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Simon Property Group, Inc. SPG

REAL ESTATE · REIT - RETAIL
i

Market dataready · fetched 2026-11-04T04:21:39.038Z

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 · 2026-11-04T00:00:00.001345592Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-04T04:19:01.283543+00:00

Share price$222.08
1D+1.5%
AH$219$221$222$223$2245:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSPG
Sold putSold callAH

Simon Property Group, Inc. options

Live interpolated SPG call and put midpoint premiums by absolute delta.Simon Property Group, Inc.$1.05$4.94$8.83$12.73$16.62$198.44$208.57$218.70$228.84$238.9720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SPG spot · $222.08SPG PRICE$1.47$1.91$2.40$3.12$3.84$4.57$5.29$6.02$6.93$8.34$9.76$11.18$12.59$1.61$2.22$2.82$3.42$4.02$4.87$5.83$6.79$7.75$8.70$9.66$12.42$15.50
PutsExpensive1.29×
CallsFair1.00×
SkewBearish+0.41 pp
Implied moveBearish±$11.12
TiltBearish5.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ234.8026.8%6.4%212.0426.4%5.2%
25Δ232.1826.7%5.4%213.8926.8%4.7%
30Δ229.7226.7%4.5%215.7527.2%4.1%
35Δ228.0226.8%4.1%217.6027.6%3.6%
40Δ226.3327.0%3.6%219.4528.0%3.0%
45Δ224.6327.1%3.2%221.2028.0%2.6%
50Δ222.9427.2%2.8%222.9127.7%2.3%
55Δ221.2427.3%2.3%224.6227.5%1.9%
60Δ219.4727.5%1.9%226.3327.3%1.6%
65Δ217.4727.6%1.7%228.0427.1%1.2%
70Δ215.4827.7%1.4%229.7526.8%0.9%
75Δ213.4827.9%1.2%232.9728.5%0.7%
80Δ211.4928.0%0.9%236.4430.5%0.5%

20Δ

Calls
Pseudo strike
234.80
IV
26.8%
B/E move
6.4%
Puts
Pseudo strike
212.04
IV
26.4%
B/E move
5.2%

25Δ

Calls
Pseudo strike
232.18
IV
26.7%
B/E move
5.4%
Puts
Pseudo strike
213.89
IV
26.8%
B/E move
4.7%

30Δ

Calls
Pseudo strike
229.72
IV
26.7%
B/E move
4.5%
Puts
Pseudo strike
215.75
IV
27.2%
B/E move
4.1%

35Δ

Calls
Pseudo strike
228.02
IV
26.8%
B/E move
4.1%
Puts
Pseudo strike
217.60
IV
27.6%
B/E move
3.6%

40Δ

Calls
Pseudo strike
226.33
IV
27.0%
B/E move
3.6%
Puts
Pseudo strike
219.45
IV
28.0%
B/E move
3.0%

45Δ

Calls
Pseudo strike
224.63
IV
27.1%
B/E move
3.2%
Puts
Pseudo strike
221.20
IV
28.0%
B/E move
2.6%

50Δ

Calls
Pseudo strike
222.94
IV
27.2%
B/E move
2.8%
Puts
Pseudo strike
222.91
IV
27.7%
B/E move
2.3%

55Δ

Calls
Pseudo strike
221.24
IV
27.3%
B/E move
2.3%
Puts
Pseudo strike
224.62
IV
27.5%
B/E move
1.9%

60Δ

Calls
Pseudo strike
219.47
IV
27.5%
B/E move
1.9%
Puts
Pseudo strike
226.33
IV
27.3%
B/E move
1.6%

65Δ

Calls
Pseudo strike
217.47
IV
27.6%
B/E move
1.7%
Puts
Pseudo strike
228.04
IV
27.1%
B/E move
1.2%

70Δ

Calls
Pseudo strike
215.48
IV
27.7%
B/E move
1.4%
Puts
Pseudo strike
229.75
IV
26.8%
B/E move
0.9%

75Δ

Calls
Pseudo strike
213.48
IV
27.9%
B/E move
1.2%
Puts
Pseudo strike
232.97
IV
28.5%
B/E move
0.7%

80Δ

Calls
Pseudo strike
211.49
IV
28.0%
B/E move
0.9%
Puts
Pseudo strike
236.44
IV
30.5%
B/E move
0.5%

Options history

IV · four-Friday blend23.30%
Daily EOD
SPG21.8%22.6%23.4%2026-10-19: 21.98%2026-10-20: 22.25%2026-10-21: 21.88%2026-10-22: 22.44%2026-10-23: 22.72%2026-10-26: 22.58%2026-10-27: 23.30%2026-10-28: 22.50%2026-10-29: 22.78%2026-10-30: 23.30%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
21.98%
22.25%
21.88%
22.44%
22.72%
22.58%
23.30%
22.50%
22.78%
23.30%