The second part of the series, released on Thursday, picks up where the first video left off, as Jessica "becomes suspicious of her boyfriend and is gripped by insecurities only to realize that she is doing more damage to her own heart and future than any relationship ever could."
Grimmie, who was tragically shot and killed during a fan meet-and-greet in June, filmed The Ballad of Jessica Blue in February, "with about six hours of choreography and four days of filming before she left for the WildFire tour," according to a post by manager Brian Teefey on her official Twitter page.
"Everyone worked so hard on this project, putting in extra-long days on set to ensure we got the best quality project we could for the minimal budget we had," he wrote. "I couldn't be more proud of her and everyone involved for the labor of love that was put into this project."
Get caught up on the first part of Grimmie's EP in the video below.
"The decision to release these videos was a collective decision made by her family and team," Grimmie's rep told ET after the release of "Snow White," earlier this month. "She put a lot of passion and hard work into these videos and we felt that her fans (and Christina) deserved to see the end product that was due to release shortly after she returned home from tour."
The final two parts of Grimmie's The Ballad of Jessica Blue, "Deception," and "Without Him," are expected to be released on Aug. 25 and Sept. 1, respectively.