SPG option chain Simon Property Group, Inc.
Cboe delayed options data · as of 09:42 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 ±12.5% (179.84–231.04) · ATM IV 21.7% · P/C open interest 0.50
| 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 | |
| 74.40 | 78.30 | 33.4% | 0.99 | 0.0006 | -0.001 | 130 | 0.1000 | 0.8000 | 34.4% | -0.02 | 0.0011 | -0.007 | ||||
| 69.50 | 73.30 | 31.6% | 0.99 | 0.0009 | -0.002 | 135 | 0.2000 | 0.9000 | 2 | 33.1% | -0.03 | 0.0014 | -0.008 | |||
| 65.00 | 68.20 | 33.1% | 0.98 | 0.0012 | -0.004 | 140 | 0.3000 | 1.05 | 31.8% | -0.04 | 0.0018 | -0.010 | ||||
| 60.30 | 63.30 | 32.6% | 0.98 | 0.0016 | -0.006 | 145 | 0.4000 | 1.15 | 20 | 30.1% | -0.04 | 0.0022 | -0.011 | |||
| 54.80 | 58.50 | 1 | 27.6% | 0.97 | 0.0022 | -0.008 | 150 | 0.5500 | 2.40 | 2 | 32.0% | -0.06 | 0.0027 | -0.013 | ||
| 50.00 | 52.90 | 0.96 | 0.0029 | -0.011 | 155 | 0.6500 | 3.30 | 31.7% | -0.07 | 0.0033 | -0.014 | |||||
| 45.30 | 48.00 | 5 | 21.8% | 0.94 | 0.0037 | -0.013 | 160 | 0.8000 | 3.50 | 30 | 29.7% | -0.09 | 0.0040 | -0.017 | ||
| 41.30 | 43.60 | 25.5% | 0.92 | 0.0047 | -0.016 | 165 | 1.40 | 3.70 | 28.4% | -0.11 | 0.0049 | -0.019 | ||||
| 36.60 | 39.70 | 25.7% | 0.89 | 0.0058 | -0.019 | 170 | 1.25 | 4.10 | 1 | 26.0% | -0.13 | 0.0059 | -0.021 | |||
| 32.20 | 35.30 | 24.8% | 0.86 | 0.0069 | -0.022 | 175 | 2.50 | 4.70 | 9 | 25.8% | -0.16 | 0.0070 | -0.024 | |||
| 28.30 | 31.10 | 24.5% | 0.83 | 0.0082 | -0.025 | 180 | 3.60 | 4.50 | 37 | 24.0% | -0.20 | 0.0083 | -0.026 | |||
| 24.20 | 27.20 | 10 | 23.7% | 0.78 | 0.0094 | -0.027 | 185 | 3.70 | 7.00 | 1 | 23.8% | -0.24 | 0.0095 | -0.028 | ||
| 20.60 | 23.60 | 2 | 23.3% | 0.73 | 0.0107 | -0.030 | 190 | 4.80 | 7.20 | 16 | 21.9% | -0.29 | 0.0108 | -0.030 | ||
| 17.30 | 19.70 | 22.4% | 0.68 | 0.0118 | -0.032 | 195 | 6.70 | 9.00 | 1 | 21.9% | -0.35 | 0.0119 | -0.032 | |||
| 14.20 | 16.50 | 3 | 21.9% | 0.61 | 0.0127 | -0.033 | 200 | 9.50 | 10.90 | 22.2% | -0.41 | 0.0127 | -0.033 | |||
| 9.50 | 11.80 | 1 | 34 | 22.0% | 0.48 | 0.0136 | -0.033 | 210 | 13.90 | 16.00 | 21.3% | -0.54 | 0.0134 | -0.033 | ||
| 6.00 | 7.00 | 1 | 49 | 20.9% | 0.35 | 0.0128 | -0.030 | 220 | 19.80 | 22.60 | 2 | 20.9% | -0.67 | 0.0125 | -0.029 | |
| 3.10 | 4.40 | 118 | 20.3% | 0.25 | 0.0108 | -0.026 | 230 | 26.60 | 30.10 | 20.0% | -0.77 | 0.0106 | -0.024 | |||
| 1.70 | 2.65 | 1 | 6 | 20.2% | 0.17 | 0.0084 | -0.020 | 240 | 35.90 | 38.60 | 21.3% | -0.85 | 0.0084 | -0.018 | ||
| 0.9500 | 1.95 | 12 | 21.1% | 0.11 | 0.0062 | -0.015 | 250 | 44.30 | 47.50 | 19.9% | -0.91 | 0.0061 | -0.013 | |||
| 0.2000 | 1.05 | 20.0% | 0.07 | 0.0044 | -0.011 | 260 | 53.70 | 57.40 | 21.0% | -0.95 | 0.0041 | -0.008 | ||||
| 0.1000 | 0.7500 | 21.0% | 0.04 | 0.0030 | -0.008 | 270 | 63.60 | 66.70 | 19.5% | -0.97 | 0.0025 | -0.004 | ||||
| 0 | 2.40 | 28.3% | 0.03 | 0.0020 | -0.005 | 280 | 73.00 | 77.00 | -0.99 | 0.0014 | -0.001 | |||||
| 0 | 0.5000 | 23.3% | 0.02 | 0.0014 | -0.004 | 290 | 83.00 | 86.90 | 20.0% | -0.99 | 0.0008 | 0.000 | ||||
| 0 | 0.4500 | 24.8% | 0.01 | 0.0009 | -0.003 | 300 | 93.30 | 96.40 | -1.00 | 0.0004 | 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 — Apr 16, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs