VST cadena de opciones Vistra Corp.

Vencimiento Cboe delayed options data · a fecha de 22:04 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 ±12.5% (133.12–171.28) · ATM IV 54.0% · 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
68.55	72.55		62		1.00	0.0001	0.000	80	0	0.7800		43	114.3%	-0.00	0.0001	-0.001
63.60	67.60		46		1.00	0.0001	0.000	85	0	0.5500		55	98.8%	-0.00	0.0001	-0.002
59.10	62.60		26	75.2%	1.00	0.0002	0.000	90	0	0.7500		156	94.8%	-0.00	0.0002	-0.003
54.25	57.15		16		1.00	0.0005	0.000	95	0	0.4700		114	79.7%	-0.00	0.0005	-0.005
49.20	52.60		20	62.0%	0.99	0.0008	-0.003	100	0	0.5200		411	73.0%	-0.01	0.0008	-0.009
44.55	47.70		12	66.7%	0.99	0.0014	-0.009	105	0	1.20		271	76.4%	-0.01	0.0014	-0.015
39.35	42.20	1	24		0.98	0.0023	-0.018	110	0.0500	0.5400		12.4K	59.5%	-0.03	0.0023	-0.024
34.60	37.30		47	41.9%	0.96	0.0036	-0.031	115	0.2100	0.6200	108	15.3K	55.8%	-0.04	0.0036	-0.035
30.20	32.65	2	32	51.0%	0.93	0.0054	-0.047	120	0.5600	0.7300	142	3,424	53.4%	-0.07	0.0054	-0.051
26.05	28.15		44	53.7%	0.90	0.0075	-0.066	125	1.06	1.41	40	4,515	54.3%	-0.10	0.0076	-0.070
21.15	24.70		49	53.8%	0.85	0.0099	-0.087	130	1.85	2.12	46	2,189	53.7%	-0.15	0.0100	-0.090
17.85	20.80	7	466	55.8%	0.79	0.0124	-0.108	135	2.91	3.15	62	4,681	53.0%	-0.22	0.0125	-0.111
14.70	17.30	6	792	56.5%	0.71	0.0146	-0.126	140	4.30	4.80	50	1,416	53.2%	-0.29	0.0147	-0.128
14.35	15.60			54.0%	0.70	0.0150	-0.129	141	4.60	5.45	1	2	54.0%	-0.30	0.0151	-0.132
13.75	14.35			52.1%	0.68	0.0153	-0.132	142	5.00	5.50	3		53.1%	-0.32	0.0155	-0.134
13.15	13.75			52.2%	0.67	0.0156	-0.135	143	4.95	6.50	2		53.6%	-0.34	0.0158	-0.137
12.40	13.20			51.9%	0.65	0.0160	-0.137	144	4.90	6.95	7	3	52.4%	-0.35	0.0161	-0.139
11.85	13.45	20	1,740	54.5%	0.63	0.0162	-0.140	145	6.20	7.00	30	1,546	54.0%	-0.37	0.0164	-0.142
10.60	12.90			52.5%	0.62	0.0165	-0.141	146	6.05	7.30	1	1	51.8%	-0.39	0.0166	-0.143
10.75	11.45		3	51.9%	0.60	0.0167	-0.143	147	7.15	7.65	12		53.6%	-0.40	0.0169	-0.145
10.20	11.70		2	54.1%	0.58	0.0169	-0.145	148	7.65	8.05	30	2	53.3%	-0.42	0.0170	-0.147
8.90	10.45	30		49.6%	0.57	0.0170	-0.146	149	8.05	8.60	43		53.5%	-0.44	0.0172	-0.148
9.35	9.90	120	1,999	52.2%	0.55	0.0171	-0.147	150	8.55	9.00	167	1,274	53.2%	-0.46	0.0173	-0.148
8.35	9.30	79	69	54.3%	0.51	0.0173	-0.148	152.5	9.85	10.65	11	71	53.7%	-0.50	0.0175	-0.149
7.30	7.70	67	2,160	52.7%	0.46	0.0172	-0.147	155	10.40	11.90	15	1,587	50.5%	-0.54	0.0174	-0.149
6.35	6.70	86	19	52.6%	0.42	0.0170	-0.145	157.5	11.90	14.35	6	7	53.0%	-0.58	0.0172	-0.147
5.45	5.80	193	5,528	52.3%	0.38	0.0165	-0.142	160	14.35	15.10	2	1,917	52.7%	-0.62	0.0168	-0.143
3.75	5.05	2	35	49.5%	0.35	0.0159	-0.137	162.5	15.85	16.95			52.3%	-0.66	0.0162	-0.138
3.85	4.35	269	3,143	51.9%	0.31	0.0152	-0.131	165	17.45	19.45		589	53.8%	-0.70	0.0156	-0.132
2.89	3.80	5	26	50.7%	0.28	0.0144	-0.124	167.5	19.20	21.15			52.6%	-0.73	0.0148	-0.126
2.87	3.25	227	2,413	52.4%	0.25	0.0136	-0.117	170	21.10	23.75	1	384	54.5%	-0.76	0.0140	-0.118
2.41	2.93	56	1	53.0%	0.22	0.0126	-0.110	172.5	23.15	25.60			53.9%	-0.79	0.0131	-0.111
2.00	2.36	250	6,093	52.2%	0.19	0.0117	-0.102	175	25.40	27.10		62	51.9%	-0.82	0.0122	-0.103
1.81	2.05	2		53.1%	0.17	0.0108	-0.094	177.5	27.45	30.00			54.8%	-0.84	0.0112	-0.095
1.55	1.70	402	3,374	53.1%	0.15	0.0099	-0.087	180	29.05	32.50		33	53.3%	-0.86	0.0103	-0.087
1.09	1.58	60	1,633	55.4%	0.11	0.0081	-0.072	185	34.15	36.40		21	52.5%	-0.90	0.0087	-0.073
0.7900	1.00	934	4,873	54.6%	0.09	0.0066	-0.059	190	38.70	41.45		10	54.1%	-0.93	0.0072	-0.060
0.5500	0.8100		2,455	55.7%	0.07	0.0053	-0.048	195	43.85	46.25		24	58.2%	-0.95	0.0059	-0.048
0.4300	0.5600	65	3,414	56.2%	0.05	0.0042	-0.038	200	48.00	51.50		3	54.2%	-0.97	0.0050	-0.040
0.0900	0.3900		829	56.4%	0.03	0.0026	-0.024	210	57.90	61.40		1		-1.00	0.0021	-0.022
0.0900	0.6900	9	3,282	67.9%	0.02	0.0015	-0.015	220	67.90	71.35				-1.00	0.0000	-0.021

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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