VST option chain Vistra Corp.
Cboe delayed options data · as of 12:46 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 ±18.5% (120.21–174.81) · ATM IV 46.4% · P/C open interest 0.84
| 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 | |
| 74.35 | 76.80 | 54 | 76.5% | 0.99 | 0.0003 | 0.000 | 75 | 0.0100 | 0.5400 | 1 | 632 | 70.5% | -0.01 | 0.0003 | -0.003 | |
| 71.10 | 74.95 | 4 | 71.2% | 0.99 | 0.0004 | 0.000 | 77.5 | 0 | 0.5600 | 457 | 67.3% | -0.01 | 0.0004 | -0.004 | ||
| 69.45 | 71.90 | 113 | 71.5% | 0.99 | 0.0005 | 0.000 | 80 | 0 | 0.3900 | 294 | 61.0% | -0.01 | 0.0005 | -0.005 | ||
| 66.20 | 70.05 | 3 | 66.6% | 0.99 | 0.0006 | 0.000 | 82.5 | 0 | 0.6000 | 53 | 62.3% | -0.01 | 0.0006 | -0.006 | ||
| 63.75 | 67.60 | 10 | 64.3% | 0.99 | 0.0008 | 0.000 | 85 | 0.0500 | 0.3500 | 2 | 343 | 55.9% | -0.01 | 0.0008 | -0.007 | |
| 61.30 | 65.15 | 6 | 61.9% | 0.98 | 0.0010 | 0.000 | 87.5 | 0 | 0.6700 | 281 | 57.9% | -0.02 | 0.0010 | -0.008 | ||
| 59.70 | 62.40 | 141 | 64.8% | 0.98 | 0.0011 | 0.000 | 90 | 0.0500 | 0.5100 | 1,041 | 53.6% | -0.02 | 0.0012 | -0.010 | ||
| 56.50 | 60.25 | 8 | 58.3% | 0.98 | 0.0014 | -0.001 | 92.5 | 0.0200 | 0.5800 | 163 | 51.7% | -0.02 | 0.0014 | -0.012 | ||
| 54.65 | 57.15 | 69 | 55.5% | 0.97 | 0.0016 | -0.004 | 95 | 0.2100 | 0.7300 | 484 | 53.2% | -0.03 | 0.0016 | -0.013 | ||
| 52.05 | 55.00 | 15 | 54.5% | 0.97 | 0.0019 | -0.006 | 97.5 | 0.1700 | 0.7300 | 193 | 50.2% | -0.03 | 0.0019 | -0.016 | ||
| 49.95 | 52.40 | 363 | 53.6% | 0.96 | 0.0023 | -0.009 | 100 | 0.5000 | 0.6900 | 53 | 1,149 | 50.4% | -0.04 | 0.0023 | -0.018 | |
| 45.25 | 47.75 | 79 | 51.6% | 0.94 | 0.0031 | -0.015 | 105 | 0.7800 | 0.9500 | 25 | 1,028 | 49.1% | -0.06 | 0.0031 | -0.023 | |
| 40.95 | 43.25 | 245 | 51.5% | 0.92 | 0.0040 | -0.022 | 110 | 1.11 | 1.56 | 1 | 3,502 | 48.9% | -0.08 | 0.0040 | -0.029 | |
| 36.65 | 38.90 | 233 | 50.6% | 0.89 | 0.0051 | -0.030 | 115 | 1.66 | 2.05 | 1,463 | 47.7% | -0.11 | 0.0051 | -0.036 | ||
| 32.45 | 34.75 | 1 | 254 | 49.6% | 0.86 | 0.0062 | -0.038 | 120 | 2.57 | 2.86 | 27 | 3,235 | 47.8% | -0.14 | 0.0063 | -0.044 |
| 28.65 | 30.40 | 1 | 170 | 48.2% | 0.82 | 0.0074 | -0.046 | 125 | 3.55 | 4.05 | 5 | 2,620 | 47.7% | -0.18 | 0.0075 | -0.051 |
| 24.75 | 26.90 | 2 | 411 | 47.6% | 0.78 | 0.0086 | -0.054 | 130 | 4.80 | 5.20 | 9 | 2,747 | 47.0% | -0.22 | 0.0087 | -0.058 |
| 21.85 | 23.20 | 342 | 47.7% | 0.73 | 0.0097 | -0.061 | 135 | 6.35 | 6.95 | 21 | 1,530 | 47.0% | -0.28 | 0.0098 | -0.064 | |
| 18.35 | 21.20 | 58 | 773 | 48.7% | 0.67 | 0.0106 | -0.067 | 140 | 8.00 | 8.60 | 6 | 2,005 | 46.0% | -0.33 | 0.0107 | -0.069 |
| 16.05 | 17.80 | 22 | 1,180 | 48.2% | 0.61 | 0.0112 | -0.071 | 145 | 10.25 | 11.10 | 10 | 1,430 | 46.6% | -0.39 | 0.0114 | -0.073 |
| 13.65 | 14.50 | 96 | 3,696 | 46.2% | 0.56 | 0.0116 | -0.074 | 150 | 12.65 | 13.80 | 88 | 2,313 | 46.7% | -0.45 | 0.0118 | -0.075 |
| 11.30 | 12.70 | 111 | 1,502 | 47.0% | 0.50 | 0.0117 | -0.075 | 155 | 14.70 | 16.20 | 140 | 870 | 44.6% | -0.51 | 0.0119 | -0.075 |
| 9.55 | 10.30 | 110 | 1,212 | 46.4% | 0.44 | 0.0116 | -0.074 | 160 | 17.60 | 19.25 | 1 | 1,452 | 44.2% | -0.56 | 0.0118 | -0.075 |
| 7.95 | 8.75 | 115 | 1,794 | 46.6% | 0.39 | 0.0112 | -0.073 | 165 | 21.05 | 23.15 | 420 | 45.3% | -0.61 | 0.0115 | -0.072 | |
| 6.30 | 7.45 | 140 | 1,862 | 46.4% | 0.34 | 0.0107 | -0.070 | 170 | 25.25 | 26.75 | 2,266 | 46.5% | -0.66 | 0.0111 | -0.069 | |
| 5.40 | 6.20 | 16 | 1,837 | 46.9% | 0.30 | 0.0101 | -0.067 | 175 | 29.10 | 30.70 | 171 | 46.9% | -0.71 | 0.0105 | -0.065 | |
| 4.30 | 5.05 | 32 | 2,844 | 46.4% | 0.26 | 0.0094 | -0.063 | 180 | 33.30 | 34.95 | 93 | 47.9% | -0.75 | 0.0098 | -0.061 | |
| 3.55 | 4.35 | 22 | 965 | 47.0% | 0.23 | 0.0086 | -0.059 | 185 | 37.25 | 39.10 | 396 | 47.5% | -0.79 | 0.0091 | -0.056 | |
| 3.15 | 3.60 | 32 | 1,451 | 47.7% | 0.20 | 0.0078 | -0.054 | 190 | 41.65 | 43.65 | 846 | 48.5% | -0.82 | 0.0085 | -0.052 | |
| 2.40 | 3.15 | 9 | 3,684 | 47.8% | 0.17 | 0.0071 | -0.050 | 195 | 46.20 | 48.30 | 1,865 | 49.7% | -0.85 | 0.0078 | -0.047 | |
| 2.24 | 2.51 | 60 | 4,841 | 48.5% | 0.15 | 0.0064 | -0.046 | 200 | 50.80 | 52.80 | 733 | 50.1% | -0.87 | 0.0072 | -0.043 | |
| 1.68 | 2.32 | 18 | 1,737 | 48.9% | 0.13 | 0.0057 | -0.042 | 205 | 55.45 | 57.45 | 544 | 50.6% | -0.90 | 0.0066 | -0.038 | |
| 1.51 | 1.82 | 7 | 1,673 | 49.2% | 0.11 | 0.0051 | -0.038 | 210 | 60.25 | 62.15 | 28 | 51.4% | -0.92 | 0.0060 | -0.033 | |
| 1.30 | 1.67 | 288 | 50.2% | 0.09 | 0.0046 | -0.034 | 215 | 65.00 | 67.10 | 10 | 52.7% | -0.93 | 0.0055 | -0.030 | ||
| 1.08 | 1.41 | 814 | 50.5% | 0.08 | 0.0041 | -0.031 | 220 | 69.50 | 71.85 | 51.0% | -0.95 | 0.0050 | -0.028 | |||
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 — Jan 15, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs