VST cadena de opciones Vistra Corp.

Vencimiento Cboe delayed options data · a fecha de 18:46 UTC

Cada fila corresponde a un strike. La mitad izquierda es el call, la mitad derecha el put. El bid/ask es lo que compradores y vendedores cotizan actualmente; el volumen son los contratos negociados en la sesión; el open interest son los contratos vigentes. La fila resaltada es la más cercana al precio de la acción.

Este vencimiento descuenta un movimiento de aproximadamente ±12.2% (131.75–168.50) · ATM IV 52.6% · P/C interés abierto 1.11

CALLS								Strike	PUTS
Bid	Preguntar	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	Preguntar	Vol	OI	IV	Δ	Γ	Θ
68.95	72.45		62	108.2%	1.00	0.0001	0.000	80	0	0.7800		43	113.9%	-0.00	0.0001	-0.001
64.15	66.70		46		1.00	0.0001	0.000	85	0	0.5500		55	98.4%	-0.00	0.0001	-0.002
59.15	61.70		26		1.00	0.0003	0.000	90	0	0.5900		156	90.7%	-0.00	0.0003	-0.003
54.20	56.75		16		0.99	0.0005	0.000	95	0	0.4700		114	79.3%	-0.01	0.0005	-0.006
49.25	52.40		20	75.4%	0.99	0.0009	-0.004	100	0	0.5200		411	72.7%	-0.01	0.0009	-0.010
44.30	47.45		12	68.7%	0.98	0.0015	-0.010	105	0	0.9300		271	72.3%	-0.02	0.0015	-0.016
39.55	42.10		24	58.7%	0.97	0.0024	-0.020	110	0.0900	0.4900		12.4K	59.0%	-0.03	0.0024	-0.025
34.90	36.75		47	50.8%	0.96	0.0038	-0.032	115	0.3300	0.6200	108	15.3K	57.0%	-0.04	0.0038	-0.037
30.20	32.50	2	32	55.2%	0.93	0.0055	-0.049	120	0.6200	0.8600	66	3,424	54.7%	-0.07	0.0055	-0.052
25.50	28.00		44	52.8%	0.89	0.0076	-0.068	125	1.14	1.35	25	4,515	54.0%	-0.11	0.0077	-0.071
21.35	23.95		49	53.7%	0.84	0.0101	-0.088	130	1.81	2.13	39	2,189	53.1%	-0.16	0.0101	-0.091
17.90	19.70	7	466	53.6%	0.78	0.0125	-0.109	135	2.95	3.15	60	4,681	52.7%	-0.22	0.0126	-0.111
14.75	15.70	4	792	52.8%	0.71	0.0147	-0.126	140	4.45	4.70	34	1,416	52.8%	-0.29	0.0148	-0.129
14.30	14.90			52.9%	0.69	0.0151	-0.130	141	4.80	5.10	1	2	52.9%	-0.31	0.0152	-0.132
13.65	14.25			52.8%	0.68	0.0154	-0.132	142	5.00	5.65	2		52.9%	-0.32	0.0155	-0.134
13.05	13.65			52.8%	0.66	0.0158	-0.135	143	5.50	5.95	2		53.0%	-0.34	0.0159	-0.137
12.45	13.05			52.8%	0.65	0.0160	-0.137	144	5.70	6.40	7	3	52.5%	-0.36	0.0162	-0.139
11.80	12.50	20	1,740	52.6%	0.63	0.0163	-0.139	145	6.35	6.65	30	1,546	52.6%	-0.37	0.0165	-0.141
11.30	11.95			52.8%	0.61	0.0166	-0.141	146	6.60	7.30	1	1	52.7%	-0.39	0.0167	-0.143
10.80	11.35		3	52.8%	0.59	0.0168	-0.143	147	7.30	7.50	12		52.7%	-0.41	0.0169	-0.145
10.20	10.85		2	52.6%	0.58	0.0169	-0.144	148	7.55	7.95	30	2	51.9%	-0.43	0.0171	-0.146
