VICI volatilidade 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%
Spread IV − HV20
+0.5pt
Percentil do universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
7
Percentil no histórico próprioWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
3/60 dias registrados
Cboe delayed options data · em 12:41 UTC · Como estes valores são calculados
Estrutura a termo da IV
Volatilidade implícita at-the-money para cada vencimento listado, representada por dias restantes.
| Expira | DTE | IV ATM | Skew 25ΔThe IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | Variação implícita |
|---|---|---|---|---|
| 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% |
Sorriso de volatilidade — Sep 18, 2026
Volatilidade implícita por strike. A inclinação em direção aos puts (lado esquerdo mais alto) é o skew: proteção contra quedas precificada com prêmio maior do que a alta.
callsputs
Implícita vs. realizada, registro diário
IV30HV20