VICI volatilitas 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.16.9%
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%
Selisih IV − HV20
-0.1pt
Persentil semestaWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
6
Persentil riwayat sendiriWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
3/60 hari yang direkam
Cboe delayed options data · per 15:39 UTC · Cara penghitungan ini dilakukan
Struktur tenor IV
Implied volatility at-the-money untuk setiap tanggal kedaluwarsa yang terdaftar, diplot berdasarkan hari yang tersisa.
| Kedaluwarsa | 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. | Implied move |
|---|---|---|---|---|
| Sep 18, 2026 | 15 | 15.9% | — | ±3.7% |
| Oct 16, 2026 | 43 | 17.2% | +2.8pt | ±5.1% |
| Dec 18, 2026 | 106 | 19.1% | +3.2pt | ±8.8% |
| Jan 15, 2027 | 134 | 19.8% | +2.7pt | ±9.8% |
| Mar 19, 2027 | 197 | 21.7% | +2.8pt | ±12.4% |
| Jun 17, 2027 | 287 | 21.1% | +3.4pt | ±14.9% |
| Jan 21, 2028 | 505 | 21.6% | +2.4pt | ±19.2% |
Volatility smile — Sep 18, 2026
Implied volatility per strike. Kemiringan ke arah put (sisi kiri lebih tinggi) adalah skew: perlindungan sisi bawah dihargai lebih mahal daripada sisi atas.
callput
Implied vs realized, catatan harian
IV30HV20