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Vista Energy S.A.B. de C.V. VIST

ENERGY · OIL & GAS E&P
i

Market dataready · fetched 2026-11-04T04:31:00.332Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-04T00:00:00.003443953Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-04T04:30:59.977539+00:00

Share price$67.92
1D+2.1%
AH$65.99$66.56$67.13$67.70$68.275:30 AM6:30 AM9:00 AM1:00 PM2:00 PMVIST
Sold putSold callAH

Vista Energy S.A.B. de C.V. options

Live interpolated VIST call and put midpoint premiums by absolute delta.Vista Energy S.A.B. de C.V.$0.53$2.79$5.04$7.29$9.55$57.71$62.93$68.15$73.37$78.5920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VIST spot · $67.92VIST PRICE$0.77$1.06$1.34$1.63$1.92$2.30$2.71$3.12$3.58$4.04$4.54$5.22$5.90$0.86$1.14$1.42$1.83$2.27$2.71$3.27$3.83$4.49$5.27$6.13$7.36$8.90
PutsCheap0.91×
CallsCheap0.81×
SkewBearish+3.04 pp
Implied moveBearish±$5.98
TiltBearish12.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ74.9049.6%11.4%62.5349.7%9.2%
25Δ73.7150.3%10.1%63.6548.8%8.0%
30Δ72.5251.0%8.8%64.7747.9%6.7%
35Δ71.4149.9%7.5%65.7248.7%5.9%
40Δ70.3048.7%6.3%66.6249.8%5.3%
45Δ69.3348.5%5.5%67.5250.9%4.6%
50Δ68.4348.7%4.7%68.4951.3%4.0%
55Δ67.5248.9%4.0%69.4551.7%3.4%
60Δ66.6448.1%3.4%70.4852.1%2.8%
65Δ65.7647.3%2.8%71.5952.6%2.3%
70Δ64.8746.5%2.2%72.7853.2%1.9%
75Δ63.9045.9%1.8%74.2854.8%1.5%
80Δ62.9245.3%1.3%76.0856.7%1.1%

20Δ

Calls
Pseudo strike
74.90
IV
49.6%
B/E move
11.4%
Puts
Pseudo strike
62.53
IV
49.7%
B/E move
9.2%

25Δ

Calls
Pseudo strike
73.71
IV
50.3%
B/E move
10.1%
Puts
Pseudo strike
63.65
IV
48.8%
B/E move
8.0%

30Δ

Calls
Pseudo strike
72.52
IV
51.0%
B/E move
8.8%
Puts
Pseudo strike
64.77
IV
47.9%
B/E move
6.7%

35Δ

Calls
Pseudo strike
71.41
IV
49.9%
B/E move
7.5%
Puts
Pseudo strike
65.72
IV
48.7%
B/E move
5.9%

40Δ

Calls
Pseudo strike
70.30
IV
48.7%
B/E move
6.3%
Puts
Pseudo strike
66.62
IV
49.8%
B/E move
5.3%

45Δ

Calls
Pseudo strike
69.33
IV
48.5%
B/E move
5.5%
Puts
Pseudo strike
67.52
IV
50.9%
B/E move
4.6%

50Δ

Calls
Pseudo strike
68.43
IV
48.7%
B/E move
4.7%
Puts
Pseudo strike
68.49
IV
51.3%
B/E move
4.0%

55Δ

Calls
Pseudo strike
67.52
IV
48.9%
B/E move
4.0%
Puts
Pseudo strike
69.45
IV
51.7%
B/E move
3.4%

60Δ

Calls
Pseudo strike
66.64
IV
48.1%
B/E move
3.4%
Puts
Pseudo strike
70.48
IV
52.1%
B/E move
2.8%

65Δ

Calls
Pseudo strike
65.76
IV
47.3%
B/E move
2.8%
Puts
Pseudo strike
71.59
IV
52.6%
B/E move
2.3%

70Δ

Calls
Pseudo strike
64.87
IV
46.5%
B/E move
2.2%
Puts
Pseudo strike
72.78
IV
53.2%
B/E move
1.9%

75Δ

Calls
Pseudo strike
63.90
IV
45.9%
B/E move
1.8%
Puts
Pseudo strike
74.28
IV
54.8%
B/E move
1.5%

80Δ

Calls
Pseudo strike
62.92
IV
45.3%
B/E move
1.3%
Puts
Pseudo strike
76.08
IV
56.7%
B/E move
1.1%

Options history

IV · four-Friday blend45.17%
Daily EOD
VIST44.3%47.2%50.0%2026-10-19: 46.18%2026-10-20: 44.74%2026-10-21: 45.28%2026-10-22: 44.92%2026-10-23: 47.14%2026-10-26: 49.64%2026-10-27: 49.00%2026-10-28: 48.45%2026-10-29: 45.63%2026-10-30: 45.17%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
46.18%
44.74%
45.28%
44.92%
47.14%
49.64%
49.00%
48.45%
45.63%
45.17%