VST option chain Vistra Corp.

Expiration 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 ±19.7% (115.29–171.69) · ATM IV 45.6% · P/C open interest 0.25

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
68.20	71.45		2	71.0%	0.99	0.0005	0.000	75	0	0.6300		31	62.2%	-0.01	0.0005	-0.004
63.40	66.55		47	66.4%	0.99	0.0008	0.000	80	0.0500	0.2400	5	105	50.5%	-0.01	0.0008	-0.006
58.50	61.50		10	59.8%	0.98	0.0012	0.000	85	0.0100	0.5400		267	50.5%	-0.02	0.0012	-0.009
53.95	56.70		4	58.1%	0.97	0.0017	0.000	90	0.3500	0.7300		51	51.5%	-0.03	0.0017	-0.012
49.20	52.05		14	55.3%	0.96	0.0024	-0.002	95	0.3100	0.9700		49	48.1%	-0.04	0.0024	-0.016
44.75	47.45		44	53.8%	0.94	0.0032	-0.008	100	0.6600	1.28		230	47.3%	-0.06	0.0032	-0.021
40.35	42.85	2	48	51.6%	0.92	0.0042	-0.015	105	1.30	1.65	1	378	47.0%	-0.09	0.0042	-0.027
36.00	38.50	3	60	49.9%	0.89	0.0052	-0.022	110	2.08	2.45	7	1,899	47.4%	-0.11	0.0053	-0.033
31.95	34.45		26	49.1%	0.85	0.0064	-0.030	115	2.93	3.20	52	591	46.5%	-0.15	0.0065	-0.039
28.10	30.50	1	154	48.1%	0.81	0.0075	-0.038	120	4.05	4.30	126	1,154	46.2%	-0.19	0.0076	-0.045
24.85	26.80		46	48.0%	0.76	0.0086	-0.044	125	5.40	5.75	2	1,357	46.0%	-0.24	0.0088	-0.051
21.60	23.10	8	108	46.8%	0.71	0.0096	-0.051	130	7.05	7.45	12	2,013	45.8%	-0.29	0.0097	-0.056
18.90	19.60	17	120	46.2%	0.66	0.0103	-0.056	135	9.00	9.35	4	589	45.4%	-0.34	0.0106	-0.060
16.30	16.85	17	536	46.1%	0.61	0.0109	-0.059	140	11.25	11.65	15	618	45.3%	-0.40	0.0112	-0.063
13.95	14.55	34	403	46.2%	0.55	0.0112	-0.062	145	13.40	14.50	9	195	45.0%	-0.46	0.0115	-0.064
11.75	12.75	139	452	46.5%	0.50	0.0113	-0.063	150	16.15	17.45	3	748	44.8%	-0.51	0.0117	-0.064
9.85	11.10	14	668	46.8%	0.44	0.0111	-0.063	155	19.15	20.55	2	1,184	44.5%	-0.57	0.0116	-0.063
8.30	9.30	151	2,103	46.6%	0.39	0.0108	-0.062	160	22.65	23.95		217	44.6%	-0.62	0.0113	-0.061
6.90	7.95	3	2,338	46.6%	0.35	0.0104	-0.060	165	26.15	27.65	7	225	44.5%	-0.67	0.0109	-0.058
6.00	6.35	150	13.6K	46.4%	0.31	0.0098	-0.057	170	29.95	31.95	1	172	45.2%	-0.71	0.0104	-0.054
5.00	5.35	63	391	46.5%	0.27	0.0092	-0.054	175	33.55	35.80		93	43.9%	-0.75	0.0098	-0.050
4.25	4.60	83	2,569	47.0%	0.23	0.0085	-0.051	180	37.70	40.00		35	43.6%	-0.79	0.0091	-0.045
3.35	4.50	1	2,619	48.2%	0.20	0.0078	-0.047	185	42.05	44.65		13	44.2%	-0.82	0.0084	-0.040
2.87	3.70	7	320	48.2%	0.18	0.0071	-0.043	190	46.60	48.90		10	43.6%	-0.85	0.0076	-0.034
2.30	3.50		129	49.1%	0.15	0.0064	-0.040	195	51.20	53.60		3	43.8%	-0.87	0.0069	-0.029
2.08	2.39	14	575	48.1%	0.13	0.0058	-0.036	200	55.80	58.15		22	42.4%	-0.90	0.0062	-0.023
1.62	2.15		193	48.3%	0.12	0.0052	-0.033	205	60.50	63.00		1	41.9%	-0.92	0.0056	-0.018
1.25	1.73	19	15.2K	47.8%	0.10	0.0047	-0.030	210	65.20	67.90		30		-0.93	0.0050	-0.014
1.17	1.54	152	406	48.9%	0.09	0.0042	-0.027	215	70.15	72.65				-0.95	0.0045	-0.009

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 — Dec 18, 2026

Volatility page →

Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.

callsputs

VST option chain Vistra Corp.

Volatility smile — Dec 18, 2026

Consumer Cyclical

ETF

Technology

Financial Services

Industrials

Energy