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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Simon Property Group (SPG) - NYSE Next Earnings Date: OS Estimate: Aug. 3, 2026 AC
OS Projected Window: Aug. 3, 2026 to Aug. 8, 2026
EVR: 1.5
Avg Daily Volume: 1,426,480    Market Cap: 67.0B
Sector: Financial    Short Interest: 2.2
Live Interactive Chart
Days to Next Earnings: 60 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 57
Earnings Date Pre-ER EVR IMPLIED MOVE APPROACHING EARNINGS Inside or Outside IMPL. Move
POST EARNINGS: At Market Close
Pre-ER Close Position Straddle @Trade Price Implied Move Max Move I/O Closing Move I/O Close Price Straddle @Trade Price Return
May 11, 2026 AC 1.6 $201.00 @$200.00 $13.80
($201.00)
6.9% 2.71% I 2.31% I $205.66 $12.70
( $205.66 )
-7.97%
Feb. 2, 2026 AC 1.6 $191.22 @$190.00 $8.80
($191.22)
4.63% -2.62% I -0.94% I $189.42 $7.30
( $189.42 )
-17.05%
Nov. 3, 2025 AC 1.7 $176.67 @$175.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 4, 2025 AC 1.7 $163.94 @$165.00
May 12, 2025 AC 1.7 $171.44 @$170.00
Feb. 4, 2025 AC 1.7 $173.35 @$175.00
Nov. 5, 2024 AC 1.9 $174.39 @$175.00
Aug. 5, 2024 AC 1.8 $148.05 @$150.00
May 6, 2024 AC 1.9 $144.44 @$145.00
Feb. 5, 2024 AC 1.9 $136.79 @$135.00

 
 
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