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 ±4.0% (24.66–26.71) · ATM IV 15.9% · P/C open interest 0.40
| 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 | |
| 10.20 | 10.80 | 1 | 1.00 | 0.0001 | 0.000 | 15 | 0 | 0.0500 | -0.00 | 0.0004 | -0.000 | |||||
| 7.70 | 8.60 | 1.00 | 0.0006 | 0.000 | 17.5 | 0 | 0.1000 | 10 | 94.3% | -0.00 | 0.0017 | -0.001 | ||||
| 5.20 | 5.90 | 12 | 1.00 | 0.0029 | 0.000 | 20 | 0 | 0.2500 | 11 | 78.0% | -0.01 | 0.0076 | -0.001 | |||
| 2.95 | 3.40 | 10 | 7 | 0.99 | 0.0219 | -0.001 | 22.5 | 0 | 0.0500 | 166 | 31.6% | -0.04 | 0.0488 | -0.004 | ||
| 0.6500 | 0.9000 | 168 | 2,279 | 14.4% | 0.79 | 0.3113 | -0.009 | 25 | 0.2000 | 0.3000 | 340 | 5,733 | 17.4% | -0.39 | 0.3916 | -0.012 |
| 0 | 0.0500 | 80 | 12.2K | 21.4% | 0.07 | 0.1170 | -0.005 | 27.5 | 2.15 | 2.40 | 68 | 2,032 | 25.1% | -0.96 | 0.0689 | -0.003 |
| 0 | 0.0500 | 17 | 4,874 | 41.0% | 0.01 | 0.0126 | -0.001 | 30 | 4.50 | 5.10 | 4 | 279 | 50.0% | -1.00 | 0.0083 | -0.000 |
| 0 | 0.0500 | 1 | 948 | 57.4% | 0.00 | 0.0025 | -0.000 | 32.5 | 7.00 | 8.00 | 69 | 94.0% | -1.00 | 0.0018 | 0.000 | |
| 0 | 0.0500 | 230 | 71.7% | 0.00 | 0.0007 | -0.000 | 35 | 9.10 | 10.60 | 9 | 94.2% | -1.00 | 0.0006 | 0.000 | ||
| 0 | 0.2500 | 109.4% | 0.00 | 0.0003 | 0.000 | 37.5 | 11.60 | 13.00 | 100.0% | -1.00 | 0.0002 | 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 — Sep 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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