Option Greeks measure how an option's price responds to changes in the stock price (delta and gamma), time (theta), implied volatility (vega), and interest rates (rho).

Gamma, theta, and vega are largest for strikes near the Jones Lang LaSalle stock price and shrink for strikes far above or below it. Theta grows as expiration gets closer, while vega is larger for expirations further out. Call delta runs from 0 to 1 and put delta from -1 to 0, near 0.50 and -0.50 at the money, and roughly estimates the chance that an option finishes in the money.

Jones Lang LaSalle IV rank is 7, so implied volatility is near the bottom of its one-year range. Higher implied volatility raises option premiums and daily time decay (theta), and spreads delta and gamma across a wider range of strikes. Over the past year, 30-day implied volatility ranged from 23.6% to 176.5%. See the JLL implied volatility history for a longer view.

Across all open Jones Lang LaSalle options on Nov 4, 2026, net gamma exposure was $909.62K and net delta exposure was $60.07M per 1% move in the stock. The JLL gamma exposure chart shows where that gamma sits by strike.

Jones Lang LaSalle is a global commercial real estate services and investment management company that helps clients buy, build, occupy, manage, and invest in property across office, industrial, retail, multifamily, hotel, and data center assets.