IntraAlpha
Create free account Start free

Simon Property Group, Inc. SPG

i

Market datapartial · fetched 2026-10-22T22:02:48.206Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T20:58:30.51632513Z

FundamentalsAlpha Vantage · unavailable

Share price$211.64
1D+2.6%
AH$206$207$209$211$2135:30 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.$1.09$5.38$9.66$13.95$18.23$193.33$202.46$211.59$220.72$229.8520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SPG spot · $211.64SPG PRICE$1.55$2.03$2.51$3.32$4.13$4.94$5.76$6.57$7.84$9.61$11.38$13.15$15.53$1.69$2.27$2.84$3.41$3.98$4.76$5.67$6.58$7.48$8.39$9.29$12.28$17.00
PutsExpensive1.08×
CallsExpensive1.12×
SkewBullish-2.30 pp
Implied moveBalanced±$11.43
TiltBalanced1.5% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ225.1722.5%7.1%200.7124.2%6.0%
25Δ222.6222.7%6.1%202.8423.8%5.2%
30Δ220.0722.9%5.2%204.9623.3%4.5%
35Δ218.2323.1%4.7%207.0822.9%3.8%
40Δ216.4123.4%4.2%209.2022.4%3.0%
45Δ214.5923.7%3.7%211.0322.1%2.5%
50Δ212.7824.0%3.3%212.6721.8%2.2%
55Δ210.9624.3%2.8%214.3221.5%1.8%
60Δ208.8724.9%2.4%215.9621.2%1.5%
65Δ206.4825.8%2.1%217.6120.8%1.1%
70Δ204.0926.7%1.8%219.2620.5%0.8%
75Δ201.6927.6%1.5%222.7921.8%0.5%
80Δ198.7329.0%1.2%227.8724.2%0.4%

20Δ

Calls
Pseudo strike
225.17
IV
22.5%
B/E move
7.1%
Puts
Pseudo strike
200.71
IV
24.2%
B/E move
6.0%

25Δ

Calls
Pseudo strike
222.62
IV
22.7%
B/E move
6.1%
Puts
Pseudo strike
202.84
IV
23.8%
B/E move
5.2%

30Δ

Calls
Pseudo strike
220.07
IV
22.9%
B/E move
5.2%
Puts
Pseudo strike
204.96
IV
23.3%
B/E move
4.5%

35Δ

Calls
Pseudo strike
218.23
IV
23.1%
B/E move
4.7%
Puts
Pseudo strike
207.08
IV
22.9%
B/E move
3.8%

40Δ

Calls
Pseudo strike
216.41
IV
23.4%
B/E move
4.2%
Puts
Pseudo strike
209.20
IV
22.4%
B/E move
3.0%

45Δ

Calls
Pseudo strike
214.59
IV
23.7%
B/E move
3.7%
Puts
Pseudo strike
211.03
IV
22.1%
B/E move
2.5%

50Δ

Calls
Pseudo strike
212.78
IV
24.0%
B/E move
3.3%
Puts
Pseudo strike
212.67
IV
21.8%
B/E move
2.2%

55Δ

Calls
Pseudo strike
210.96
IV
24.3%
B/E move
2.8%
Puts
Pseudo strike
214.32
IV
21.5%
B/E move
1.8%

60Δ

Calls
Pseudo strike
208.87
IV
24.9%
B/E move
2.4%
Puts
Pseudo strike
215.96
IV
21.2%
B/E move
1.5%

65Δ

Calls
Pseudo strike
206.48
IV
25.8%
B/E move
2.1%
Puts
Pseudo strike
217.61
IV
20.8%
B/E move
1.1%

70Δ

Calls
Pseudo strike
204.09
IV
26.7%
B/E move
1.8%
Puts
Pseudo strike
219.26
IV
20.5%
B/E move
0.8%

75Δ

Calls
Pseudo strike
201.69
IV
27.6%
B/E move
1.5%
Puts
Pseudo strike
222.79
IV
21.8%
B/E move
0.5%

80Δ

Calls
Pseudo strike
198.73
IV
29.0%
B/E move
1.2%
Puts
Pseudo strike
227.87
IV
24.2%
B/E move
0.4%

Options history

No recorded observations