VICI option chain VICI Properties Inc.
Cboe delayed options data · as of 09:45 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 ±12.2% (20.32–25.98) · ATM IV 24.2% · P/C open interest 1.25
| 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 | |
| 7.70 | 8.80 | 51.2% | 0.99 | 0.0033 | 0.000 | 15 | 0 | 0.1500 | 34 | 37.9% | -0.02 | 0.0105 | -0.001 | |||
| 5.20 | 6.40 | 38.0% | 0.97 | 0.0198 | -0.000 | 17.5 | 0.0500 | 0.2000 | 553 | 29.0% | -0.07 | 0.0301 | -0.002 | |||
| 3.20 | 3.70 | 50 | 28.3% | 0.86 | 0.0739 | -0.003 | 20 | 0.2000 | 0.4500 | 203 | 23.4% | -0.19 | 0.0722 | -0.003 | ||
| 1.40 | 1.90 | 20 | 172 | 25.2% | 0.59 | 0.1306 | -0.005 | 22.5 | 1.10 | 1.25 | 62 | 828 | 23.2% | -0.43 | 0.1191 | -0.004 |
| 0.4500 | 0.6000 | 100 | 2,359 | 21.9% | 0.29 | 0.1072 | -0.004 | 25 | 2.25 | 2.90 | 5,792 | 19.6% | -0.72 | 0.1088 | -0.004 | |
| 0.1000 | 0.2000 | 14 | 3,552 | 21.8% | 0.13 | 0.0599 | -0.002 | 27.5 | 4.50 | 5.10 | 1 | 1,230 | 20.6% | -0.89 | 0.0602 | -0.002 |
| 0 | 0.1000 | 22 | 861 | 23.1% | 0.05 | 0.0300 | -0.001 | 30 | 6.60 | 7.90 | 157 | 25.1% | -0.96 | 0.0268 | -0.000 | |
| 0 | 0.1000 | 240 | 28.4% | 0.03 | 0.0152 | -0.001 | 32.5 | 9.00 | 10.30 | 272 | -0.98 | 0.0115 | 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 — Mar 19, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs