8.90258.0%33.6%
25Δ21.80302.0%86.4%10.06197.1%24.2%
30Δ17.05225.4%47.3%10.58183.9%21.1%
35Δ14.86176.9%29.2%11.09170.7%17.9%
40Δ14.02151.9%22.4%11.60157.5%14.8%
45Δ13.18127.0%15.6%12.11144.3%11.6%
50Δ12.66136.8%9.0%
55Δ13.35148.3%8.1%
60Δ14.04159.7%7.3%
65Δ14.73171.1%6.4%
70Δ15.74181.6%5.5%
75Δ16.96191.6%4.5%
80Δ22.37276.2%4.5%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.90
IV
258.0%
B/E move
33.6%

25Δ

Calls
Pseudo strike
21.80
IV
302.0%
B/E move
86.4%
Puts
Pseudo strike
10.06
IV
197.1%
B/E move
24.2%

30Δ

Calls
Pseudo strike
17.05
IV
225.4%
B/E move
47.3%
Puts
Pseudo strike
10.58
IV
183.9%
B/E move
21.1%

35Δ

Calls
Pseudo strike
14.86
IV
176.9%
B/E move
29.2%
Puts
Pseudo strike
11.09
IV
170.7%
B/E move
17.9%

40Δ

Calls
Pseudo strike
14.02
IV
151.9%
B/E move
22.4%
Puts
Pseudo strike
11.60
IV
157.5%
B/E move
14.8%

45Δ

Calls
Pseudo strike
13.18
IV
127.0%
B/E move
15.6%
Puts
Pseudo strike
12.11
IV
144.3%
B/E move
11.6%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
12.66
IV
136.8%
B/E move
9.0%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
13.35
IV
148.3%
B/E move
8.1%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
14.04
IV
159.7%
B/E move
7.3%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
14.73
IV
171.1%
B/E move
6.4%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
15.74
IV
181.6%
B/E move
5.5%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
16.96
IV
191.6%
B/E move
4.5%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
22.37
IV
276.2%
B/E move
4.5%

Options history

IV · four-Friday blend71.86%
Daily close
JBGS45.5%79.3%113.0%2026-08-21: 54.39%2026-08-24: 55.35%2026-08-25: 56.89%2026-08-26: 50.16%2026-08-27: 53.51%2026-08-28: 67.24%2026-08-31: 54.59%2026-09-02: 70.96%2026-09-18: 68.09%2026-09-21: 66.50%2026-09-25: 69.47%2026-10-01: 60.05%2026-10-12: 108.38%2026-10-20: 65.13%2026-10-21: 77.61%2026-10-23: 71.86%Aug 21Sep 2Oct 23
16 observations2026-08-21 — 2026-10-23
Table
DateIV (%)
54.39%
55.35%
56.89%
50.16%
53.51%
67.24%
54.59%
70.96%
68.09%
66.50%
69.47%
60.05%
108.38%
65.13%
77.61%
71.86%