VST option chain Vistra Corp.
Cboe delayed options data · as of 06:44 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 ±36.7% (94.63–204.48) · ATM IV 48.9% · P/C open interest 1.39
| 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 | |
| 77.65 | 80.70 | 14 | 53.1% | 0.96 | 0.0012 | 0.000 | 75 | 1.31 | 1.89 | 21 | 52.2% | -0.04 | 0.0013 | -0.010 | ||
| 73.30 | 76.40 | 32 | 52.1% | 0.95 | 0.0015 | -0.002 | 80 | 1.46 | 2.50 | 2 | 81 | 50.8% | -0.06 | 0.0015 | -0.012 | |
| 68.80 | 72.25 | 10 | 50.7% | 0.93 | 0.0018 | -0.005 | 85 | 1.87 | 3.35 | 85 | 50.5% | -0.07 | 0.0019 | -0.014 | ||
| 65.20 | 68.20 | 33 | 51.3% | 0.92 | 0.0021 | -0.008 | 90 | 2.92 | 3.85 | 65 | 50.3% | -0.09 | 0.0022 | -0.017 | ||
| 61.05 | 64.55 | 21 | 50.9% | 0.90 | 0.0025 | -0.011 | 95 | 3.65 | 4.80 | 113 | 49.8% | -0.10 | 0.0026 | -0.019 | ||
| 57.65 | 60.85 | 1 | 216 | 51.2% | 0.88 | 0.0028 | -0.013 | 100 | 5.05 | 5.85 | 569 | 50.2% | -0.12 | 0.0029 | -0.021 | |
| 53.50 | 57.05 | 22 | 49.7% | 0.86 | 0.0032 | -0.016 | 105 | 6.05 | 7.00 | 1 | 235 | 49.5% | -0.15 | 0.0033 | -0.024 | |
| 50.70 | 52.85 | 83 | 49.4% | 0.84 | 0.0035 | -0.019 | 110 | 7.35 | 8.20 | 717 | 49.0% | -0.17 | 0.0036 | -0.026 | ||
| 47.45 | 50.25 | 36 | 50.2% | 0.81 | 0.0038 | -0.022 | 115 | 9.05 | 9.90 | 1 | 125 | 49.4% | -0.19 | 0.0040 | -0.028 | |
| 44.35 | 47.20 | 1 | 79 | 50.1% | 0.79 | 0.0042 | -0.024 | 120 | 10.65 | 12.40 | 11 | 1,381 | 50.1% | -0.22 | 0.0043 | -0.030 |
| 41.40 | 44.25 | 22 | 50.0% | 0.76 | 0.0044 | -0.027 | 125 | 12.50 | 13.65 | 161 | 49.2% | -0.25 | 0.0046 | -0.032 | ||
| 38.75 | 41.25 | 2 | 182 | 49.8% | 0.74 | 0.0047 | -0.029 | 130 | 13.70 | 16.15 | 7 | 805 | 48.7% | -0.28 | 0.0049 | -0.034 |
| 36.10 | 38.70 | 2 | 119 | 49.8% | 0.71 | 0.0049 | -0.031 | 135 | 16.60 | 17.70 | 6 | 100 | 48.7% | -0.30 | 0.0052 | -0.036 |
| 32.60 | 36.00 | 142 | 48.5% | 0.68 | 0.0051 | -0.033 | 140 | 18.20 | 20.20 | 160 | 48.0% | -0.33 | 0.0054 | -0.037 | ||
| 31.15 | 34.40 | 109 | 50.0% | 0.65 | 0.0053 | -0.034 | 145 | 21.10 | 24.20 | 898 | 49.8% | -0.36 | 0.0056 | -0.038 | ||
| 29.00 | 31.00 | 4 | 651 | 48.9% | 0.63 | 0.0054 | -0.035 | 150 | 24.25 | 25.60 | 34 | 1,940 | 48.9% | -0.39 | 0.0058 | -0.039 |
| 26.85 | 29.60 | 2 | 165 | 49.4% | 0.60 | 0.0056 | -0.037 | 155 | 25.40 | 28.75 | 107 | 47.7% | -0.42 | 0.0060 | -0.040 | |
| 25.45 | 27.45 | 3 | 308 | 49.6% | 0.57 | 0.0056 | -0.037 | 160 | 30.00 | 31.15 | 3 | 1,094 | 48.6% | -0.45 | 0.0061 | -0.040 |
| 23.10 | 26.00 | 176 | 49.4% | 0.55 | 0.0057 | -0.038 | 165 | 32.20 | 34.80 | 35 | 48.3% | -0.48 | 0.0062 | -0.040 | ||
| 21.55 | 24.15 | 13 | 329 | 49.3% | 0.52 | 0.0057 | -0.039 | 170 | 35.30 | 38.25 | 44 | 48.3% | -0.50 | 0.0063 | -0.041 | |
| 19.95 | 23.05 | 259 | 49.7% | 0.50 | 0.0057 | -0.039 | 175 | 39.55 | 41.40 | 42 | 48.9% | -0.53 | 0.0063 | -0.041 | ||
| 17.75 | 21.50 | 10 | 138 | 49.0% | 0.47 | 0.0057 | -0.039 | 180 | 42.60 | 44.90 | 210 | 48.6% | -0.56 | 0.0064 | -0.040 | |
| 17.60 | 20.05 | 3 | 175 | 50.0% | 0.45 | 0.0057 | -0.039 | 185 | 45.65 | 48.60 | 32 | 48.2% | -0.58 | 0.0064 | -0.040 | |
| 15.35 | 19.15 | 17 | 1,241 | 49.5% | 0.43 | 0.0056 | -0.039 | 190 | 50.45 | 52.20 | 6 | 49.1% | -0.61 | 0.0064 | -0.039 | |
| 15.10 | 17.90 | 1 | 96 | 50.2% | 0.41 | 0.0056 | -0.038 | 195 | 53.90 | 56.10 | 5 | 48.9% | -0.63 | 0.0063 | -0.039 | |
| 14.00 | 16.30 | 3 | 1,191 | 49.8% | 0.39 | 0.0055 | -0.038 | 200 | 57.00 | 60.05 | 11 | 48.2% | -0.66 | 0.0063 | -0.038 | |
| 10.85 | 14.10 | 44 | 48.5% | 0.35 | 0.0053 | -0.037 | 210 | 66.30 | 67.95 | 3 | 49.3% | -0.70 | 0.0062 | -0.036 | ||
| 9.80 | 12.40 | 53 | 49.2% | 0.31 | 0.0050 | -0.036 | 220 | 73.70 | 76.70 | 48.7% | -0.74 | 0.0061 | -0.034 | |||
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 — Sep 17, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs