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Simon Property Group, Inc. SPG

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Market datapartial · fetched 2026-10-22T22:46:00.648Z

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 · 2026-10-22T22:30:00.001138235Z

FundamentalsAlpha Vantage · unavailable

Share price$212.04
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.$1.14$4.72$8.30$11.87$15.45$193.36$202.41$211.45$220.50$229.5420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SPG spot · $212.04SPG PRICE$1.53$1.99$2.46$3.21$4.00$4.79$5.58$6.37$7.35$9.05$10.76$12.46$14.16$1.73$2.32$2.91$3.50$4.09$4.98$5.93$6.88$7.84$8.79$9.80$12.11$14.42
PutsExpensive1.10×
CallsExpensive1.06×
SkewBullish-0.57 pp
Implied moveBearish±$11.51
TiltBalanced0.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ225.3322.0%7.0%200.8724.7%6.1%
25Δ222.8322.1%6.0%203.0524.3%5.3%
30Δ220.3322.3%5.1%205.2323.9%4.6%
35Δ218.4622.5%4.5%207.4223.5%3.8%
40Δ216.7022.7%4.1%209.6023.0%3.1%
45Δ214.9322.9%3.6%211.4222.8%2.6%
50Δ213.1623.1%3.2%213.1522.6%2.3%
55Δ211.4023.3%2.7%214.8822.4%1.9%
60Δ209.5223.6%2.3%216.6122.2%1.5%
65Δ207.2224.2%2.0%218.3422.0%1.2%
70Δ204.9224.9%1.7%220.1221.8%0.8%
75Δ202.6325.6%1.4%222.8822.2%0.6%
80Δ200.3326.2%1.2%225.6522.5%0.4%

20Δ

Calls
Pseudo strike
225.33
IV
22.0%
B/E move
7.0%
Puts
Pseudo strike
200.87
IV
24.7%
B/E move
6.1%

25Δ

Calls
Pseudo strike
222.83
IV
22.1%
B/E move
6.0%
Puts
Pseudo strike
203.05
IV
24.3%
B/E move
5.3%

30Δ

Calls
Pseudo strike
220.33
IV
22.3%
B/E move
5.1%
Puts
Pseudo strike
205.23
IV
23.9%
B/E move
4.6%

35Δ

Calls
Pseudo strike
218.46
IV
22.5%
B/E move
4.5%
Puts
Pseudo strike
207.42
IV
23.5%
B/E move
3.8%

40Δ

Calls
Pseudo strike
216.70
IV
22.7%
B/E move
4.1%
Puts
Pseudo strike
209.60
IV
23.0%
B/E move
3.1%

45Δ

Calls
Pseudo strike
214.93
IV
22.9%
B/E move
3.6%
Puts
Pseudo strike
211.42
IV
22.8%
B/E move
2.6%

50Δ

Calls
Pseudo strike
213.16
IV
23.1%
B/E move
3.2%
Puts
Pseudo strike
213.15
IV
22.6%
B/E move
2.3%

55Δ

Calls
Pseudo strike
211.40
IV
23.3%
B/E move
2.7%
Puts
Pseudo strike
214.88
IV
22.4%
B/E move
1.9%

60Δ

Calls
Pseudo strike
209.52
IV
23.6%
B/E move
2.3%
Puts
Pseudo strike
216.61
IV
22.2%
B/E move
1.5%

65Δ

Calls
Pseudo strike
207.22
IV
24.2%
B/E move
2.0%
Puts
Pseudo strike
218.34
IV
22.0%
B/E move
1.2%

70Δ

Calls
Pseudo strike
204.92
IV
24.9%
B/E move
1.7%
Puts
Pseudo strike
220.12
IV
21.8%
B/E move
0.8%

75Δ

Calls
Pseudo strike
202.63
IV
25.6%
B/E move
1.4%
Puts
Pseudo strike
222.88
IV
22.2%
B/E move
0.6%

80Δ

Calls
Pseudo strike
200.33
IV
26.2%
B/E move
1.2%
Puts
Pseudo strike
225.65
IV
22.5%
B/E move
0.4%

Options history

No recorded observations