What move does the options market price into JBG SMITH Properties's report?

Implied ±15.0%, either direction.

How often does JBG SMITH Properties move more than the options market prices?

1 of the last 7 reports moved at least as far as the implied move.

JBGSNYSEReal Estate Investment Trusts

JBG SMITH Properties (JBGS) earnings date, market-implied expected move, and options open interest by expiry

12.36

Pre-market16:00 ETdelayed

Open11.98Volume674,766Mkt cap$874.5MEPS-2.59Div yield5.97%

Day11.98 – 12.3993%52-wk9.93 – 18.2529%

JBGS

JBG SMITH Properties

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±15.0%implied · straddle

10.4414.14

spot 12.29exp Nov 20ATM strike 12.5ATM straddle 2.18IV 105%

Nov 4 closethin chain

Expected move

Inputs

Next report

Nov 9

after close · in 4 days

est.Q3 FY26

Calendar

Next report

Last report

−7.81%

shaded = implied · ▲▼ = realized

Aug 10 '26 · confirmed

Implied vs realized

Largest filed tie

11.40%

of JBGS revenue · U.S. federal government

customerJBGS 10-K

Supply chain

Largest filed tie

13F top-10 QoQ

+0.09%

shares held · 10 largest managers

13F · Jun 30 '26128d lag

203 managers

Top fund weight

0.04%

JBGS weight · VNQ

N-PORTJul 31 '26

4 funds

Last reportshaded = implied▲▼ = realized× = |realized| ÷ implied

JBG SMITH Properties (JBGS) is expected to report on Nov 9 after close (estimated date).

Implied vs realized

8 reports

1 of 7≥ implied

avg implied: ±10.1%
avg realized: ±4.1%

Oct 29 '24Oct 29 '24confirmed±8.5%▼−1.62%×0.19

Feb 18 '25Feb 18 '25confirmed±6.2%▼−2.47%×0.40

Apr 29 '25Apr 29 '25confirmed±11.9%▼−1.62%×0.14

Jul 29 '25Jul 29 '25confirmed±8.0%▲+11.64%×1.45

Q3 FY25Oct 28 '25confirmed±13.9%▼−5.71%×0.41

Feb 17 '26Feb 17 '26confirmed±11.2%▼−1.31%×0.12

Q1 FY26May 5 '26confirmed±10.6%▲+4.36%×0.41

Q2 FY26Aug 10 '26confirmed—▼−7.81%—

quarterimplied−15%0+15%realized×

Q2 FY26—▼−7.81%—

Q1 FY26±10.6%▲+4.36%×0.41

Feb '26±11.2%▼−1.31%×0.12

Q3 FY25±13.9%▼−5.71%×0.41

Jul '25±8.0%▲+11.64%×1.45

Apr '25±11.9%▼−1.62%×0.14

2 older reports

Feb '25±6.2%▼−2.47%×0.40

Oct '24±8.5%▼−1.62%×0.19

Shaded = implied · tick ▲▼ = realized · × = |realized| ÷ impliedSource: options EOD · implied at prior close · realized close to close

Implied vs realized

Positioning

OI · 2 expiries · Oct 30 close

—OI · 2 expiries · Oct 30 closeP/C open interest · Nov 20 · first expiry after the report

PUTS · chgexpiry · days · P/CCALLS · chgP/C

3000%Nov 2015d0—

1190%Jan 1571d0.731630%0.73

ExpiryPutsCallsP/C

Nov 2015d3000%0——

Jan 1571d1190%1630%0.73

Hatched = puts · solid = calls · bars scaled per expiry · chg = OI vs prior sessionSource: options EOD

Positioning

Linked exposure

scenario · straddle±15.0%

Funds 4

VNQ±0.0%

IWM±0.0%

UWM±0.0%

VTI±0.0%

Dashed = straddleMethod Source: SEC filings · N-PORT · market data

Linked exposure

Revenue flow

as filedQ2 FY26

−73.92%as filednet margin · revenue +4.87% QoQ · +4.44% YoY

Revenue$98M+4.87%

Pre-tax income−$72M−214.45%

Net income−$72M−73.92%−214.35%

Tax$0−100.00%

Source: SEC filings · standardized · QE Jun 30 '26 · bars = % of revenue

Revenue flow

Intraday

15m bars

Long dash = implied range · Nov 4 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 16:00 ET

Intraday

Event sensitivity

FOMC ×2.06· ±3.2% vs ±1.5% · 24 releases

eventrelease day|move|up · n×base

FOMCrate decision±3.2%10 of 24×2.06

GDPgross domestic product±2.1%8 of 19×1.38

CPIconsumer prices±1.8%7 of 10×1.17

CPROFcorporate profits±1.5%3 of 12×0.99

PPIproducer prices±1.5%7 of 10×0.95

PCEpersonal income & outlays±1.2%6 of 19×0.76

NFPjobs report±1.0%6 of 10×0.67

Bar = avg |move| to ±4% · tick = ±1.5% avg day · ×base = |move| ÷ ±1.5% · min 6 releases

Earnings history

EPS -1.03 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Aug 10 '26 · confirmed	-1.03	—
Q1 FY26	May 5 '26 · confirmed	-0.32	—
Q3 FY25	Oct 28 '25 · confirmed	-0.48	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod