VICI option chain VICI Properties Inc.
Cboe delayed options data · as of 18:39 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 ±12.2% (22.49–28.74) · ATM IV 21.3% · P/C open interest 0.60
| 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 | |
| 10.00 | 11.20 | 1.00 | 0.0000 | 0.000 | 15 | 0 | 0.2000 | 41.1% | -0.03 | 0.0090 | -0.001 | |||||
| 7.50 | 8.70 | 1.00 | 0.0021 | -0.000 | 17.5 | 0.0500 | 0.2500 | 137 | 33.2% | -0.06 | 0.0188 | -0.002 | ||||
| 5.00 | 6.20 | 8 | 0.97 | 0.0351 | -0.002 | 20 | 0.0500 | 0.4500 | 127 | 26.5% | -0.12 | 0.0384 | -0.003 | |||
| 2.70 | 3.90 | 3 | 23.2% | 0.81 | 0.0956 | -0.005 | 22.5 | 0.4000 | 0.9000 | 3 | 105 | 23.7% | -0.24 | 0.0723 | -0.004 | |
| 1.40 | 1.95 | 140 | 22.0% | 0.56 | 0.1055 | -0.004 | 25 | 1.20 | 1.70 | 708 | 20.6% | -0.47 | 0.1052 | -0.004 | ||
| 0.5000 | 0.8500 | 3,395 | 20.7% | 0.31 | 0.0933 | -0.004 | 27.5 | 3.00 | 3.20 | 1,212 | 21.1% | -0.71 | 0.0946 | -0.004 | ||
| 0.1000 | 0.4500 | 562 | 21.4% | 0.16 | 0.0604 | -0.003 | 30 | 4.70 | 5.90 | 134 | 24.1% | -0.86 | 0.0586 | -0.002 | ||
| 0 | 0.2500 | 242 | 22.8% | 0.09 | 0.0362 | -0.002 | 32.5 | 6.90 | 8.30 | 202 | 25.1% | -0.93 | 0.0325 | -0.002 | ||
| 0 | 0.3500 | 14 | 29.6% | 0.05 | 0.0220 | -0.001 | 35 | 9.30 | 10.80 | 29.2% | -0.96 | 0.0182 | -0.001 | |||
| 0 | 0.3000 | 2 | 33.1% | 0.03 | 0.0140 | -0.001 | 37.5 | 11.60 | 13.20 | -0.98 | 0.0106 | -0.001 | ||||
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.
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