VICI volatilidad VICI Properties Inc.
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.17.6%
HV20How much the stock actually moved, measured from daily closing prices over a past window (annualized). Compare with implied volatility to see what the options market priced versus what happened.17.0%
HV6023.3%
Diferencial IV − HV20
+0.5pt
Percentil en el universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
7
Percentil en historial propioWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
3/60 días registrados
Cboe delayed options data · a fecha de 09:39 UTC · Cómo se calculan estos datos
Estructura temporal de la IV
Volatilidad implícita at-the-money para cada vencimiento listado, representada por días restantes.
| Vence | DTE | ATM IV | 25Δ skewThe IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | Movimiento implícito |
|---|---|---|---|---|
| Sep 18, 2026 | 15 | 15.9% | — | ±4.0% |
| Oct 16, 2026 | 43 | 18.0% | +1.7pt | ±5.4% |
| Dec 18, 2026 | 106 | 19.0% | +2.7pt | ±8.9% |
| Jan 15, 2027 | 134 | 20.6% | +2.1pt | ±10.1% |
| Mar 19, 2027 | 197 | 22.1% | +3.5pt | ±12.7% |
| Jun 17, 2027 | 287 | 21.0% | +2.6pt | ±14.8% |
| Jan 21, 2028 | 505 | 22.1% | +3.4pt | ±22.5% |
Sonrisa de volatilidad — Sep 18, 2026
Volatilidad implícita por strike. La inclinación hacia los puts (lado izquierdo más alto) es el skew: la protección a la baja tiene un precio más alto que la subida.
callsputs
Implícita vs realizada, registro diario
IV30HV20