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Vistra Corp. VST

UTILITIES · UTILITIES - INDEPENDENT POWER PRODUCERS
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Market dataready · fetched 2026-10-16T00:14:17.163Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

PriceAlpaca · sip · 2026-10-15T23:58:34.590432897Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T00:14:16.474964+00:00

Share price$153.85
1D+3.9%
AH$146$148$151$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.$1.81$9.29$16.77$24.26$31.74$122.12$138.29$154.46$170.63$186.7920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VST spot · $153.85VST PRICE$2.62$3.49$4.43$5.45$6.58$7.80$9.17$10.70$12.38$14.25$16.28$18.51$20.52$2.97$3.95$4.98$6.25$7.63$9.16$10.81$12.61$14.73$17.41$20.83$23.63$29.58
PutsFair0.97×
CallsCheap0.95×
SkewBullish-1.34 pp
Implied moveBearish±$19.98
TiltBearish10.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ179.7952.3%18.6%136.7350.7%13.1%
25Δ174.9452.4%16.0%140.5250.4%11.2%
30Δ170.6652.3%13.8%144.0149.7%9.6%
35Δ166.7752.1%11.9%147.1949.8%8.4%
40Δ163.1952.1%10.3%150.2550.3%7.3%
45Δ159.8252.3%8.9%153.3250.4%6.3%
50Δ156.5752.3%7.7%156.4150.4%5.4%
55Δ153.3452.6%6.6%159.5450.3%4.5%
60Δ150.1353.1%5.6%162.8450.4%3.7%
65Δ146.8553.1%4.7%166.5551.2%3.1%
70Δ143.4952.9%3.8%170.8652.8%2.5%
75Δ140.0352.8%3.0%174.6951.9%1.8%
80Δ136.8550.4%2.3%181.3955.0%1.3%

20Δ

Calls
Pseudo strike
179.79
IV
52.3%
B/E move
18.6%
Puts
Pseudo strike
136.73
IV
50.7%
B/E move
13.1%

25Δ

Calls
Pseudo strike
174.94
IV
52.4%
B/E move
16.0%
Puts
Pseudo strike
140.52
IV
50.4%
B/E move
11.2%

30Δ

Calls
Pseudo strike
170.66
IV
52.3%
B/E move
13.8%
Puts
Pseudo strike
144.01
IV
49.7%
B/E move
9.6%

35Δ

Calls
Pseudo strike
166.77
IV
52.1%
B/E move
11.9%
Puts
Pseudo strike
147.19
IV
49.8%
B/E move
8.4%

40Δ

Calls
Pseudo strike
163.19
IV
52.1%
B/E move
10.3%
Puts
Pseudo strike
150.25
IV
50.3%
B/E move
7.3%

45Δ

Calls
Pseudo strike
159.82
IV
52.3%
B/E move
8.9%
Puts
Pseudo strike
153.32
IV
50.4%
B/E move
6.3%

50Δ

Calls
Pseudo strike
156.57
IV
52.3%
B/E move
7.7%
Puts
Pseudo strike
156.41
IV
50.4%
B/E move
5.4%

55Δ

Calls
Pseudo strike
153.34
IV
52.6%
B/E move
6.6%
Puts
Pseudo strike
159.54
IV
50.3%
B/E move
4.5%

60Δ

Calls
Pseudo strike
150.13
IV
53.1%
B/E move
5.6%
Puts
Pseudo strike
162.84
IV
50.4%
B/E move
3.7%

65Δ

Calls
Pseudo strike
146.85
IV
53.1%
B/E move
4.7%
Puts
Pseudo strike
166.55
IV
51.2%
B/E move
3.1%

70Δ

Calls
Pseudo strike
143.49
IV
52.9%
B/E move
3.8%
Puts
Pseudo strike
170.86
IV
52.8%
B/E move
2.5%

75Δ

Calls
Pseudo strike
140.03
IV
52.8%
B/E move
3.0%
Puts
Pseudo strike
174.69
IV
51.9%
B/E move
1.8%

80Δ

Calls
Pseudo strike
136.85
IV
50.4%
B/E move
2.3%
Puts
Pseudo strike
181.39
IV
55.0%
B/E move
1.3%