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JBG SMITH Properties Common Shares JBGS

REAL ESTATE · REIT - DIVERSIFIED
i

Market dataready · fetched 2026-11-12T14:56:23.466Z

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 · 2026-11-12T14:49:48.193765086Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T14:56:22.776696+00:00

Share price$12.00
1D+0.0%
$11.98$12.00$12.02$12.04$12.065:30 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$0.34$0.70$1.07$1.43$1.80$10.71$11.60$12.49$13.38$14.2720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive JBGS spot · $12.00JBGS PRICE$0.38$0.38$0.38$0.38$0.40$0.56$0.72$0.88$1.05$1.21$1.37$1.53$1.69$0.38$0.42$0.45$0.49$0.53$0.57$0.61$0.64$0.68$0.72
Puts——
CallsExpensive2.54×
Skew——
Implied moveBullish±$1.33
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ16.84218.7%43.4%10.02167.0%19.7%
25Δ14.74162.6%26.0%10.29155.3%17.7%
30Δ13.96133.8%19.4%10.56143.6%15.8%
35Δ13.18104.9%12.9%10.83131.9%13.8%
40Δ12.4780.1%7.2%11.11120.3%11.9%
45Δ12.2381.4%6.6%11.38108.6%9.9%
50Δ11.9982.8%5.9%11.6596.9%8.0%
55Δ11.7584.1%5.3%11.9285.2%6.0%
60Δ11.5185.4%4.7%12.2073.6%4.1%
65Δ11.2886.7%4.0%12.4761.9%2.1%
70Δ11.0488.1%3.4%
75Δ10.8089.4%2.8%
80Δ10.5690.7%2.1%

20Δ

Calls
Pseudo strike
16.84
IV
218.7%
B/E move
43.4%
Puts
Pseudo strike
10.02
IV
167.0%
B/E move
19.7%

25Δ

Calls
Pseudo strike
14.74
IV
162.6%
B/E move
26.0%
Puts
Pseudo strike
10.29
IV
155.3%
B/E move
17.7%

30Δ

Calls
Pseudo strike
13.96
IV
133.8%
B/E move
19.4%
Puts
Pseudo strike
10.56
IV
143.6%
B/E move
15.8%

35Δ

Calls
Pseudo strike
13.18
IV
104.9%
B/E move
12.9%
Puts
Pseudo strike
10.83
IV
131.9%
B/E move
13.8%

40Δ

Calls
Pseudo strike
12.47
IV
80.1%
B/E move
7.2%
Puts
Pseudo strike
11.11
IV
120.3%
B/E move
11.9%

45Δ

Calls
Pseudo strike
12.23
IV
81.4%
B/E move
6.6%
Puts
Pseudo strike
11.38
IV
108.6%
B/E move
9.9%

50Δ

Calls
Pseudo strike
11.99
IV
82.8%
B/E move
5.9%
Puts
Pseudo strike
11.65
IV
96.9%
B/E move
8.0%

55Δ

Calls
Pseudo strike
11.75
IV
84.1%
B/E move
5.3%
Puts
Pseudo strike
11.92
IV
85.2%
B/E move
6.0%

60Δ

Calls
Pseudo strike
11.51
IV
85.4%
B/E move
4.7%
Puts
Pseudo strike
12.20
IV
73.6%
B/E move
4.1%

65Δ

Calls
Pseudo strike
11.28
IV
86.7%
B/E move
4.0%
Puts
Pseudo strike
12.47
IV
61.9%
B/E move
2.1%

70Δ

Calls
Pseudo strike
11.04
IV
88.1%
B/E move
3.4%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
10.80
IV
89.4%
B/E move
2.8%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
10.56
IV
90.7%
B/E move
2.1%
Puts
Pseudo strike
IV
B/E move

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%