VICI option chain VICI Properties Inc.
Cboe delayed options data · as of 22:05 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 ±5.5% (21.86–24.41) · ATM IV 21.1% · P/C open interest 0.91
| 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 | 11 | 1.00 | 0.0004 | 0.000 | 12.5 | 0 | 0.2500 | 125.8% | -0.00 | 0.0004 | -0.000 | ||||
| 7.80 | 8.60 | 1 | 73.0% | 1.00 | 0.0018 | 0.000 | 15 | 0 | 0.2500 | 93.4% | -0.00 | 0.0018 | -0.000 | |||
| 5.30 | 6.10 | 1 | 46.8% | 0.99 | 0.0083 | -0.000 | 17.5 | 0 | 0.3000 | 68.3% | -0.01 | 0.0084 | -0.001 | |||
| 3.10 | 3.40 | 2 | 15 | 33.3% | 0.95 | 0.0458 | -0.003 | 20 | 0 | 0.1500 | 29 | 2,573 | 31.9% | -0.05 | 0.0461 | -0.003 |
| 0.9000 | 1.05 | 142 | 465 | 20.7% | 0.69 | 0.2359 | -0.008 | 22.5 | 0.2500 | 0.3500 | 154 | 2,580 | 21.6% | -0.31 | 0.2397 | -0.008 |
| 0.0500 | 0.1000 | 257 | 5,148 | 20.3% | 0.13 | 0.1423 | -0.005 | 25 | 1.85 | 2.10 | 3 | 88 | 25.7% | -0.89 | 0.1578 | -0.005 |
| 0 | 0.0500 | 1 | 122 | 30.3% | 0.02 | 0.0272 | -0.002 | 27.5 | 3.80 | 4.90 | -1.00 | 0.0000 | -0.002 | |||
| 0 | 0.0500 | 42.5% | 0.01 | 0.0072 | -0.001 | 30 | 6.30 | 7.40 | -1.00 | 0.0000 | -0.002 | |||||
| 0 | 0.2500 | 70.2% | 0.00 | 0.0025 | -0.000 | 32.5 | 8.80 | 9.90 | -1.00 | 0.0000 | -0.002 | |||||
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 — Nov 20, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs