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

ENERGY · OIL & GAS E&P
i

Market dataready · fetched 2026-11-12T16:59:33.733Z

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 · 2026-11-12T16:59:13.666081715Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T16:59:33.090231+00:00

Share price$55.78
1D-1.6%
$53.87$54.63$55.39$56.15$56.915:30 AM6:30 AM9:00 AM1:00 PMVIST
Sold putSold call

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.$0.26$2.12$3.98$5.84$7.69$45.18$51.38$57.59$63.80$70.0020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VIST spot · $55.78VIST PRICE$0.46$0.63$0.80$0.97$1.21$1.48$1.75$2.02$2.26$2.40$2.54$2.68$2.82$0.51$0.74$0.98$1.22$1.46$1.81$2.22$2.63$3.04$3.86$4.71$5.81$7.16
PutsCheap0.64×
CallsCheap0.63×
SkewBearish+14.01 pp
Implied moveBearish±$3.97
TiltBearish24.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ59.6650.3%7.8%52.3453.9%7.1%
25Δ59.0150.7%6.9%53.0354.2%6.2%
30Δ58.3551.2%6.0%53.6355.5%5.6%
35Δ57.6951.7%5.2%54.2356.8%5.0%
40Δ57.1152.3%4.6%54.8358.1%4.3%
45Δ56.5552.9%4.0%55.4759.5%3.8%
50Δ55.9953.4%3.5%56.1360.9%3.4%
55Δ55.4454.0%3.0%56.7862.4%2.9%
60Δ54.9353.5%2.5%57.4463.8%2.5%
65Δ54.6049.2%2.2%58.4467.9%2.1%
70Δ54.2844.9%1.9%59.4772.2%1.8%
75Δ53.9540.6%1.5%60.7576.7%1.5%
80Δ53.6236.3%1.2%62.2881.5%1.2%

20Δ

Calls
Pseudo strike
59.66
IV
50.3%
B/E move
7.8%
Puts
Pseudo strike
52.34
IV
53.9%
B/E move
7.1%

25Δ

Calls
Pseudo strike
59.01
IV
50.7%
B/E move
6.9%
Puts
Pseudo strike
53.03
IV
54.2%
B/E move
6.2%

30Δ

Calls
Pseudo strike
58.35
IV
51.2%
B/E move
6.0%
Puts
Pseudo strike
53.63
IV
55.5%
B/E move
5.6%

35Δ

Calls
Pseudo strike
57.69
IV
51.7%
B/E move
5.2%
Puts
Pseudo strike
54.23
IV
56.8%
B/E move
5.0%

40Δ

Calls
Pseudo strike
57.11
IV
52.3%
B/E move
4.6%
Puts
Pseudo strike
54.83
IV
58.1%
B/E move
4.3%

45Δ

Calls
Pseudo strike
56.55
IV
52.9%
B/E move
4.0%
Puts
Pseudo strike
55.47
IV
59.5%
B/E move
3.8%

50Δ

Calls
Pseudo strike
55.99
IV
53.4%
B/E move
3.5%
Puts
Pseudo strike
56.13
IV
60.9%
B/E move
3.4%

55Δ

Calls
Pseudo strike
55.44
IV
54.0%
B/E move
3.0%
Puts
Pseudo strike
56.78
IV
62.4%
B/E move
2.9%

60Δ

Calls
Pseudo strike
54.93
IV
53.5%
B/E move
2.5%
Puts
Pseudo strike
57.44
IV
63.8%
B/E move
2.5%

65Δ

Calls
Pseudo strike
54.60
IV
49.2%
B/E move
2.2%
Puts
Pseudo strike
58.44
IV
67.9%
B/E move
2.1%

70Δ

Calls
Pseudo strike
54.28
IV
44.9%
B/E move
1.9%
Puts
Pseudo strike
59.47
IV
72.2%
B/E move
1.8%

75Δ

Calls
Pseudo strike
53.95
IV
40.6%
B/E move
1.5%
Puts
Pseudo strike
60.75
IV
76.7%
B/E move
1.5%

80Δ

Calls
Pseudo strike
53.62
IV
36.3%
B/E move
1.2%
Puts
Pseudo strike
62.28
IV
81.5%
B/E move
1.2%

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%