VICI option chain VICI Properties Inc.
Cboe delayed options data · as of 09:39 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 ±10.1% (23.09–28.29) · ATM IV 20.6% · P/C open interest 0.57
| 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 | 5 | 1.00 | 0.0000 | 0.000 | 15 | 0 | 0.0500 | 14 | 39.4% | -0.01 | 0.0059 | -0.001 | |||
| 7.60 | 8.70 | 1 | 1.00 | 0.0003 | 0.000 | 17.5 | 0 | 0.1000 | 287 | 32.1% | -0.03 | 0.0142 | -0.001 | |||
| 5.00 | 6.30 | 24 | 0.99 | 0.0116 | 0.000 | 20 | 0.1000 | 0.2000 | 301 | 27.6% | -0.08 | 0.0348 | -0.002 | |||
| 3.10 | 3.40 | 3 | 64 | 22.7% | 0.90 | 0.0932 | -0.003 | 22.5 | 0.3500 | 0.4000 | 3 | 704 | 22.2% | -0.20 | 0.0824 | -0.003 |
| 1.30 | 1.60 | 8 | 467 | 21.4% | 0.59 | 0.1451 | -0.004 | 25 | 1.10 | 1.20 | 9 | 1,581 | 19.8% | -0.47 | 0.1387 | -0.004 |
| 0.3500 | 0.5000 | 20 | 1,286 | 19.6% | 0.26 | 0.1160 | -0.004 | 27.5 | 2.45 | 2.85 | 1 | 1,552 | 16.0% | -0.77 | 0.1055 | -0.003 |
| 0.0500 | 0.1500 | 19 | 2,268 | 20.6% | 0.11 | 0.0576 | -0.002 | 30 | 4.50 | 5.50 | 1,635 | 20.1% | -0.91 | 0.0518 | -0.001 | |
| 0 | 0.1000 | 3,024 | 22.9% | 0.05 | 0.0281 | -0.001 | 32.5 | 7.00 | 8.10 | 178 | 30.5% | -0.96 | 0.0250 | 0.000 | ||
| 0 | 0.2000 | 3,927 | 31.8% | 0.03 | 0.0149 | -0.001 | 35 | 9.20 | 10.60 | 144 | 29.5% | -0.98 | 0.0130 | 0.000 | ||
| 0 | 0.2500 | 148 | 38.5% | 0.01 | 0.0085 | -0.001 | 37.5 | 11.40 | 13.00 | 100 | -0.99 | 0.0073 | 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 — Jan 15, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs