SPG · Expected Move
Simon Property Group, Inc.
The expected move for SPG is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).
SPG straddle price & implied vol
60 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).
Current SPG Expected Move
30-Day Straddle
$11.90
7-Day Straddle
$5.40
30-Day ATM IV
22.7%
IV Rank
40%
Implied one-standard-deviation move through the next 30 days. Compare to SPG's realized
move over the same window to gauge whether options are pricing in too much (premium-selling regime)
or too little (premium-buying regime). The
Expected Move Tracker ranks every symbol by
this measure.
SPG Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261016 | $11.90 | $5.40 | 22.7% | 40% |
| 20261015 | $11.65 | $3.70 | 21.9% | 29% |
| 20261014 | $11.35 | $3.15 | 22.5% | 37% |
| 20261013 | $10.45 | $3.50 | 20.2% | 8% |
| 20261012 | $10.80 | $3.95 | 20.4% | 11% |
| 20261009 | $11.75 | $4.58 | 21.9% | 29% |
| 20261008 | $12.40 | $4.03 | 22.3% | 35% |
| 20261007 | $12.50 | $5.55 | 23.3% | 46% |
| 20261006 | $13.00 | $5.55 | 22.3% | 34% |
| 20261005 | $13.65 | $5.90 | 23.1% | 44% |
| 20261002 | $6.60 | $6.60 | 22.7% | 39% |
| 20261001 | $6.70 | $6.70 | 21.9% | 29% |
| 20260930 | $7.38 | $7.38 | 22.5% | 37% |
| 20260929 | $8.50 | $8.50 | 22.3% | 35% |
| 20260928 | $8.22 | $8.22 | 21.7% | 27% |
| 20260925 | $9.52 | $9.52 | 21.6% | 26% |
| 20260924 | $9.12 | $9.12 | 20.7% | 15% |
| 20260923 | $9.57 | $9.57 | 21.5% | 25% |
| 20260922 | $9.88 | $9.88 | 22.7% | 40% |
| 20260921 | $10.30 | $10.30 | 21.9% | 30% |
| 20260918 | $10.10 | $6.53 | 20.6% | 13% |
| 20260917 | $10.97 | $5.42 | 21.3% | 22% |
| 20260916 | $9.97 | $4.62 | 20.6% | 14% |
| 20260915 | $11.42 | $5.35 | 22.9% | 42% |
| 20260914 | $12.45 | $6.67 | 22.8% | 40% |
| 20260911 | $10.90 | $6.67 | 20.8% | 16% |
| 20260910 | $12.53 | $7.55 | 22.5% | 37% |
| 20260909 | $12.88 | $7.85 | 22.4% | 35% |
| 20260908 | $11.70 | $6.20 | 21.8% | 28% |
| 20260904 | $11.40 | $6.50 | 20.1% | 8% |
| 20260903 | $12.25 | $7.10 | 21.2% | 20% |
| 20260902 | $7.60 | $7.60 | 21.2% | 20% |
| 20260901 | $7.90 | $7.90 | 21.1% | 20% |
| 20260831 | $8.25 | $8.25 | 21.3% | 22% |
| 20260828 | $9.22 | $9.22 | 20.6% | 13% |
| 20260827 | $9.18 | $9.18 | 20.9% | 17% |
| 20260826 | $9.32 | $9.32 | 20.7% | 15% |
| 20260825 | $9.35 | $9.35 | 20.9% | 18% |
| 20260824 | $10.10 | $10.10 | 21.8% | 29% |
| 20260821 | $10.40 | $2.20 | 21.1% | 20% |
| 20260820 | $10.25 | $1.95 | 20.9% | 17% |
| 20260819 | $11.30 | $4.62 | 21.8% | 26% |
| 20260818 | $10.95 | $3.88 | 21.4% | 21% |
| 20260817 | $11.65 | $4.85 | 22.3% | 32% |
| 20260814 | $12.25 | $4.55 | 22.5% | 34% |
| 20260813 | $12.20 | $6.10 | 21.8% | 26% |
| 20260812 | $12.40 | $6.40 | 22.3% | 32% |
| 20260811 | $12.40 | $6.95 | 22.2% | 31% |
| 20260810 | $14.95 | $9.95 | 27.0% | 86% |
| 20260807 | — | — | 25.2% | 66% |
| 20260806 | $15.80 | $10.85 | 26.2% | 76% |
| 20260805 | $11.58 | $11.58 | 27.3% | 90% |
| 20260804 | $11.45 | $11.45 | 26.1% | 76% |
| 20260803 | $10.80 | $10.80 | 25.2% | 66% |
| 20260731 | $11.20 | $11.20 | 24.9% | 62% |
| 20260730 | $12.05 | $12.05 | 26.1% | 76% |
| 20260729 | $12.75 | $12.75 | 25.3% | 66% |
| 20260728 | $12.10 | $12.10 | 24.7% | 60% |
| 20260727 | $12.45 | $12.45 | 25.0% | 63% |
| 20260724 | $12.60 | $12.60 | 24.9% | 62% |
More on SPG
Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.