VICI option chain VICI Properties Inc.
Cboe delayed options data · as of 15:45 UTC
Each row is one strike. The left half is the call, the right half the put. Bid/ask are what buyers and sellers currently quote; volume is contracts traded this session; open interest is standing contracts. The highlighted row sits closest to the stock price.
This expiration prices a move of about ±6.4% (21.98–24.98) · ATM IV 22.7% · P/C open interest 0.92
| CALLS | Strike | PUTS | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Ask | Vol | OIThe number of option contracts currently outstanding at a strike or expiration. High open interest shows where positions are concentrated. | IV | ΔModel sensitivity of an option's price to a $1 move in the stock; also used as a rough moneyness scale (a 25-delta option is well out of the money). | Γ | Θ | Bid | Ask | Vol | OI | IV | Δ | Γ | Θ | |
| 10.40 | 11.50 | 10 | 0.99 | 0.0020 | 0.000 | 12.5 | 0 | 0.2500 | 129.7% | -0.00 | 0.0020 | -0.001 | ||||
| 7.90 | 9.10 | 1 | 0.99 | 0.0050 | -0.001 | 15 | 0 | 0.2500 | 97.1% | -0.01 | 0.0051 | -0.002 | ||||
| 5.50 | 6.40 | 1 | 0.98 | 0.0141 | -0.002 | 17.5 | 0 | 0.3000 | 71.9% | -0.02 | 0.0141 | -0.003 | ||||
| 3.00 | 3.90 | 15 | 0.94 | 0.0461 | -0.004 | 20 | 0 | 0.1000 | 2,554 | 34.8% | -0.06 | 0.0463 | -0.005 | |||
| 1.20 | 1.35 | 2 | 526 | 22.4% | 0.76 | 0.1928 | -0.008 | 22.5 | 0.2000 | 0.2500 | 76 | 2,705 | 22.9% | -0.24 | 0.1952 | -0.008 |
| 0.1000 | 0.1500 | 156 | 5,139 | 20.5% | 0.18 | 0.1793 | -0.006 | 25 | 1.50 | 1.65 | 1 | 87 | 20.3% | -0.84 | 0.1922 | -0.006 |
| 0 | 0.0500 | 123 | 28.3% | 0.05 | 0.0455 | -0.003 | 27.5 | 3.60 | 4.70 | 45.4% | -0.98 | 0.0520 | -0.003 | |||
| 0 | 0.0500 | 40.8% | 0.02 | 0.0175 | -0.002 | 30 | 6.00 | 7.20 | 57.6% | -1.00 | 0.0071 | -0.002 | ||||
| 0 | 0.2500 | 68.4% | 0.01 | 0.0086 | -0.001 | 32.5 | 8.50 | 9.70 | 71.5% | -1.00 | 0.0000 | -0.002 | ||||
| 0 | 0.0500 | 61.6% | 0.01 | 0.0050 | -0.001 | 35 | 11.00 | 12.20 | 83.9% | -1.00 | 0.0000 | -0.002 | ||||
Strikes shown: within ±50% of the underlying price. Intrinsic value = max(0, price − strike) for calls, max(0, strike − price) for puts; extrinsic = option price − intrinsic. Greeks and IV as computed by the exchange feed.
Volatility smile — Nov 20, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs