VST cadeia de opções Vistra Corp.

Expiração Cboe delayed options data · em 03:45 UTC

Cada linha corresponde a um strike. A metade esquerda é a call, a metade direita é a put. Bid/ask são as cotações atuais de compradores e vendedores; volume é o número de contratos negociados na sessão; open interest são os contratos em aberto. A linha destacada é a mais próxima do preço da ação.

Este vencimento precifica um movimento de aproximadamente ±11.9% (131.95–167.75) · IV ATM 50.5% · P/C open interest 1.12

CALLS								Strike	PUTS
Bid	Perguntar	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	Perguntar	Vol	OI	IV	Δ	Γ	Θ
73.10	77.10		35	106.6%	1.00	0.0000	0.000	75	0	2.13		55	147.2%	-0.00	0.0000	-0.001
68.10	72.20		62	99.8%	1.00	0.0001	0.000	80	0	2.13		43	135.2%	-0.00	0.0001	-0.001
63.95	66.35		46	89.5%	1.00	0.0001	0.000	85	0	0.0100		55	61.9%	-0.00	0.0001	-0.002
58.20	61.35		26		1.00	0.0003	0.000	90	0	0.7400		156	92.3%	-0.00	0.0003	-0.003
53.25	56.95		16	65.9%	0.99	0.0005	0.000	95	0	0.3700		114	74.9%	-0.00	0.0005	-0.005
48.30	52.05	1	20	63.8%	0.99	0.0008	-0.003	100	0	0.5200	15	411	71.2%	-0.01	0.0008	-0.009
43.30	47.05		12	55.5%	0.98	0.0014	-0.009	105	0	0.8900		271	70.2%	-0.01	0.0014	-0.014
39.05	41.55		24	54.5%	0.97	0.0024	-0.017	110	0.1600	0.3900		12.4K	57.1%	-0.03	0.0024	-0.022
34.25	36.75		47	53.4%	0.96	0.0037	-0.029	115	0.3600	0.5600	2	15.3K	55.3%	-0.04	0.0037	-0.033
29.60	31.45	1	31	46.4%	0.93	0.0055	-0.044	120	0.7000	0.9000	110	3,417	54.4%	-0.07	0.0055	-0.048
25.30	27.30	1	45	51.4%	0.89	0.0078	-0.062	125	1.17	1.42	558	4,653	53.2%	-0.11	0.0078	-0.066
21.00	22.75	4	49	49.1%	0.84	0.0103	-0.083	130	1.88	2.15	255	2,003	52.1%	-0.16	0.0104	-0.086
17.35	18.80	1	466	49.9%	0.78	0.0129	-0.103	135	2.87	3.35	66	4,650	51.6%	-0.22	0.0130	-0.105
14.10	15.65	1	792	51.8%	0.71	0.0152	-0.120	140	4.30	4.75	50	1,396	50.8%	-0.30	0.0153	-0.122
13.75	14.70			51.7%	0.69	0.0156	-0.123	141	4.55	5.10	2		50.5%	-0.31	0.0157	-0.125
13.15	14.15			52.0%	0.67	0.0159	-0.126	142	5.10	5.60			51.4%	-0.33	0.0160	-0.128
12.50	13.45			51.6%	0.66	0.0162	-0.128	143	5.50	6.20			52.1%	-0.35	0.0164	-0.130
11.95	12.45			50.4%	0.64	0.0165	-0.131	144	5.90	6.25	3		50.9%	-0.36	0.0167	-0.133
11.35	12.00	16	1,743	50.7%	0.62	0.0168	-0.133	145	6.30	6.60	16	1,540	50.6%	-0.38	0.0169	-0.135
10.80	11.50			50.9%	0.60	0.0170	-0.135	146	6.75	7.10	1		50.8%	-0.40	0.0172	-0.136
10.30	10.80	3		50.5%	0.59	0.0172	-0.136	147	7.20	7.50			50.6%	-0.41	0.0174	-0.138
9.75	10.60	3		51.3%	0.57	0.0174	-0.138	148	7.60	8.30	2		51.2%	-0.43	0.0175	-0.139
9.25	9.75			50.3%	0.55	0.0175	-0.139	149	7.90	8.50			49.8%	-0.45	0.0177	-0.140
8.80	9.25	144	2,017	50.3%	0.53	0.0176	-0.139	150	8.60	9.15	122	1,286	50.7%	-0.47	0.0177	-0.141
7.65	8.15	92		50.3%	0.49	0.0176	-0.140	152.5	9.75	10.40	99		49.8%	-0.51	0.0178	-0.141
6.60	7.15	86	2,138	50.3%	0.45	0.0175	-0.139	155	11.15	11.90	21	1,581	49.6%	-0.55	0.0177	-0.140
5.00	6.20	20		48.2%	0.41	0.0171	-0.137	157.5	11.85	13.50	7		47.0%	-0.60	0.0173	-0.138
5.00	5.35	664	5,294	50.5%	0.37	0.0166	-0.133	160	14.65	15.20	370	1,666	50.4%	-0.64	0.0168	-0.134
4.25	4.70	36		50.7%	0.33	0.0159	-0.129	162.5	16.30	17.15			50.5%	-0.67	0.0162	-0.129
3.65	4.05	57	3,149	50.9%	0.30	0.0151	-0.123	165	18.30	19.45	6	589	52.4%	-0.71	0.0154	-0.123
3.15	3.50	26		51.2%	0.27	0.0142	-0.117	167.5	19.90	21.75			52.6%	-0.74	0.0146	-0.117
2.67	3.10	175	2,391	51.6%	0.24	0.0133	-0.110	170	22.15	23.75		384	53.6%	-0.77	0.0136	-0.110
2.23	2.59	1		51.3%	0.21	0.0124	-0.103	172.5	24.00	26.00			53.6%	-0.80	0.0127	-0.103
2.00	2.23	66	6,082	52.0%	0.18	0.0114	-0.096	175	26.50	28.05		62	55.0%	-0.82	0.0118	-0.096
1.64	1.93			52.1%	0.16	0.0105	-0.088	177.5	28.40	30.45			55.0%	-0.85	0.0109	-0.089
1.48	1.71	30	3,364	53.1%	0.14	0.0096	-0.082	180	30.70	32.80		33	56.2%	-0.87	0.0100	-0.082
1.02	1.40	21	1,631	54.1%	0.11	0.0079	-0.068	185	35.35	37.50		21	58.3%	-0.90	0.0083	-0.068
0.7500	0.9500	756	4,805	54.1%	0.08	0.0064	-0.057	190	40.15	42.05		10	59.3%	-0.93	0.0069	-0.056
0.5700	0.8900	5	2,455	56.6%	0.06	0.0052	-0.046	195	44.45	47.00		24	58.1%	-0.95	0.0057	-0.046
0.4500	0.6100	418	3,273	55.8%	0.05	0.0041	-0.038	200	49.30	52.10		3	61.8%	-0.97	0.0046	-0.037
0.2400	0.6000	114	776	61.7%	0.03	0.0026	-0.025	210	58.55	62.25		1	61.4%	-0.99	0.0028	-0.022
0.1100	0.3200	1	3,281	61.6%	0.02	0.0016	-0.016	220	68.25	72.30				-1.00	0.0005	-0.016

Strikes exibidos: dentro de ±50% do preço do ativo subjacente. Valor intrínseco = max(0, preço − strike) para calls, max(0, strike − preço) para puts; extrínseco = preço da opção − intrínseco. Greeks e IV conforme calculados pelo feed da bolsa.

Sorriso de volatilidade — Nov 20, 2026

Página de volatilidade →

Volatilidade implícita por strike para este vencimento. Puts fora do dinheiro geralmente apresentam IV mais alta do que calls — o skew.

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VST cadeia de opções Vistra Corp.

Sorriso de volatilidade — Nov 20, 2026

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