SPG option chain Simon Property Group, Inc.
Cboe delayed options data · as of 12:41 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 ±8.3% (188.49–222.39) · ATM IV 19.7% · P/C open interest 2.24
| 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 | |
| 99.60 | 102.60 | 65.5% | 1.00 | 0.0000 | -0.001 | 105 | 0 | 1.75 | 23 | 76.5% | -0.00 | 0.0001 | -0.002 | |||
| 94.10 | 98.00 | 2 | 55.7% | 1.00 | 0.0001 | -0.001 | 110 | 0 | 0.2500 | 46 | 53.3% | -0.00 | 0.0002 | -0.002 | ||
| 89.70 | 92.70 | 59.0% | 1.00 | 0.0001 | -0.001 | 115 | 0 | 0.3500 | 88 | 52.1% | -0.00 | 0.0002 | -0.002 | |||
| 84.10 | 88.10 | 3 | 47.2% | 1.00 | 0.0001 | -0.001 | 120 | 0 | 0.4000 | 90 | 49.5% | -0.00 | 0.0003 | -0.003 | ||
| 79.80 | 82.80 | 52.6% | 1.00 | 0.0001 | -0.001 | 125 | 0 | 0.4000 | 65 | 46.1% | -0.01 | 0.0004 | -0.003 | |||
| 74.20 | 78.20 | 1 | 43.5% | 1.00 | 0.0002 | -0.002 | 130 | 0 | 0.4500 | 117 | 43.6% | -0.01 | 0.0005 | -0.004 | ||
| 69.30 | 73.20 | 41.2% | 1.00 | 0.0003 | -0.002 | 135 | 0 | 1.30 | 271 | 48.2% | -0.01 | 0.0006 | -0.005 | |||
| 64.30 | 68.20 | 36.4% | 0.99 | 0.0004 | -0.003 | 140 | 0 | 1.50 | 182 | 45.8% | -0.01 | 0.0008 | -0.006 | |||
| 59.90 | 63.00 | 1 | 39.3% | 0.99 | 0.0006 | -0.004 | 145 | 0 | 0.7000 | 77 | 36.7% | -0.02 | 0.0011 | -0.007 | ||
| 54.50 | 58.40 | 35.3% | 0.99 | 0.0009 | -0.005 | 150 | 0 | 0.5500 | 562 | 32.3% | -0.02 | 0.0015 | -0.008 | |||
| 50.10 | 53.10 | 34.4% | 0.99 | 0.0013 | -0.006 | 155 | 0 | 0.7500 | 223 | 31.0% | -0.03 | 0.0020 | -0.010 | |||
| 44.70 | 48.60 | 36 | 31.5% | 0.98 | 0.0019 | -0.009 | 160 | 0.1000 | 0.6500 | 327 | 28.0% | -0.04 | 0.0027 | -0.013 | ||
| 39.80 | 42.30 | 35 | 0.97 | 0.0028 | -0.012 | 165 | 0.2000 | 0.8000 | 3,156 | 26.5% | -0.05 | 0.0037 | -0.015 | |||
| 34.90 | 37.50 | 69 | 0.96 | 0.0040 | -0.015 | 170 | 0.4500 | 1.05 | 279 | 25.7% | -0.07 | 0.0049 | -0.019 | |||
| 30.90 | 32.80 | 1 | 37 | 23.3% | 0.93 | 0.0057 | -0.020 | 175 | 0.6000 | 1.50 | 3 | 332 | 24.5% | -0.09 | 0.0066 | -0.023 |
| 25.80 | 28.20 | 320 | 21.1% | 0.90 | 0.0079 | -0.025 | 180 | 0.8000 | 1.75 | 722 | 22.4% | -0.13 | 0.0086 | -0.028 | ||
| 21.40 | 23.80 | 132 | 21.3% | 0.86 | 0.0106 | -0.032 | 185 | 1.85 | 2.50 | 3 | 461 | 22.7% | -0.17 | 0.0110 | -0.033 | |
| 17.30 | 19.70 | 209 | 21.3% | 0.80 | 0.0136 | -0.038 | 190 | 1.95 | 3.60 | 4 | 803 | 20.9% | -0.23 | 0.0137 | -0.038 | |
| 13.20 | 16.70 | 62 | 21.7% | 0.73 | 0.0166 | -0.043 | 195 | 3.00 | 5.10 | 281 | 20.4% | -0.30 | 0.0163 | -0.043 | ||
| 10.40 | 12.20 | 2 | 261 | 20.5% | 0.64 | 0.0190 | -0.047 | 200 | 4.20 | 6.60 | 7 | 276 | 19.0% | -0.39 | 0.0185 | -0.046 |
| 4.90 | 6.60 | 8 | 487 | 19.1% | 0.44 | 0.0202 | -0.046 | 210 | 10.50 | 11.90 | 236 | 20.4% | -0.59 | 0.0197 | -0.045 | |
| 2.50 | 3.60 | 2 | 411 | 20.1% | 0.26 | 0.0165 | -0.037 | 220 | 16.90 | 19.50 | 226 | 20.3% | -0.76 | 0.0161 | -0.036 | |
| 1.00 | 1.55 | 2 | 445 | 19.6% | 0.14 | 0.0110 | -0.025 | 230 | 25.60 | 28.20 | 105 | 21.7% | -0.88 | 0.0105 | -0.024 | |
| 0.5000 | 0.6500 | 344 | 20.2% | 0.07 | 0.0065 | -0.015 | 240 | 34.90 | 37.60 | 39 | 23.4% | -0.94 | 0.0059 | -0.014 | ||
| 0.1000 | 0.3500 | 1 | 374 | 20.4% | 0.03 | 0.0036 | -0.009 | 250 | 43.50 | 46.70 | 1 | -0.97 | 0.0030 | -0.007 | ||
| 0 | 0.4500 | 688 | 23.7% | 0.02 | 0.0019 | -0.005 | 260 | 54.50 | 56.60 | 25.6% | -0.99 | 0.0014 | -0.004 | |||
| 0 | 0.4000 | 270 | 26.3% | 0.01 | 0.0010 | -0.003 | 270 | 63.50 | 66.50 | -0.99 | 0.0006 | -0.002 | ||||
| 0 | 0.3500 | 60 | 28.6% | 0.00 | 0.0005 | -0.001 | 280 | 73.00 | 76.40 | -1.00 | 0.0003 | -0.001 | ||||
| 0 | 0.3500 | 27 | 31.3% | 0.00 | 0.0003 | -0.001 | 290 | 83.40 | 86.30 | -1.00 | 0.0001 | -0.000 | ||||
| 0 | 2.15 | 34 | 45.5% | 0.00 | 0.0001 | -0.000 | 300 | 92.90 | 96.80 | -1.00 | 0.0001 | -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