VICI volatiliteit 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.18.1%
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%
IV − HV20 spreiding
+1.1pt
UniversepercentielWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
9
Percentiel ten opzichte van eigen historieWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
3/60 dagen vastgelegd
Cboe delayed options data · per 06:39 UTC · Hoe deze worden berekend
IV termijnstructuur
At-the-money implied volatility per genoteerde expiratie, uitgezet op resterende dagen.
| Vervalt | 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. | Impliciete beweging |
|---|---|---|---|---|
| Sep 18, 2026 | 15 | 16.9% | — | ±4.3% |
| Oct 16, 2026 | 43 | 18.4% | — | ±5.6% |
| Dec 18, 2026 | 106 | 19.6% | +3.3pt | ±9.1% |
| Jan 15, 2027 | 134 | 20.4% | +1.4pt | ±10.1% |
| Mar 19, 2027 | 197 | 21.9% | +2.7pt | ±12.5% |
| Jun 17, 2027 | 287 | 21.4% | +2.6pt | ±15.0% |
| Jan 21, 2028 | 505 | 21.2% | +3.0pt | ±18.8% |
Volatiliteitsglimlach — Sep 18, 2026
Impliciete volatiliteit per strike. De helling richting puts (linkerkant hoger) is de skew: neerwaartse bescherming wordt duurder geprijsd dan opwaartse.
callsputs
Impliciet vs. gerealiseerd, dagelijks overzicht
IV30HV20