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Vistra Corp. VST

UTILITIES · UTILITIES - INDEPENDENT POWER PRODUCERS
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Market dataready · fetched 2026-10-15T20:32:58.637Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:26:38.779260878Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:32:57.719774+00:00

Share price$154.00
1D+4.1%
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.$0.38$1.85$3.33$4.80$6.27$145.02$148.98$152.93$156.89$160.8420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $154.00OPTION PRICELive VST spot · $154.00VST PRICE$0.57$0.75$0.96$1.18$1.40$1.67$2.01$2.35$2.69$3.18$3.81$4.44$5.84$0.54$0.72$0.90$1.08$1.34$1.63$1.91$2.20$2.54$2.97$3.40$3.83$4.50
PutsCheap0.72×
CallsFair0.96×
SkewBullish-7.85 pp
Implied moveBullish±$3.93
TiltBullish5.7% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ158.6363.8%3.4%150.1059.3%2.9%
25Δ157.5863.0%2.8%150.8458.0%2.5%
30Δ156.8462.5%2.5%151.5956.8%2.1%
35Δ156.1262.0%2.1%152.3455.6%1.8%
40Δ155.4061.4%1.8%152.9555.6%1.6%
45Δ154.7161.4%1.6%153.5255.9%1.4%
50Δ154.0861.8%1.4%154.0956.3%1.2%
55Δ153.4462.2%1.2%154.6756.6%1.0%
60Δ152.8162.7%1.0%155.2756.6%0.8%
65Δ152.0763.9%0.8%155.9056.2%0.7%
70Δ151.2465.8%0.7%156.5355.8%0.6%
75Δ150.4167.7%0.6%157.1755.4%0.4%
80Δ148.8877.9%0.5%158.0255.9%0.3%

20Δ

Calls
Pseudo strike
158.63
IV
63.8%
B/E move
3.4%
Puts
Pseudo strike
150.10
IV
59.3%
B/E move
2.9%

25Δ

Calls
Pseudo strike
157.58
IV
63.0%
B/E move
2.8%
Puts
Pseudo strike
150.84
IV
58.0%
B/E move
2.5%

30Δ

Calls
Pseudo strike
156.84
IV
62.5%
B/E move
2.5%
Puts
Pseudo strike
151.59
IV
56.8%
B/E move
2.1%

35Δ

Calls
Pseudo strike
156.12
IV
62.0%
B/E move
2.1%
Puts
Pseudo strike
152.34
IV
55.6%
B/E move
1.8%

40Δ

Calls
Pseudo strike
155.40
IV
61.4%
B/E move
1.8%
Puts
Pseudo strike
152.95
IV
55.6%
B/E move
1.6%

45Δ

Calls
Pseudo strike
154.71
IV
61.4%
B/E move
1.6%
Puts
Pseudo strike
153.52
IV
55.9%
B/E move
1.4%

50Δ

Calls
Pseudo strike
154.08
IV
61.8%
B/E move
1.4%
Puts
Pseudo strike
154.09
IV
56.3%
B/E move
1.2%

55Δ

Calls
Pseudo strike
153.44
IV
62.2%
B/E move
1.2%
Puts
Pseudo strike
154.67
IV
56.6%
B/E move
1.0%

60Δ

Calls
Pseudo strike
152.81
IV
62.7%
B/E move
1.0%
Puts
Pseudo strike
155.27
IV
56.6%
B/E move
0.8%

65Δ

Calls
Pseudo strike
152.07
IV
63.9%
B/E move
0.8%
Puts
Pseudo strike
155.90
IV
56.2%
B/E move
0.7%

70Δ

Calls
Pseudo strike
151.24
IV
65.8%
B/E move
0.7%
Puts
Pseudo strike
156.53
IV
55.8%
B/E move
0.6%

75Δ

Calls
Pseudo strike
150.41
IV
67.7%
B/E move
0.6%
Puts
Pseudo strike
157.17
IV
55.4%
B/E move
0.4%

80Δ

Calls
Pseudo strike
148.88
IV
77.9%
B/E move
0.5%
Puts
Pseudo strike
158.02
IV
55.9%
B/E move
0.3%