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Vistra Corp. VST

i

Market dataready · fetched 2026-11-06T14:21:01.154Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-06T14:19:16.162008645Z

FundamentalsSEC EDGAR · ready · as of 2026-06-30 · fetched 2026-11-06T14:21:00.557760+00:00

Share price$119.37
1D-0.1%
$118.36$118.87$119.38$119.88$120.395:30 AM6:30 AM9:00 AM1:00 PMVST
Sold putSold call

Vistra Corp. options

Live interpolated VST call and put midpoint premiums by absolute delta.Vistra Corp.$0.00$9.95$19.89$29.84$39.78$101.88$113.03$124.17$135.31$146.4620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive VST spot · $119.37VST PRICE$1.00$1.29$1.56$1.85$2.21$2.41$2.68$3.00$3.26$3.48$3.72$3.98$4.15$2.35$3.39$4.22$5.46$10.32$16.88$23.78$36.91
Puts——
CallsCheap0.56×
Skew——
Implied moveBearish±$13.00
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ127.9256.1%8.0%105.58117.3%13.5%
25Δ126.0354.3%6.7%107.86125.5%12.5%
30Δ124.3451.5%5.5%110.89122.2%10.6%
35Δ122.9349.3%4.5%113.38126.8%9.6%
40Δ121.8148.7%3.9%
45Δ120.6344.5%3.1%
50Δ119.6742.1%2.5%121.67138.0%6.7%
55Δ118.8240.4%2.0%
60Δ118.0438.0%1.6%129.61161.5%5.6%
65Δ117.4035.2%1.3%136.81189.6%5.3%
70Δ116.8032.5%1.0%150.04233.9%5.2%
75Δ116.2530.2%0.7%
80Δ115.8527.1%0.5%

20Δ

Calls
Pseudo strike
127.92
IV
56.1%
B/E move
8.0%
Puts
Pseudo strike
105.58
IV
117.3%
B/E move
13.5%

25Δ

Calls
Pseudo strike
126.03
IV
54.3%
B/E move
6.7%
Puts
Pseudo strike
107.86
IV
125.5%
B/E move
12.5%

30Δ

Calls
Pseudo strike
124.34
IV
51.5%
B/E move
5.5%
Puts
Pseudo strike
110.89
IV
122.2%
B/E move
10.6%

35Δ

Calls
Pseudo strike
122.93
IV
49.3%
B/E move
4.5%
Puts
Pseudo strike
113.38
IV
126.8%
B/E move
9.6%

40Δ

Calls
Pseudo strike
121.81
IV
48.7%
B/E move
3.9%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
120.63
IV
44.5%
B/E move
3.1%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
119.67
IV
42.1%
B/E move
2.5%
Puts
Pseudo strike
121.67
IV
138.0%
B/E move
6.7%

55Δ

Calls
Pseudo strike
118.82
IV
40.4%
B/E move
2.0%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
118.04
IV
38.0%
B/E move
1.6%
Puts
Pseudo strike
129.61
IV
161.5%
B/E move
5.6%

65Δ

Calls
Pseudo strike
117.40
IV
35.2%
B/E move
1.3%
Puts
Pseudo strike
136.81
IV
189.6%
B/E move
5.3%

70Δ

Calls
Pseudo strike
116.80
IV
32.5%
B/E move
1.0%
Puts
Pseudo strike
150.04
IV
233.9%
B/E move
5.2%

75Δ

Calls
Pseudo strike
116.25
IV
30.2%
B/E move
0.7%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
115.85
IV
27.1%
B/E move
0.5%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend62.34%
Daily close
VST35.8%50.1%64.3%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 10Sep 21Oct 30
59 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
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%