Vistra Corp. (VST)
Overview · Option chain · Volatility · Expected-move history · Earnings
Cboe delayed options data · as of 15:46 UTC · Figures derived from the full chain (1,434 contracts, 17 expirations) · IV own-history percentile appears after 60 recorded days (28 so far)
Expected move · Nov 20, 2026 (32 days)
Methodology →Read from option prices: the at-the-money straddle costs this much, so the market is pricing a move of about that size in either direction by this date. It is an estimate of movement, not a prediction of direction.
Options are pricing a move of about ±12.2% (range 131.39–167.79) by Nov 20, 2026. ATM straddle: 18.20 @ strike 150 · ATM IV: 51.2%.
Probability distribution
Model & assumptions →The curve shows where a lognormal model, fed with current implied volatility, puts the range of outcomes at this expiration. Shaded: the expected-move band.
| Level | vs price | P(above)Model-estimated chance the stock finishes above a level at expiration, derived from current IV under a lognormal model with stated assumptions — an estimate, not a prediction. | P(below) |
|---|---|---|---|
| 134.63 | -10% | 73.2% | 26.8% |
| 142.11 | -5% | 60.4% | 39.6% |
| 149.59 | +0% | 47.0% | 53.0% |
| 157.07 | +5% | 34.5% | 65.5% |
| 164.55 | +10% | 24.0% | 76.0% |
Model-estimated probabilities of finishing above/below each level at expiration: estimates under stated assumptions, not predictions.
Probability explorer
Drag the slider to any level and see the model-estimated chance the stock finishes above or below it at the selected expiration.
Horizon: Nov 20, 2026 · lognormal model with zero drift: an estimate, not a prediction. Assumptions
Expirations
Open the chain →| Expires | DTEDays to expiration, in calendar days. | Implied move | ATM IV | Open int. |
|---|---|---|---|---|
| Oct 23, 2026 | 4 | ±4.6% | 53.4% | 27.0K |
| Oct 30, 2026 | 11 | ±7.0% | 49.8% | 22.0K |
| Nov 06, 2026 | 18 | ±10.3% | 57.8% | 19.1K |
| Nov 13, 2026 | 25 | ±11.2% | 53.4% | 3,497 |
| Nov 20, 2026 | 32 | ±12.2% | 51.2% | 98.8K |
| Nov 27, 2026 | 39 | ±12.8% | 49.0% | 539 |
| Dec 18, 2026 | 60 | ±15.1% | 46.6% | 83.7K |
| Jan 15, 2027 | 88 | ±17.9% | 45.8% | 86.5K |
| Mar 19, 2027 | 151 | ±24.4% | 47.8% | 34.8K |
| Apr 16, 2027 | 179 | ±26.9% | 48.4% | 6,959 |
Open interest by strike · Nov 20
Where option positions are concentrated. Teal bars are calls, red bars are puts; the dashed line is the current price.
Largest open-interest concentrations (all expirations ≤ 60 days): 115 P · 24.2K120 P · 18.4K135 P · 17.9K110 P · 15.4K165 C · 14.3K
IV term structure
Volatility page →At-the-money implied volatility for each expiration. A hump around a date often marks a scheduled event the market is pricing.
When does open interest expire?
Implied vs realized volatility
HV from our stored daily closes (annualized); IV30 interpolated from the chain. Method
Price, last 60 sessions
Daily closes; Financial Modeling Prep.
Track record
Full history →Of 93 recorded snapshot-versus-outcome comparisons so far, the close landed inside the expected range 68.8% of the time.
Past earnings reactions
Avg |reaction| 4.6% · median 4.1% (20 reports). Two-session close-to-close window; definition
About Vistra Corp.
Vistra Corp., along with its various holdings, functions as a unified entity primarily engaged in retail electricity supply and power generation. The company organizes its operations across six distinct segments: Retail, Texas, East, West, Sunset, and Asset Closure. It directly provides electricity and natural gas to residential, commercial, and industrial clients throughout 20 U.S. states and the District of Columbia. Beyond its retail endeavors, Vistra also participates in generating electricity, facilitating wholesale energy transactions, managing commodity-related risks, producing fuel, and overseeing fuel logistics. With approximately 4.3 million customers, Vistra commands an impressive generation capacity of about 38,700 megawatts. This capacity is sustained by a diverse portfolio of facilities, including those powered by natural gas, nuclear energy, coal, solar, and advanced battery energy storage systems. The enterprise, initially known as Vistra Energy Corp., adopted its current name, Vistra Corp., in July 2020. Tracing its origins back to 1882, Vistra Corp. maintains its corporate headquarters in Irving, Texas.
Utilities · Independent Power Producers · NYSE · Profile: Financial Modeling Prep
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