VST Gamma Exposure, IV Rank & Implied Volatility
Vistra Corp. (VST) options data — GEX, IV rank, options chain & Greeks
VST options trade with implied volatility typically in the 25% - 55% range, averaging N/A in daily volume with good liquidity. Next earnings: See earnings calendar. Weekly options and LEAPS are available.
An IV rank near 77.3 (the value shown here is illustrative) would mean implied volatility is in roughly the 77.3th percentile of its 1-year range — elevated, premium-selling regime for credit spreads, iron condors, and short strangles. For today's live VST IV rank from ORATS, open the dashboard.
Chart shows simulated data for display purposes. View the real VST IV history on the live platform →
Comprehensive options market data for Vistra Corp.
VST Options at a Glance
What's Covered in This Guide
1 About Vistra Corp. (VST)
Vistra Corp is an integrated retail electricity and power generation company. The company has benefited from AI data center demand and operates a growing nuclear fleet.
Company Profile
Key Dates
Vistra Corp. operates in the Utilities sector.
2 VST Options Market Overview
VST options provide good liquidity for options traders.
Liquidity Assessment: Good
VST options are available for trading across multiple expirations.
3 VST Implied Volatility & IV Rank
VST implied volatility is typically low, reflecting the regulated and defensive nature of utility operations. IV may rise during regulatory proceedings.
Earnings Impact
IV typically expands before earnings and contracts after the announcement.
The post-earnings volatility drop is known as IV crush. Holders of short VST options should also understand early assignment risk around dividends and expiration.
Historical Volatility vs IV
VST IV generally trades near historical volatility, with premiums expanding around earnings.
Term Structure
Typically upward sloping under normal conditions.
VST Gamma Exposure (GEX)
Gamma Exposure analysis for VST reveals dealer hedging dynamics at key strike levels.
Typical GEX Profile: VST tends to operate in a positive gamma environment during normal conditions.
Key Levels:
Dealer Hedging:
4 Common VST Options Strategies
These are strategies commonly used by traders on VST options, based on typical market characteristics. This is not investment advice.
Popular for VST shareholders seeking additional income.
Defined-risk directional exposure on VST.
Range-bound strategy for VST between events.
Key Considerations for VST Options
- VST options liquidity varies by expiration - prefer near-term and monthly expirations for tighter spreads
- Monitor earnings dates for IV expansion/contraction patterns
- Consider the stock's beta when sizing positions
Frequently Asked Questions: VST Options
What is VST's typical implied volatility?
VST implied volatility typically ranges from 25% - 55%.
Does VST have weekly options?
VST offers weekly options.
What is VST's options trading profile?
VST (Vistra Corp.) options trade with good liquidity, averaging N/A in daily volume, typical bid-ask spreads of N/A. Implied volatility typically falls in the 25% - 55% range. The position sits in the Utilities category for portfolio diversification and options strategy design.
How does VST implied volatility behave around earnings?
IV typically expands before earnings and contracts after the announcement. Next scheduled earnings: See earnings calendar. Traders often size short premium positions for the post-earnings IV crush, while long premium buyers should be aware that the IV decline can outweigh small directional moves.
What options strategies work well on VST?
Popular strategies on VST options include Covered Calls, Vertical Spreads, Iron Condors. Strategy selection depends on the current IV environment versus the 25% - 55% typical range, days to next earnings, and the trader's directional outlook. Higher IV regimes favour premium-selling strategies; lower IV regimes favour directional debit spreads or long premium plays.
What is VST's gamma exposure (GEX)?
Gamma exposure (GEX) measures how options dealers' hedging of their net gamma position can influence VST's intraday price action. VST tends to operate in a positive gamma environment during normal conditions. Positive GEX tends to dampen volatility and create mean-reverting moves, while negative GEX can amplify swings. View live VST GEX levels and the gamma-flip point on ApexVol.
What is VST's IV rank?
VST's IV rank shows where VST's current implied volatility sits within its trailing 1-year range, scored 0–100. A reading near 100 means IV is near its yearly high — options are relatively expensive, which favors premium-selling strategies like credit spreads and iron condors. A reading near 0 means IV is near its yearly low, favoring premium-buying. VST implied volatility typically ranges from 25% - 55%. Check VST's live IV rank and percentile on ApexVol's IV analytics.
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