SPG option chain Simon Property Group, Inc.
Cboe delayed options data · as of 15:38 UTC
Each row is one strike. The left half is the call, the right half the put. Bid/ask are what buyers and sellers currently quote; volume is contracts traded this session; open interest is standing contracts. The highlighted row sits closest to the stock price.
This expiration prices a move of about ±10.8% (187.60–232.80) · ATM IV 22.1% · P/C open interest 2.18
| CALLS | Strike | PUTS | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Ask | Vol | OIThe number of option contracts currently outstanding at a strike or expiration. High open interest shows where positions are concentrated. | IV | ΔModel sensitivity of an option's price to a $1 move in the stock; also used as a rough moneyness scale (a 25-delta option is well out of the money). | Γ | Θ | Bid | Ask | Vol | OI | IV | Δ | Γ | Θ | |
| 98.40 | 102.20 | 2 | 63.1% | 1.00 | 0.0000 | 0.000 | 110 | 0 | 0.3000 | 46 | 46.1% | -0.01 | 0.0003 | -0.004 | ||
| 93.20 | 97.20 | 54.3% | 1.00 | 0.0000 | 0.000 | 115 | 0 | 0.5500 | 88 | 46.9% | -0.01 | 0.0004 | -0.004 | |||
| 88.20 | 92.20 | 3 | 52.5% | 1.00 | 0.0000 | 0.000 | 120 | 0 | 0.5500 | 90 | 43.9% | -0.01 | 0.0005 | -0.005 | ||
| 83.20 | 87.30 | 50.2% | 1.00 | 0.0000 | 0.000 | 125 | 0 | 0.6000 | 65 | 41.5% | -0.01 | 0.0006 | -0.005 | |||
| 78.20 | 82.00 | 4 | 41.2% | 1.00 | 0.0000 | 0.000 | 130 | 0 | 0.6500 | 115 | 39.2% | -0.01 | 0.0008 | -0.006 | ||
| 73.20 | 77.40 | 2 | 42.4% | 1.00 | 0.0001 | 0.000 | 135 | 0 | 0.6500 | 272 | 36.5% | -0.02 | 0.0010 | -0.007 | ||
| 68.60 | 72.30 | 17 | 41.4% | 1.00 | 0.0005 | 0.000 | 140 | 0 | 0.7000 | 187 | 34.2% | -0.02 | 0.0012 | -0.008 | ||
| 63.20 | 67.30 | 15 | 34.0% | 0.99 | 0.0012 | 0.000 | 145 | 0 | 0.8000 | 78 | 32.3% | -0.03 | 0.0015 | -0.009 | ||
| 58.70 | 62.30 | 20 | 34.9% | 0.99 | 0.0020 | 0.000 | 150 | 0.1000 | 1.10 | 568 | 32.0% | -0.03 | 0.0019 | -0.011 | ||
| 53.70 | 57.40 | 64 | 32.1% | 0.97 | 0.0025 | 0.000 | 155 | 0.5000 | 0.8500 | 223 | 30.1% | -0.04 | 0.0024 | -0.013 | ||
| 49.20 | 51.60 | 134 | 27.1% | 0.96 | 0.0028 | 0.000 | 160 | 0.7000 | 1.20 | 327 | 29.5% | -0.06 | 0.0031 | -0.015 | ||
| 44.50 | 47.20 | 35 | 28.1% | 0.95 | 0.0034 | -0.003 | 165 | 0.9000 | 1.25 | 5 | 3,152 | 27.6% | -0.07 | 0.0039 | -0.017 | |
| 39.80 | 42.50 | 77 | 26.8% | 0.93 | 0.0044 | -0.007 | 170 | 1.25 | 1.65 | 280 | 26.8% | -0.09 | 0.0048 | -0.020 | ||
| 35.10 | 37.80 | 44 | 25.3% | 0.91 | 0.0056 | -0.011 | 175 | 1.45 | 2.75 | 328 | 26.7% | -0.11 | 0.0060 | -0.023 | ||
| 30.60 | 33.50 | 324 | 24.7% | 0.88 | 0.0070 | -0.016 | 180 | 1.50 | 3.50 | 695 | 25.1% | -0.15 | 0.0074 | -0.026 | ||
| 26.40 | 29.30 | 131 | 24.3% | 0.84 | 0.0086 | -0.021 | 185 | 2.15 | 4.70 | 299 | 24.7% | -0.19 | 0.0089 | -0.029 | ||
| 22.60 | 25.20 | 210 | 23.9% | 0.79 | 0.0102 | -0.026 | 190 | 3.90 | 4.70 | 653 | 23.7% | -0.23 | 0.0105 | -0.033 | ||
| 18.80 | 21.10 | 51 | 22.8% | 0.74 | 0.0119 | -0.031 | 195 | 5.20 | 7.50 | 5 | 222 | 24.9% | -0.29 | 0.0121 | -0.035 | |
| 15.60 | 18.20 | 1 | 236 | 23.2% | 0.67 | 0.0134 | -0.035 | 200 | 7.00 | 8.80 | 505 | 24.1% | -0.35 | 0.0135 | -0.037 | |
| 10.40 | 11.50 | 283 | 22.1% | 0.53 | 0.0151 | -0.038 | 210 | 11.00 | 12.30 | 230 | 22.1% | -0.50 | 0.0150 | -0.038 | ||
| 6.10 | 7.10 | 389 | 21.4% | 0.39 | 0.0146 | -0.037 | 220 | 16.00 | 18.50 | 227 | 21.0% | -0.64 | 0.0144 | -0.033 | ||
| 2.40 | 4.80 | 431 | 20.6% | 0.26 | 0.0123 | -0.031 | 230 | 23.20 | 26.00 | 100 | 20.9% | -0.76 | 0.0121 | -0.025 | ||
| 1.20 | 2.75 | 379 | 20.7% | 0.17 | 0.0094 | -0.024 | 240 | 31.60 | 34.50 | 40 | 21.1% | -0.86 | 0.0099 | -0.017 | ||
| 0.9500 | 1.25 | 429 | 21.1% | 0.10 | 0.0066 | -0.017 | 250 | 40.70 | 43.60 | 23 | 20.7% | -0.94 | 0.0081 | -0.011 | ||
| 0.1000 | 0.9000 | 689 | 20.7% | 0.06 | 0.0044 | -0.012 | 260 | 50.00 | 54.00 | 16 | 23.9% | -0.98 | 0.0036 | 0.000 | ||
| 0.0500 | 0.4500 | 268 | 20.9% | 0.04 | 0.0028 | -0.008 | 270 | 60.10 | 63.90 | 9 | 25.9% | -1.00 | 0.0006 | 0.000 | ||
| 0.0500 | 0.4500 | 60 | 23.3% | 0.02 | 0.0018 | -0.005 | 280 | 70.00 | 73.90 | 28.0% | -1.00 | 0.0000 | 0.000 | |||
| 0.1000 | 2.30 | 27 | 33.8% | 0.01 | 0.0011 | -0.003 | 290 | 80.10 | 83.90 | -1.00 | 0.0000 | 0.000 | ||||
| 0 | 0.3000 | 34 | 26.0% | 0.01 | 0.0007 | -0.002 | 300 | 89.90 | 93.90 | 34.0% | -1.00 | 0.0000 | 0.000 | |||
Strikes shown: within ±50% of the underlying price. Intrinsic value = max(0, price − strike) for calls, max(0, strike − price) for puts; extrinsic = option price − intrinsic. Greeks and IV as computed by the exchange feed.
Volatility smile — Jan 15, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs