Simon Property Group, Inc. (SPG) Options History
Historical options analytics archive for SPG with monthly max pain, implied volatility, gamma exposure, and put/call data.
234 months of complete options data available.
SPG monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for SPG. Volatility and put/call columns are averages across trading days within the month; max pain, net GEX, and net DEX are the end-of-month values (last trading day of the month).
| Month | Days | Avg ATM IV | Avg IV Rank | End Max Pain | End Net GEX | End Net DEX | Avg P/C |
|---|---|---|---|---|---|---|---|
| 2026-06 | 20 | 21.6% | 18.3% | $210.00 | $6.3M | -$202.7M | 1.06 |
| 2026-05 | 20 | 26.6% | 29.9% | $195.00 | $3.4M | -$120.5M | 1.66 |
| 2026-04 | 21 | 26.5% | 24.7% | $195.00 | $2.1M | -$97.2M | 1.91 |
| 2026-03 | 22 | 24.9% | 16.3% | $185.00 | $296.1K | -$18.8M | 1.54 |
| 2026-02 | 19 | 22.0% | 10.8% | $180.00 | $10.0M | -$203.8M | 0.63 |
| 2026-01 | 20 | 21.6% | 10.0% | $180.00 | $6.3M | -$112.6M | 1.38 |
This archive aggregates SPG's daily end-of-day options snapshots into monthly summaries, spanning 2007-01 through 2026-06. Each month rolls up the underlying snapshot archive, which provides continuous end-of-day coverage from 2007 to present: implied-volatility levels, IV rank, and the put/call ratio are time-averaged across the month; total call and put volume are summed; and dealer positioning (net gamma and delta exposure) and the max-pain strike are taken at the month's final trading day. The result is a long-horizon view of how SPG option pricing, volatility regime, and dealer hedging pressure evolved month over month, useful for backtesting strategy assumptions and for studying volatility-regime shifts around earnings and macro events. The most recent aggregated month (2026-06) shows an average ATM implied volatility near 21.6%, a month-end max-pain strike around $210.00, an average put/call ratio of 1.06.
2026
Jan | Feb | Mar | Apr | May | Jun
2025
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2024
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2023
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2022
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2021
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2020
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2019
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2018
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2017
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2016
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2015
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2014
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2013
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2012
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2011
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2010
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2009
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2008
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2007
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Frequently asked SPG history questions
- How much options history is available for SPG?
- This archive holds 234 months of SPG options analytics, spanning 2007-01 through 2026-06. Each entry is a monthly rollup of SPG's daily end-of-day options snapshot record, which provides continuous coverage from 2007 to present. Use the year-grouped links on this page to jump to any specific month within the SPG archive.
- What data does each monthly SPG aggregate contain?
- Every monthly row summarizes that month of SPG option activity: time-averaged ATM implied volatility and IV rank, the month-end max-pain strike, end-of-month net dealer gamma (GEX) and delta (DEX) exposure, the average put/call ratio, and total call and put volume. For example, 2026-06 recorded an average ATM implied volatility near 21.6%, an average IV rank of 18.3%, a month-end max-pain strike around $210.00, an average put/call ratio of 1.06.
- How is the SPG options-history archive built and how often does it update?
- The archive is derived from SPG's daily end-of-day options snapshots, which capture spot, the full listed chain, implied volatility, and dealer-positioning exposures each trading day. Those daily records are rolled up into the monthly summaries shown here and refreshed as new end-of-day data lands. Traders use the long-horizon view to backtest strategy assumptions, study how SPG's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.