VICI option chain VICI Properties Inc.
Cboe delayed options data · as of 12:41 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 ±8.9% (23.41–27.96) · ATM IV 19.0% · P/C open interest 0.73
| 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 | |
| 10.10 | 11.20 | 2 | 1.00 | 0.0002 | 0.000 | 15 | 0 | 0.1000 | 301 | 49.4% | -0.01 | 0.0057 | -0.001 | |||
| 7.60 | 8.70 | 1.00 | 0.0038 | 0.000 | 17.5 | 0 | 0.3500 | 1 | 46.8% | -0.03 | 0.0133 | -0.002 | ||||
| 5.10 | 6.30 | 29.0% | 0.97 | 0.0254 | 0.000 | 20 | 0 | 0.2500 | 53 | 30.0% | -0.07 | 0.0323 | -0.002 | |||
| 3.10 | 3.70 | 125 | 25.5% | 0.88 | 0.0710 | -0.002 | 22.5 | 0.2000 | 0.3000 | 5 | 230 | 21.9% | -0.17 | 0.0812 | -0.004 | |
| 1.20 | 1.50 | 21 | 1,979 | 18.9% | 0.63 | 0.1570 | -0.004 | 25 | 0.8500 | 1.00 | 215 | 7,047 | 19.1% | -0.45 | 0.1616 | -0.004 |
| 0.2000 | 0.4000 | 346 | 4,273 | 18.3% | 0.25 | 0.1332 | -0.004 | 27.5 | 2.30 | 2.75 | 245 | 2,257 | 18.1% | -0.80 | 0.1165 | -0.002 |
| 0.0500 | 0.1500 | 6 | 7,490 | 20.6% | 0.09 | 0.0580 | -0.002 | 30 | 4.00 | 5.30 | 276 | -0.94 | 0.0501 | -0.000 | ||
| 0 | 0.1500 | 221 | 22.1% | 0.04 | 0.0253 | -0.001 | 32.5 | 6.50 | 7.60 | 110 | -0.99 | 0.0183 | 0.000 | |||
| 0 | 0.1500 | 73 | 27.6% | 0.02 | 0.0125 | -0.001 | 35 | 8.90 | 10.50 | 4 | -1.00 | 0.0037 | 0.000 | |||
| 0 | 0.1000 | 1 | 36.1% | 0.01 | 0.0068 | -0.001 | 37.5 | 11.40 | 13.00 | -1.00 | 0.0006 | 0.000 | ||||
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 — Dec 18, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
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