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Vistra Corp. VST

i

Market datapartial · fetched 2026-11-03T23:17:17.519Z

Delta surfaceAlpaca · derived absolute-delta buckets ·

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 · 2026-11-03T23:11:37.095423993Z

FundamentalsAlpha Vantage · unavailable

Share price$140.75
1D+3.1%
AH$136$137$139$141$1435:30 AM6:30 AM9:00 AM1:00 PM2:00 PMVST
Sold putSold callAH

Vistra Corp. options

Live interpolated VST call and put midpoint premiums by absolute delta.Vistra Corp.$0.00$0.27$0.54$0.81$1.08$-0.14$0.18$0.50$0.82$1.1420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEVST PRICE
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend62.34%
Daily close
VST34.9%56.2%77.6%2026-08-05: 74.23%2026-08-06: 74.67%2026-08-07: 48.87%2026-08-10: 51.21%2026-08-11: 48.38%2026-08-12: 46.04%2026-08-13: 45.58%2026-08-14: 42.24%2026-08-17: 44.91%2026-08-18: 46.94%2026-08-19: 45.24%2026-08-20: 44.37%2026-08-21: 41.51%2026-08-24: 42.59%2026-08-25: 42.97%2026-08-26: 42.31%2026-08-27: 40.73%2026-08-28: 37.80%2026-08-31: 38.45%2026-09-01: 41.19%2026-09-02: 43.11%2026-09-03: 42.43%2026-09-04: 41.55%2026-09-08: 48.07%2026-09-09: 46.32%2026-09-10: 46.75%2026-09-11: 43.81%2026-09-14: 46.78%2026-09-15: 47.70%2026-09-16: 46.78%2026-09-17: 43.72%2026-09-18: 42.03%2026-09-21: 43.56%2026-09-22: 43.43%2026-09-23: 41.34%2026-09-24: 39.79%2026-09-25: 40.55%2026-09-28: 43.81%2026-09-29: 44.66%2026-09-30: 43.23%2026-10-01: 44.12%2026-10-02: 44.15%2026-10-05: 46.16%2026-10-06: 50.00%2026-10-07: 50.96%2026-10-08: 49.81%2026-10-09: 48.35%2026-10-12: 50.71%2026-10-13: 52.28%2026-10-14: 54.87%2026-10-15: 52.72%2026-10-16: 52.42%2026-10-19: 53.86%2026-10-20: 53.75%2026-10-21: 54.86%2026-10-22: 61.61%2026-10-23: 56.78%2026-10-26: 57.22%2026-10-27: 58.27%2026-10-28: 59.41%2026-10-29: 60.23%2026-10-30: 62.34%Aug 5Sep 17Oct 30
62 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
74.23%
74.67%
48.87%
51.21%
48.38%
46.04%
45.58%
42.24%
44.91%
46.94%
45.24%
44.37%
41.51%
42.59%
42.97%
42.31%
40.73%
37.80%
38.45%
41.19%
43.11%
42.43%
41.55%
48.07%
46.32%
46.75%
43.81%
46.78%
47.70%
46.78%
43.72%
42.03%
43.56%
43.43%
41.34%
39.79%
40.55%
43.81%
44.66%
43.23%
44.12%
44.15%
46.16%
50.00%
50.96%
49.81%
48.35%
50.71%
52.28%
54.87%
52.72%
52.42%
53.86%
53.75%
54.86%
61.61%
56.78%
57.22%
58.27%
59.41%
60.23%
62.34%