What are the JLL aggregate Greek exposures?

As of Oct 14, 2026, Jones Lang LaSalle Incorporated (JLL) snapshot Greeks are net delta $39.2M, net gamma -$1.5M, net vega -$166.9K. These aggregate the dealer book across all listed strikes and expirations under the standard customer-versus-dealer sign convention.

What does the JLL net dealer delta tell us?

Net dealer delta of $39.2M represents the directional exposure dealers carry from their option inventory. Dealers continuously hedge this exposure with stock, futures, or correlated instruments, so the size of net delta is also the size of hedge flow that will execute as spot moves.

How do JLL Greeks inform hedging?

Delta tracks first-order directional exposure; gamma tracks how quickly delta changes; vega tracks IV sensitivity. Aggregated dealer Greeks let traders read the dealer-positioning regime: long-gamma regimes mean-revert moves; short-gamma regimes amplify them. Vega exposure indicates how dealer P&L responds to vol shocks and hence the direction of vol-shock hedging flows.

Jones Lang LaSalle Incorporated (JLL) Options Greeks

Options Greeks measure sensitivity to various factors: Delta (price), Gamma (delta change), Theta (time decay), and Vega (volatility). They are essential for risk management and position sizing.

Jones Lang LaSalle Incorporated (JLL) operates in the Real Estate sector, specifically the Real Estate - Services industry, with a market capitalization near $13.73B, listed on NYSE, employing roughly 113,200 people, carrying a beta of 1.30 to the broader market. Jones Lang LaSalle Incorporated (JLL) operates as a leading global professional services firm, specializing in comprehensive real estate and investment management solutions. Led by Christian Ulbrich, public since 1997-07-17.

Snapshot as of Oct 14, 2026.

Spot Price: $293.44
Net Gamma: -$1.5M
Net Delta: $39.2M
Net Vega: -$166.9K
ATM IV: 39.8%
Gamma Concentration: 0.39

As of Oct 14, 2026, Jones Lang LaSalle Incorporated (JLL) aggregate Greeks are net delta $39.2M, net gamma -$1.5M, net vega -$166.9K, ATM IV 39.8%. Gamma concentration is 0.39: gamma is more dispersed, reducing any single-strike pinning force. Delta measures directional exposure, gamma measures the rate of delta change, and vega measures sensitivity to implied volatility. Net aggregate Greeks summarize the total dealer book across all strikes and expirations.

How JLL options greeks Data Feeds Strategy Selection

Strategy selection on Jones Lang LaSalle Incorporated options does not derive from any single metric in isolation. The options greeks view above sits inside a broader read: ATM IV currently sits at 39.8% and dealer gamma exposure is negative, so dealer hedging amplifies directional moves. Combine the options greeks data here with the volatility-skew surface, dealer-gamma exposure, max-pain level, and upcoming-events calendar to build a positioning thesis. Risk-defined structures (credit spreads, debit spreads, iron condors) are usually safer than naked positions while the regime is uncertain; the data on this page anchors the inputs but does not by itself constitute a trade thesis.

How to read the JLL Greeks profile

Per-strike dealer-Greek exposures aggregate calls and puts for the front expiration. Current net dealer gamma is -$1.5M - a negative (momentum-amplifying) hedging regime. Net dealer delta of $39.2M indicates long-delta dealer book - dealers are net long the underlying as a hedge. Net vega of -$166.9K measures dealer P&L sensitivity to IV shifts - a 1-point IV move shifts book value by approximately $166.9K.

JLL Greeks regime and dealer hedging

Aggregate dealer Greeks compress 4 sensitivities (delta, gamma, theta, vega) into a single read on hedging behavior. In the current negative-gamma regime, dealer hedging is structurally momentum-amplifying: dealers buy rallies and sell dips, widening intraday ranges. This is the mechanical basis for vol-of-vol episodes where a small initial move snowballs. Gamma decays as expiration approaches; near-dated Greek exposures dominate the hedging flow.

Using JLL Greeks data for strategy selection

The Greeks profile is the input to most quantitative options strategies. Premium-selling structures (covered calls, iron condors, cash-secured puts) are negative-gamma, positive-theta, negative-vega - they pay you for being patient about realized volatility but get hit when realized exceeds implied. Premium-buying structures (long calls, long puts, long straddles, ratio backspreads) are positive-gamma, negative-theta, positive-vega - they pay you when realized exceeds implied but bleed time decay otherwise. Combine the regime read with the Greeks decomposition on this page to size structures correctly.

Learn how options Greeks is reported and how to read the data →

JLL largest gamma exposure contracts

Type	Strike	Expiration	Volume	OI	IV	Bid	Ask
PUT	$300.00	Dec 18, 2026	0	1.8K	35.2%	$18.60	$20.70

Top 1 contracts from the institutional-grade nightly options scan; ranked by gex within the broader S&P 500/400/600 + ETF universe.

Frequently asked JLL options greeks questions

What are the JLL aggregate Greek exposures?: As of Oct 14, 2026, Jones Lang LaSalle Incorporated (JLL) snapshot Greeks are net delta $39.2M, net gamma -$1.5M, net vega -$166.9K. These aggregate the dealer book across all listed strikes and expirations under the standard customer-versus-dealer sign convention.
What does the JLL net dealer delta tell us?: Net dealer delta of $39.2M represents the directional exposure dealers carry from their option inventory. Dealers continuously hedge this exposure with stock, futures, or correlated instruments, so the size of net delta is also the size of hedge flow that will execute as spot moves.
How do JLL Greeks inform hedging?: Delta tracks first-order directional exposure; gamma tracks how quickly delta changes; vega tracks IV sensitivity. Aggregated dealer Greeks let traders read the dealer-positioning regime: long-gamma regimes mean-revert moves; short-gamma regimes amplify them. Vega exposure indicates how dealer P&L responds to vol shocks and hence the direction of vol-shock hedging flows.