← Back to Stock / ETF implied volatility screenerSPG - Simon Property Group
SPG - Simon Property Group
Implied Volatility Analysis
Implied Volatility:
38.9%
38.9%
Put/Call-Ratio:
2.06
2.06
Simon Property Group has an Implied Volatility (IV) of 38.9% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for SPG is 51 and the Implied Volatility Percentile (IVP) is 67. The current Implied Volatility Index for SPG is 0.41 standard deviations away from its 1 year mean.
| Market Cap | $40.56B |
|---|---|
| Dividend Yield | 5.43% ($6.74) |
| Next Earnings Date | 5/8/2023 (49d) |
| Implied Volatility (IV) 30d | 38.92 |
| Implied Volatility Rank (IVR) 1y | 50.69 |
| Implied Volatility Percentile (IVP) 1y | 66.67 |
| Historical Volatility (HV) 30d | 28.21 |
| IV / HV | 1.38 |
| Open Interest | 97.90K |
| Option Volume | 8.60K |
| Put/Call Ratio (Volume) | 2.06 |
Data was calculated after the 3/17/2023 closing.
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