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Vistra Corp. VST

UTILITIES · UTILITIES - INDEPENDENT POWER PRODUCERS
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Market dataready · fetched 2026-10-15T20:02:25.727Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:01:34.505463494Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T19:59:18.035997+00:00

Share price$154.50
1D+4.4%
AH$146$148$150$153$1555:30 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.$0.36$2.04$3.72$5.40$7.08$144.96$149.08$153.21$157.33$161.4620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $154.50OPTION PRICELive VST spot · $154.50VST PRICE$0.54$0.70$0.88$1.08$1.28$1.47$1.74$2.04$2.33$2.62$2.95$3.45$3.95$0.59$0.78$0.98$1.21$1.53$1.85$2.18$2.57$3.08$3.59$4.16$5.28$6.60
PutsCheap0.86×
CallsCheap0.82×
SkewBearish+12.46 pp
Implied moveBearish±$3.92
TiltBearish15.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ158.8559.6%3.2%150.2963.4%3.1%
25Δ157.8858.4%2.6%151.1162.6%2.7%
30Δ157.1057.4%2.3%151.9361.8%2.3%
35Δ156.4556.4%2.0%152.6961.5%2.0%
40Δ155.8055.4%1.7%153.3462.6%1.7%
45Δ155.1554.4%1.4%153.9863.7%1.5%
50Δ154.5853.8%1.2%154.6264.8%1.3%
55Δ154.0453.3%1.0%155.3165.9%1.1%
60Δ153.4952.8%0.9%156.0667.0%1.0%
65Δ152.9452.2%0.7%156.8268.1%0.8%
70Δ152.3851.7%0.5%157.6269.6%0.7%
75Δ151.7250.8%0.4%158.9175.2%0.6%
80Δ151.0650.0%0.3%160.3982.0%0.5%

20Δ

Calls
Pseudo strike
158.85
IV
59.6%
B/E move
3.2%
Puts
Pseudo strike
150.29
IV
63.4%
B/E move
3.1%

25Δ

Calls
Pseudo strike
157.88
IV
58.4%
B/E move
2.6%
Puts
Pseudo strike
151.11
IV
62.6%
B/E move
2.7%

30Δ

Calls
Pseudo strike
157.10
IV
57.4%
B/E move
2.3%
Puts
Pseudo strike
151.93
IV
61.8%
B/E move
2.3%

35Δ

Calls
Pseudo strike
156.45
IV
56.4%
B/E move
2.0%
Puts
Pseudo strike
152.69
IV
61.5%
B/E move
2.0%

40Δ

Calls
Pseudo strike
155.80
IV
55.4%
B/E move
1.7%
Puts
Pseudo strike
153.34
IV
62.6%
B/E move
1.7%

45Δ

Calls
Pseudo strike
155.15
IV
54.4%
B/E move
1.4%
Puts
Pseudo strike
153.98
IV
63.7%
B/E move
1.5%

50Δ

Calls
Pseudo strike
154.58
IV
53.8%
B/E move
1.2%
Puts
Pseudo strike
154.62
IV
64.8%
B/E move
1.3%

55Δ

Calls
Pseudo strike
154.04
IV
53.3%
B/E move
1.0%
Puts
Pseudo strike
155.31
IV
65.9%
B/E move
1.1%

60Δ

Calls
Pseudo strike
153.49
IV
52.8%
B/E move
0.9%
Puts
Pseudo strike
156.06
IV
67.0%
B/E move
1.0%

65Δ

Calls
Pseudo strike
152.94
IV
52.2%
B/E move
0.7%
Puts
Pseudo strike
156.82
IV
68.1%
B/E move
0.8%

70Δ

Calls
Pseudo strike
152.38
IV
51.7%
B/E move
0.5%
Puts
Pseudo strike
157.62
IV
69.6%
B/E move
0.7%

75Δ

Calls
Pseudo strike
151.72
IV
50.8%
B/E move
0.4%
Puts
Pseudo strike
158.91
IV
75.2%
B/E move
0.6%

80Δ

Calls
Pseudo strike
151.06
IV
50.0%
B/E move
0.3%
Puts
Pseudo strike
160.39
IV
82.0%
B/E move
0.5%