9.70	10.35	15		52.6%	0.56	0.0171	-0.145	149	8.30	8.45	43		52.7%	-0.44	0.0173	-0.147
9.40	9.70	114	1,999	52.7%	0.54	0.0172	-0.146	150	8.75	8.90	160	1,274	52.5%	-0.46	0.0174	-0.148
8.35	8.60	68	69	53.0%	0.50	0.0173	-0.147	152.5	9.95	10.35	11	71	52.2%	-0.50	0.0175	-0.148
7.25	7.40	59	2,160	52.5%	0.46	0.0172	-0.146	155	11.35	11.95	5	1,587	52.4%	-0.55	0.0174	-0.147
6.30	6.55	71	19	52.8%	0.42	0.0169	-0.144	157.5	12.90	13.45	6	7	52.2%	-0.59	0.0172	-0.145
5.30	5.65	164	5,528	52.1%	0.38	0.0165	-0.140	160	14.55	15.15	2	1,917	52.3%	-0.63	0.0167	-0.141
4.50	5.05	2	35	52.4%	0.34	0.0159	-0.135	162.5	16.10	16.90			51.7%	-0.67	0.0162	-0.136
3.90	4.20	160	3,143	52.0%	0.31	0.0152	-0.129	165	17.95	19.25		589	53.4%	-0.70	0.0154	-0.130
3.30	3.75	5	26	52.5%	0.27	0.0143	-0.123	167.5	19.60	21.30			53.0%	-0.73	0.0147	-0.123
2.89	3.10	212	2,413	52.4%	0.24	0.0134	-0.116	170	21.90	23.40	1	384	54.6%	-0.77	0.0138	-0.116
2.41	2.61	56	1	52.1%	0.21	0.0125	-0.108	172.5	23.15	25.60			52.1%	-0.79	0.0129	-0.108
2.05	2.26	246	6,093	52.4%	0.19	0.0116	-0.100	175	25.60	28.55		62	57.0%	-0.82	0.0120	-0.101
1.69	2.03	2		52.8%	0.17	0.0106	-0.092	177.5	27.45	30.05			52.8%	-0.84	0.0110	-0.093
1.48	1.65	342	3,374	52.8%	0.15	0.0097	-0.085	180	30.35	32.05		33	55.2%	-0.86	0.0102	-0.085
1.07	1.28	31	1,633	53.8%	0.11	0.0080	-0.071	185	34.25	37.10		21	54.7%	-0.90	0.0085	-0.070
0.7800	0.9500	330	4,873	54.5%	0.08	0.0065	-0.058	190	39.65	41.70		10	59.7%	-0.93	0.0070	-0.057
0.5600	0.7500		2,455	55.5%	0.06	0.0052	-0.047	195	43.85	46.45		24	55.3%	-0.95	0.0057	-0.046
0.4300	0.5600	64	3,414	56.4%	0.05	0.0041	-0.037	200	48.75	51.25		3	55.1%	-0.97	0.0048	-0.038
0.0900	0.3900		829	56.6%	0.03	0.0025	-0.023	210	58.60	61.85		1	69.2%	-0.99	0.0024	-0.022
0.1200	0.2900	1	3,282	61.6%	0.02	0.0015	-0.014	220	68.60	71.80			76.1%	-1.00	0.0000	-0.018

Strikes mostrados: dentro del ±50% del precio del subyacente. Valor intrínseco = máx(0, precio − strike) para calls, máx(0, strike − precio) para puts; extrínseco = precio de la opción − intrínseco. Griegas e IV según los calcula el feed del mercado.

Sonrisa de volatilidad — Nov 20, 2026

Página de volatilidad →

Volatilidad implícita por strike para este vencimiento. Los puts fuera del dinero suelen tener una IV más alta que los calls — el skew.

callsputs

VST cadena de opciones Vistra Corp.

Sonrisa de volatilidad — Nov 20, 2026

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