VST option chain Vistra Corp.
Cboe delayed options data · as of 18:39 UTC
Each row is one strike. The left half is the call, the right half the put. Bid/ask are what buyers and sellers currently quote; volume is contracts traded this session; open interest is standing contracts. The highlighted row sits closest to the stock price.
This expiration prices a move of about ±10.4% (128.51–158.47) · ATM IV 41.2% · P/C open interest 0.24
| CALLS | Strike | PUTS | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Ask | Vol | OIThe number of option contracts currently outstanding at a strike or expiration. High open interest shows where positions are concentrated. | IV | ΔModel sensitivity of an option's price to a $1 move in the stock; also used as a rough moneyness scale (a 25-delta option is well out of the money). | Γ | Θ | Bid | Ask | Vol | OI | IV | Δ | Γ | Θ | |
| 66.65 | 70.70 | 86.3% | 1.00 | 0.0000 | 0.000 | 75 | 0 | 1.78 | 127.5% | -0.00 | 0.0000 | -0.001 | ||||
| 61.65 | 65.70 | 75.0% | 1.00 | 0.0001 | 0.000 | 80 | 0 | 1.15 | 106.9% | -0.00 | 0.0001 | -0.001 | ||||
| 57.20 | 60.75 | 88.0% | 1.00 | 0.0002 | 0.000 | 85 | 0 | 0.9600 | 94.0% | -0.00 | 0.0002 | -0.002 | ||||
| 52.30 | 55.75 | 80.7% | 1.00 | 0.0004 | 0.000 | 90 | 0 | 1.14 | 88.0% | -0.00 | 0.0004 | -0.003 | ||||
| 47.25 | 50.55 | 66.3% | 1.00 | 0.0006 | 0.000 | 95 | 0 | 1.15 | 79.4% | -0.01 | 0.0006 | -0.005 | ||||
| 42.50 | 45.85 | 68.0% | 0.99 | 0.0011 | 0.000 | 100 | 0 | 1.20 | 71.7% | -0.01 | 0.0011 | -0.008 | ||||
| 37.55 | 40.70 | 58.3% | 0.98 | 0.0020 | 0.000 | 105 | 0 | 1.15 | 63.1% | -0.02 | 0.0020 | -0.013 | ||||
| 33.00 | 35.85 | 57.2% | 0.97 | 0.0032 | -0.006 | 110 | 0 | 0.3900 | 1 | 45.0% | -0.03 | 0.0033 | -0.020 | |||
| 27.95 | 30.70 | 47.2% | 0.95 | 0.0052 | -0.018 | 115 | 0.2200 | 0.5700 | 3 | 44.1% | -0.05 | 0.0052 | -0.030 | |||
| 23.75 | 26.45 | 50.4% | 0.91 | 0.0078 | -0.033 | 120 | 0.5900 | 1.00 | 3 | 27 | 43.9% | -0.09 | 0.0079 | -0.043 | ||
| 19.35 | 21.90 | 1 | 47.0% | 0.86 | 0.0112 | -0.051 | 125 | 0.9100 | 1.58 | 35 | 41.5% | -0.14 | 0.0113 | -0.059 | ||
| 15.40 | 17.90 | 46.0% | 0.79 | 0.0148 | -0.069 | 130 | 2.14 | 2.50 | 3 | 35 | 42.2% | -0.21 | 0.0149 | -0.076 | ||
| 12.50 | 13.40 | 1 | 5 | 44.3% | 0.71 | 0.0180 | -0.086 | 135 | 3.40 | 3.95 | 20 | 39 | 41.6% | -0.29 | 0.0183 | -0.090 |
| 8.95 | 10.10 | 50 | 41.8% | 0.61 | 0.0203 | -0.097 | 140 | 5.20 | 5.80 | 4 | 5 | 40.8% | -0.40 | 0.0206 | -0.100 | |
| 6.80 | 7.35 | 10 | 7 | 42.1% | 0.50 | 0.0211 | -0.102 | 145 | 7.50 | 8.30 | 2 | 4 | 40.4% | -0.50 | 0.0214 | -0.103 |
| 4.80 | 5.35 | 100 | 533 | 42.1% | 0.40 | 0.0203 | -0.100 | 150 | 10.75 | 11.50 | 1 | 41.5% | -0.60 | 0.0207 | -0.099 | |
| 3.35 | 3.95 | 19 | 13 | 42.8% | 0.32 | 0.0184 | -0.093 | 155 | 13.60 | 15.00 | 39.5% | -0.69 | 0.0187 | -0.090 | ||
| 2.28 | 2.89 | 4 | 28 | 43.4% | 0.24 | 0.0159 | -0.083 | 160 | 17.30 | 19.10 | 11 | 39.1% | -0.77 | 0.0161 | -0.077 | |
| 1.75 | 2.07 | 13 | 11 | 44.9% | 0.18 | 0.0132 | -0.071 | 165 | 21.20 | 24.15 | 40.8% | -0.83 | 0.0134 | -0.063 | ||
| 0.9600 | 1.49 | 5 | 16 | 44.3% | 0.13 | 0.0107 | -0.059 | 170 | 25.90 | 28.45 | 40.9% | -0.88 | 0.0108 | -0.049 | ||
| 0.4400 | 2.01 | 7 | 49.5% | 0.10 | 0.0085 | -0.049 | 175 | 30.30 | 33.00 | 35.9% | -0.91 | 0.0086 | -0.036 | |||
| 0.0800 | 1.59 | 49.5% | 0.07 | 0.0066 | -0.040 | 180 | 35.00 | 37.70 | -0.94 | 0.0068 | -0.025 | |||||
| 0 | 1.38 | 51.6% | 0.06 | 0.0052 | -0.032 | 185 | 39.85 | 42.70 | -0.96 | 0.0061 | -0.016 | |||||
| 0.0100 | 1.48 | 56.7% | 0.04 | 0.0040 | -0.026 | 190 | 44.90 | 47.65 | -0.98 | 0.0059 | -0.010 | |||||
| 0 | 1.75 | 62.8% | 0.03 | 0.0031 | -0.021 | 195 | 49.75 | 52.50 | -0.99 | 0.0041 | -0.021 | |||||
| 0 | 1.56 | 65.1% | 0.02 | 0.0024 | -0.016 | 200 | 54.75 | 58.25 | -1.00 | 0.0016 | -0.041 | |||||
| 0 | 2.20 | 74.0% | 0.02 | 0.0019 | -0.013 | 205 | 59.70 | 63.25 | -1.00 | 0.0000 | -0.056 | |||||
| 0 | 1.05 | 67.1% | 0.01 | 0.0015 | -0.011 | 210 | 64.70 | 68.25 | -1.00 | 0.0000 | -0.063 | |||||
Strikes shown: within ±50% of the underlying price. Intrinsic value = max(0, price − strike) for calls, max(0, strike − price) for puts; extrinsic = option price − intrinsic. Greeks and IV as computed by the exchange feed.
Volatility smile — Oct 09, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs