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 ±42.5% (82.47–204.51) · ATM IV 47.9% · P/C open interest 5.29
| 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 | |
| 74.00 | 77.50 | 18 | 52.7% | 0.94 | 0.0016 | 0.000 | 75 | 2.76 | 3.50 | 24 | 51.1% | -0.07 | 0.0016 | -0.011 | ||
| 70.10 | 72.75 | 12 | 35 | 50.4% | 0.92 | 0.0018 | -0.002 | 80 | 3.50 | 4.40 | 8 | 50.7% | -0.08 | 0.0019 | -0.013 | |
| 66.55 | 69.65 | 1 | 1 | 51.6% | 0.91 | 0.0021 | -0.004 | 85 | 4.65 | 5.20 | 1 | 23 | 50.4% | -0.10 | 0.0022 | -0.015 |
| 63.00 | 66.00 | 23 | 51.3% | 0.89 | 0.0024 | -0.007 | 90 | 5.35 | 7.35 | 33 | 51.0% | -0.12 | 0.0025 | -0.017 | ||
| 59.50 | 62.50 | 7 | 50.9% | 0.87 | 0.0027 | -0.009 | 95 | 6.40 | 7.90 | 35 | 49.4% | -0.14 | 0.0028 | -0.018 | ||
| 56.00 | 58.35 | 38 | 49.3% | 0.85 | 0.0030 | -0.011 | 100 | 8.25 | 9.15 | 109 | 49.6% | -0.16 | 0.0031 | -0.020 | ||
| 52.75 | 56.00 | 3 | 50.1% | 0.83 | 0.0032 | -0.013 | 105 | 8.65 | 10.95 | 25 | 48.3% | -0.18 | 0.0034 | -0.021 | ||
| 49.90 | 53.00 | 8 | 50.1% | 0.81 | 0.0035 | -0.015 | 110 | 10.70 | 12.70 | 870 | 48.6% | -0.20 | 0.0037 | -0.023 | ||
| 47.00 | 50.00 | 22 | 49.8% | 0.79 | 0.0037 | -0.017 | 115 | 12.65 | 14.40 | 94 | 48.4% | -0.23 | 0.0040 | -0.024 | ||
| 44.25 | 46.80 | 48 | 49.2% | 0.76 | 0.0040 | -0.019 | 120 | 14.65 | 16.15 | 85 | 48.0% | -0.25 | 0.0042 | -0.025 | ||
| 41.90 | 43.50 | 24 | 48.7% | 0.74 | 0.0042 | -0.021 | 125 | 17.70 | 19.15 | 6 | 72 | 49.5% | -0.28 | 0.0045 | -0.026 | |
| 39.35 | 41.25 | 31 | 48.8% | 0.72 | 0.0044 | -0.022 | 130 | 19.85 | 20.60 | 1 | 725 | 48.5% | -0.30 | 0.0047 | -0.027 | |
| 36.70 | 38.70 | 13 | 47 | 48.2% | 0.69 | 0.0045 | -0.024 | 135 | 22.35 | 23.30 | 123 | 48.6% | -0.33 | 0.0049 | -0.028 | |
| 34.85 | 36.10 | 1 | 67 | 48.1% | 0.67 | 0.0047 | -0.025 | 140 | 24.95 | 25.85 | 2 | 59 | 48.5% | -0.35 | 0.0051 | -0.029 |
| 32.60 | 34.70 | 62 | 48.5% | 0.64 | 0.0048 | -0.026 | 145 | 26.10 | 28.65 | 211 | 47.2% | -0.38 | 0.0052 | -0.029 | ||
| 30.90 | 32.10 | 7 | 122 | 48.2% | 0.62 | 0.0049 | -0.027 | 150 | 29.05 | 31.35 | 1 | 349 | 47.1% | -0.41 | 0.0054 | -0.030 |
| 28.95 | 30.20 | 74 | 48.0% | 0.60 | 0.0050 | -0.028 | 155 | 31.65 | 34.30 | 110 | 46.7% | -0.43 | 0.0055 | -0.030 | ||
| 27.20 | 29.00 | 71 | 48.4% | 0.57 | 0.0051 | -0.028 | 160 | 35.10 | 38.35 | 1 | 122 | 47.6% | -0.46 | 0.0056 | -0.030 | |
| 25.55 | 26.85 | 24 | 48.0% | 0.55 | 0.0051 | -0.029 | 165 | 38.00 | 40.65 | 211 | 46.6% | -0.48 | 0.0057 | -0.031 | ||
| 23.90 | 25.90 | 74 | 48.4% | 0.53 | 0.0051 | -0.029 | 170 | 42.10 | 44.50 | 39 | 47.6% | -0.51 | 0.0058 | -0.030 | ||
| 22.05 | 24.60 | 74 | 48.2% | 0.51 | 0.0051 | -0.029 | 175 | 45.40 | 47.70 | 561 | 47.2% | -0.53 | 0.0059 | -0.030 | ||
| 21.30 | 22.60 | 135 | 48.1% | 0.49 | 0.0051 | -0.030 | 180 | 48.50 | 51.40 | 128 | 46.9% | -0.55 | 0.0059 | -0.030 | ||
| 20.25 | 22.35 | 111 | 49.1% | 0.47 | 0.0051 | -0.030 | 185 | 52.00 | 55.35 | 113 | 47.0% | -0.58 | 0.0060 | -0.030 | ||
| 19.10 | 20.50 | 92 | 48.6% | 0.45 | 0.0051 | -0.030 | 190 | 56.05 | 58.50 | 134 | 46.8% | -0.60 | 0.0060 | -0.030 | ||
| 17.80 | 19.00 | 1 | 68 | 48.2% | 0.43 | 0.0050 | -0.030 | 195 | 60.10 | 62.70 | 13.4K | 47.2% | -0.62 | 0.0060 | -0.029 | |
| 16.80 | 18.15 | 2 | 240 | 48.4% | 0.41 | 0.0050 | -0.030 | 200 | 64.35 | 66.50 | 79 | 47.4% | -0.64 | 0.0060 | -0.029 | |
| 16.00 | 17.50 | 28 | 48.9% | 0.40 | 0.0049 | -0.030 | 205 | 67.60 | 70.30 | 21 | 46.5% | -0.66 | 0.0060 | -0.028 | ||
| 15.15 | 17.00 | 2 | 233 | 49.3% | 0.38 | 0.0049 | -0.029 | 210 | 72.00 | 75.00 | 34 | 47.4% | -0.68 | 0.0060 | -0.028 | |
| 14.30 | 15.50 | 7 | 44 | 48.9% | 0.37 | 0.0048 | -0.029 | 215 | 76.00 | 79.00 | 21 | 47.1% | -0.70 | 0.0060 | -0.027 | |
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 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