VST option chain Vistra Corp.

Expiration Cboe delayed options data · as of 12:39 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 ±26.8% (105.94–183.39) · ATM IV 46.2% · P/C open interest 2.86

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
69.25	71.70		3	52.6%	0.97	0.0012	0.000	75	0.3100	0.8500	9	62	51.3%	-0.03	0.0012	-0.009
64.60	67.15		11	51.7%	0.96	0.0015	0.000	80	0.7300	1.25		74	52.2%	-0.04	0.0015	-0.011
60.05	63.00		16	52.4%	0.95	0.0019	-0.002	85	1.08	1.66		31	51.3%	-0.05	0.0020	-0.014
55.55	58.10	2	26	49.2%	0.93	0.0024	-0.006	90	1.48	2.11		321	50.1%	-0.07	0.0025	-0.017
51.35	53.95		33	49.4%	0.92	0.0030	-0.010	95	2.13	2.86	8	132	50.1%	-0.09	0.0030	-0.020
47.15	49.65		123	48.3%	0.89	0.0036	-0.015	100	2.80	3.75		784	49.6%	-0.11	0.0036	-0.024
43.15	45.80	1	19	48.1%	0.87	0.0042	-0.019	105	3.70	4.90	2	467	49.4%	-0.13	0.0043	-0.027
39.15	41.80	2	55	46.9%	0.84	0.0048	-0.023	110	4.65	5.45	30	910	47.5%	-0.16	0.0049	-0.031
35.70	38.25		73	47.0%	0.81	0.0055	-0.028	115	6.00	6.90	10	2,707	47.6%	-0.20	0.0056	-0.034
32.40	34.80		109	46.8%	0.77	0.0061	-0.031	120	7.55	8.20	8	660	47.0%	-0.23	0.0062	-0.037
29.05	31.60	2	132	46.3%	0.74	0.0066	-0.035	125	9.30	9.95	5	396	46.8%	-0.27	0.0068	-0.040
26.10	28.85		88	46.5%	0.70	0.0071	-0.038	130	11.20	12.25	3	1,318	47.0%	-0.31	0.0073	-0.042
23.35	25.70	3	208	45.8%	0.66	0.0075	-0.041	135	13.35	14.50	24	933	46.9%	-0.35	0.0077	-0.044
20.85	23.00	11	393	45.5%	0.62	0.0078	-0.043	140	15.80	17.00	4	722	46.9%	-0.39	0.0081	-0.046
18.40	21.25	24	275	45.9%	0.58	0.0080	-0.044	145	18.25	19.55	16	763	46.5%	-0.43	0.0083	-0.046
16.85	19.15	12	271	46.5%	0.54	0.0081	-0.045	150	21.00	22.40		700	46.3%	-0.47	0.0085	-0.047
15.35	16.85	120	266	46.5%	0.50	0.0082	-0.046	155	23.95	25.75		185	46.5%	-0.51	0.0086	-0.047
13.75	15.20	8	262	46.7%	0.47	0.0082	-0.046	160	27.30	28.65	1	414	46.2%	-0.55	0.0086	-0.046
12.65	13.10	8	206	46.6%	0.43	0.0081	-0.046	165	30.55	32.05		5,854	46.0%	-0.59	0.0086	-0.046
10.55	11.85	25	606	45.9%	0.40	0.0079	-0.045	170	34.20	36.35		537	47.0%	-0.62	0.0085	-0.045
9.20	11.35		459	46.8%	0.37	0.0077	-0.044	175	37.75	39.55		1,176	46.1%	-0.66	0.0083	-0.043
8.25	9.90	11	178	46.6%	0.34	0.0074	-0.043	180	41.75	44.15		95	47.2%	-0.69	0.0082	-0.042
7.05	9.20		388	46.8%	0.31	0.0071	-0.042	185	45.65	47.45		17	46.1%	-0.72	0.0079	-0.040
6.25	7.70	3	464	46.1%	0.28	0.0068	-0.041	190	49.90	52.40		124	47.5%	-0.75	0.0077	-0.038
5.70	7.50	3	111	47.4%	0.26	0.0065	-0.039	195	53.90	56.65		1	47.3%	-0.78	0.0074	-0.036
5.35	6.00	20	461	46.8%	0.24	0.0062	-0.037	200	58.50	61.00		36	47.8%	-0.80	0.0071	-0.033
4.05	5.55	2	290	48.0%	0.20	0.0056	-0.034	210	67.35	69.95		1	48.0%	-0.85	0.0064	-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 — Mar 19, 2027

Volatility page →

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

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VST option chain Vistra Corp.

Volatility smile — Mar 19, 2027

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