IntraAlpha
Create free account Start free

Jones Lang LaSalle, Inc. JLL

REAL ESTATE · REAL ESTATE SERVICES
i

Market dataready · fetched 2026-11-11T13:57:07.869Z

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 · 2026-11-11T00:00:00.002219018Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-11T13:57:07.462933+00:00

Share price$374.37
1D-0.8%
AH$371$372$374$376$3785:30 AM6:30 AM9:00 AM1:00 PM2:00 PMJLL
Sold putSold callAH

Jones Lang LaSalle, Inc. options

Live interpolated JLL call and put midpoint premiums by absolute delta.Jones Lang LaSalle, Inc.$1.95$7.94$13.92$19.91$25.89$343.10$359.70$376.29$392.89$409.4820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive JLL spot · $374.37JLL PRICE$2.60$3.37$4.32$5.37$6.42$7.78$9.40$11.02$12.82$15.29$17.76$20.59$23.93$3.03$4.01$5.08$6.20$7.32$8.77$10.30$11.84$13.68$15.78$17.88$20.62$24.16
PutsExpensive1.19×
CallsCheap0.86×
SkewBearish+0.29 pp
Implied moveBearish±$19.71
TiltBearish2.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ396.5640.5%6.6%354.1643.7%6.2%
25Δ391.7439.5%5.5%358.4243.8%5.3%
30Δ387.9339.2%4.8%362.2243.3%4.6%
35Δ384.7039.3%4.2%365.7442.6%4.0%
40Δ381.4739.3%3.6%369.2741.9%3.3%
45Δ378.3639.8%3.1%372.4341.6%2.9%
50Δ375.3640.5%2.8%375.5041.4%2.4%
55Δ372.3641.3%2.4%378.5741.1%2.0%
60Δ369.2442.1%2.1%381.7340.8%1.7%
65Δ365.6743.0%1.8%384.9640.5%1.4%
70Δ362.0943.8%1.5%388.2040.1%1.1%
75Δ358.1944.4%1.2%391.9439.9%0.8%
80Δ353.8544.4%0.9%396.3140.1%0.6%

20Δ

Calls
Pseudo strike
396.56
IV
40.5%
B/E move
6.6%
Puts
Pseudo strike
354.16
IV
43.7%
B/E move
6.2%

25Δ

Calls
Pseudo strike
391.74
IV
39.5%
B/E move
5.5%
Puts
Pseudo strike
358.42
IV
43.8%
B/E move
5.3%

30Δ

Calls
Pseudo strike
387.93
IV
39.2%
B/E move
4.8%
Puts
Pseudo strike
362.22
IV
43.3%
B/E move
4.6%

35Δ

Calls
Pseudo strike
384.70
IV
39.3%
B/E move
4.2%
Puts
Pseudo strike
365.74
IV
42.6%
B/E move
4.0%

40Δ

Calls
Pseudo strike
381.47
IV
39.3%
B/E move
3.6%
Puts
Pseudo strike
369.27
IV
41.9%
B/E move
3.3%

45Δ

Calls
Pseudo strike
378.36
IV
39.8%
B/E move
3.1%
Puts
Pseudo strike
372.43
IV
41.6%
B/E move
2.9%

50Δ

Calls
Pseudo strike
375.36
IV
40.5%
B/E move
2.8%
Puts
Pseudo strike
375.50
IV
41.4%
B/E move
2.4%

55Δ

Calls
Pseudo strike
372.36
IV
41.3%
B/E move
2.4%
Puts
Pseudo strike
378.57
IV
41.1%
B/E move
2.0%

60Δ

Calls
Pseudo strike
369.24
IV
42.1%
B/E move
2.1%
Puts
Pseudo strike
381.73
IV
40.8%
B/E move
1.7%

65Δ

Calls
Pseudo strike
365.67
IV
43.0%
B/E move
1.8%
Puts
Pseudo strike
384.96
IV
40.5%
B/E move
1.4%

70Δ

Calls
Pseudo strike
362.09
IV
43.8%
B/E move
1.5%
Puts
Pseudo strike
388.20
IV
40.1%
B/E move
1.1%

75Δ

Calls
Pseudo strike
358.19
IV
44.4%
B/E move
1.2%
Puts
Pseudo strike
391.94
IV
39.9%
B/E move
0.8%

80Δ

Calls
Pseudo strike
353.85
IV
44.4%
B/E move
0.9%
Puts
Pseudo strike
396.31
IV
40.1%
B/E move
0.6%

Options history

IV · four-Friday blend32.15%
Daily close
JLL27.5%33.2%39.0%2026-08-13: 29.41%2026-08-14: 28.26%2026-08-17: 29.62%2026-08-18: 30.42%2026-08-19: 28.82%2026-08-20: 31.95%2026-08-21: 29.09%2026-08-24: 29.81%2026-08-25: 29.00%2026-08-26: 29.62%2026-08-27: 29.40%2026-08-28: 29.11%2026-08-31: 29.67%2026-09-01: 29.64%2026-09-02: 29.60%2026-09-03: 30.16%2026-09-04: 29.94%2026-09-08: 32.63%2026-09-09: 33.06%2026-09-10: 32.89%2026-09-11: 31.65%2026-09-14: 34.64%2026-09-15: 34.85%2026-09-16: 34.62%2026-09-17: 36.11%2026-09-18: 31.85%2026-09-21: 31.99%2026-09-22: 32.32%2026-09-23: 32.99%2026-09-24: 33.45%2026-09-25: 33.49%2026-09-28: 35.16%2026-09-29: 35.45%2026-09-30: 35.34%2026-10-01: 35.24%2026-10-02: 34.87%2026-10-05: 35.23%2026-10-06: 36.04%2026-10-07: 35.91%2026-10-08: 35.31%2026-10-09: 34.41%2026-10-12: 36.32%2026-10-13: 37.41%2026-10-14: 37.59%2026-10-15: 37.28%2026-10-16: 34.92%2026-10-19: 35.55%2026-10-20: 35.70%2026-10-21: 35.83%2026-10-22: 36.89%2026-10-23: 36.97%2026-10-26: 37.31%2026-10-27: 38.24%2026-10-28: 32.82%2026-10-29: 31.61%2026-10-30: 32.15%Aug 13Sep 22Oct 30
56 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
29.41%
28.26%
29.62%
30.42%
28.82%
31.95%
29.09%
29.81%
29.00%
29.62%
29.40%
29.11%
29.67%
29.64%
29.60%
30.16%
29.94%
32.63%
33.06%
32.89%
31.65%
34.64%
34.85%
34.62%
36.11%
31.85%
31.99%
32.32%
32.99%
33.45%
33.49%
35.16%
35.45%
35.34%
35.24%
34.87%
35.23%
36.04%
35.91%
35.31%
34.41%
36.32%
37.41%
37.59%
37.28%
34.92%
35.55%
35.70%
35.83%
36.89%
36.97%
37.31%
38.24%
32.82%
31.61%
32.15%