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Simon Property Group, Inc. SPG

REAL ESTATE · REIT - RETAIL
i

Market dataready · fetched 2026-11-12T01:11:56.779Z

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 · 2026-11-12T00:00:00.001596817Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T01:03:28.194901+00:00

Share price$234.75
1D+0.2%
AH$233.37$233.89$234.42$234.94$235.465:30 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.$0.68$4.00$7.32$10.65$13.97$208.08$221.76$235.45$249.13$262.8120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SPG spot · $234.75SPG PRICE$1.04$1.32$1.68$2.36$3.03$3.70$4.37$5.04$5.71$6.38$7.20$9.61$12.03$1.09$1.38$1.75$2.20$2.65$3.11$3.56$4.01$4.47$4.92$5.38$5.83$13.01
PutsCheap0.38×
CallsCheap0.42×
SkewBullish-4.33 pp
Implied moveBullish±$7.93
TiltBullish8.6% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ244.1024.8%4.4%226.2025.9%4.1%
25Δ241.8224.1%3.6%228.6224.7%3.2%
30Δ239.7523.7%2.8%230.4523.7%2.6%
35Δ238.5224.2%2.6%231.4823.1%2.3%
40Δ237.2924.7%2.4%232.5122.6%2.1%
45Δ236.0625.2%2.1%233.5422.0%1.8%
50Δ234.8325.7%1.9%234.5721.4%1.6%
55Δ233.5926.2%1.7%235.6020.9%1.3%
60Δ232.3626.8%1.4%236.6320.3%1.1%
65Δ231.1327.3%1.2%237.6619.7%0.9%
70Δ229.7728.0%0.9%238.6919.1%0.6%
75Δ227.0330.5%0.8%239.7318.6%0.4%
80Δ224.2933.0%0.7%247.1925.7%0.2%

20Δ

Calls
Pseudo strike
244.10
IV
24.8%
B/E move
4.4%
Puts
Pseudo strike
226.20
IV
25.9%
B/E move
4.1%

25Δ

Calls
Pseudo strike
241.82
IV
24.1%
B/E move
3.6%
Puts
Pseudo strike
228.62
IV
24.7%
B/E move
3.2%

30Δ

Calls
Pseudo strike
239.75
IV
23.7%
B/E move
2.8%
Puts
Pseudo strike
230.45
IV
23.7%
B/E move
2.6%

35Δ

Calls
Pseudo strike
238.52
IV
24.2%
B/E move
2.6%
Puts
Pseudo strike
231.48
IV
23.1%
B/E move
2.3%

40Δ

Calls
Pseudo strike
237.29
IV
24.7%
B/E move
2.4%
Puts
Pseudo strike
232.51
IV
22.6%
B/E move
2.1%

45Δ

Calls
Pseudo strike
236.06
IV
25.2%
B/E move
2.1%
Puts
Pseudo strike
233.54
IV
22.0%
B/E move
1.8%

50Δ

Calls
Pseudo strike
234.83
IV
25.7%
B/E move
1.9%
Puts
Pseudo strike
234.57
IV
21.4%
B/E move
1.6%

55Δ

Calls
Pseudo strike
233.59
IV
26.2%
B/E move
1.7%
Puts
Pseudo strike
235.60
IV
20.9%
B/E move
1.3%

60Δ

Calls
Pseudo strike
232.36
IV
26.8%
B/E move
1.4%
Puts
Pseudo strike
236.63
IV
20.3%
B/E move
1.1%

65Δ

Calls
Pseudo strike
231.13
IV
27.3%
B/E move
1.2%
Puts
Pseudo strike
237.66
IV
19.7%
B/E move
0.9%

70Δ

Calls
Pseudo strike
229.77
IV
28.0%
B/E move
0.9%
Puts
Pseudo strike
238.69
IV
19.1%
B/E move
0.6%

75Δ

Calls
Pseudo strike
227.03
IV
30.5%
B/E move
0.8%
Puts
Pseudo strike
239.73
IV
18.6%
B/E move
0.4%

80Δ

Calls
Pseudo strike
224.29
IV
33.0%
B/E move
0.7%
Puts
Pseudo strike
247.19
IV
25.7%
B/E move
0.2%

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%