SPG Moves

Simon Property Group SPG 226.55 -1.95 -0.85%

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Expected move

November 05, 2026 close · $226.82

Horizon	Expected move	Typical range	2 in 3 closes	9 in 10 closes
Next session Earnings	±3.0% ±$6.83	$219.99 – $233.65	$218.27 – $235.37	$211.94 – $241.70
2 sessions Earnings	±3.3% ±$7.49	$219.33 – $234.31	$217.50 – $236.14	$210.58 – $243.06
3 sessions Earnings	±3.6% ±$8.12	$218.70 – $234.94	$216.82 – $236.82	$209.40 – $244.24
1 week Earnings	±3.9% ±$8.87	$217.95 – $235.69	$215.82 – $237.82	$208.20 – $245.44
2 weeks Earnings	±4.5% ±$10.30	$216.52 – $237.12	$214.10 – $239.54	$205.11 – $248.53
3 weeks Earnings	±5.1% ±$11.48	$215.34 – $238.30	$212.60 – $241.04	$202.69 – $250.95
1 month Earnings	±5.6% ±$12.72	$214.10 – $239.54	$211.01 – $242.63	$200.03 – $253.61

Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. SPG reports in 1 session; only the horizons marked Earnings include its jump. Draw the cone on the chart →

Volatility premium

Beta

The forecast is for the current session, which this plan does not open.

Earnings: priced against what happened

Average implied move

±4.36%

Average actual move

3.05%

Beyond the implied move

1 / 4

Median IV change

-23.89%

Reaction session	Implied	Actual	Used	ATM IV before → after
August 11, 2026	±4.47%	-0.46%	0.10×	—
May 12, 2026	±3.88%	+2.32%	0.60×	—
August 05, 2025	±4.54%	+3.28%	0.72×	32.2% → 24.1%
May 13, 2025	±4.55%	-6.16%	1.35×	—

Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →