SPG (Simon Property Group, Inc.)

Historical IV Rank & Volatility Regime

IV Rank measures where SPG's current 30-day implied volatility sits in its trailing 90-day distribution (0% = lowest in 90 days, 100% = highest). It's the most reliable signal for whether options on SPG are priced rich or cheap relative to its own recent regime.

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.

SPG IV Rank Summary
Current
24%
Compressed — premium buying regime
30-Day Avg
33%
60-Day Avg
35%
90-Day Avg
34%
90-Day Low
0%
90-Day High
100%
IV Rank is bounded 0%–100% by construction. Sustained levels above 75% historically precede mean reversion in SPG's implied vol; sustained sub-25% readings often coincide with low-realized regimes ahead of catalyst events. See the Vol Arb Screener for symbols where current IV rank diverges most from realized volatility.
SPG IV Rank — Last 90 Trading Days
DateIV RankAvg IV
20260716 24% 0.5%
20260715 17% 0.4%
20260714 19% 0.5%
20260713 16% 0.4%
20260710 13% 0.4%
20260709 20% 0.5%
20260708 19% 0.5%
20260707 22% 0.5%
20260706 15% 0.4%
20260702 52% 0.7%
20260701 64% 0.8%
20260630 80% 0.9%
20260629 57% 0.7%
20260626 53% 0.7%
20260625 48% 0.6%
20260624 41% 0.6%
20260623 34% 0.6%
20260622 39% 0.6%
20260618 44% 0.6%
20260617 34% 0.5%
20260616 37% 0.6%
20260615 33% 0.5%
20260613 37% 0.6%
20260612 31% 0.5%
20260611 31% 0.5%
20260610 34% 0.6%
20260609 37% 0.6%
20260608 19% 0.5%
20260605 17% 0.4%
20260604 13% 0.4%
20260603 23% 0.5%
20260602 100% 1.0%
20260601 100% 0.9%
20260529 74% 0.7%
20260528 95% 0.9%
20260527 89% 0.8%
20260526 80% 0.8%
20260510 62% 0.7%
20260508 47% 0.7%
20260507 41% 0.6%
20260506 41% 0.6%
20260505 40% 0.6%
20260504 34% 0.6%
20260502 31% 0.6%
20260501 25% 0.5%
20260430 22% 0.5%
20260429 23% 0.5%
20260428 20% 0.5%
20260427 23% 0.5%
20260424 14% 0.4%
20260423 14% 0.4%
20260422 22% 0.5%
20260421 25% 0.5%
20260420 17% 0.5%
20260417 14% 0.4%
20260416 13% 0.4%
20260415 15% 0.4%
20260414 9% 0.4%
20260413 2% 0.3%
20260410 0% 0.3%
20260409 8% 0.4%
20260408 8% 0.4%
20260407 5% 0.4%
20260406 4% 0.4%
20260402 2% 0.3%
20260401 51% 0.7%
20260331 54% 0.8%
20260330 51% 0.7%
20260327 33% 0.6%
20260326 36% 0.6%
20260325 41% 0.7%
20260324 39% 0.6%
20260323 44% 0.7%
20260320 23% 0.5%
20260319 34% 0.6%
20260318 42% 0.7%
20260317 36% 0.6%
20260316 37% 0.6%
20260313 27% 0.5%
20260312 25% 0.5%
20260311 26% 0.5%
20260310 29% 0.6%
20260309 19% 0.5%
20260308 17% 0.5%
20260306 15% 0.4%
20260305 27% 0.5%
20260304 71% 0.9%
20260303 70% 0.9%
20260302 55% 0.8%
20260227 59% 0.8%