VST · Expected Move

Vistra Corp.

The expected move for VST is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).

VST straddle price & implied vol

60 sessions

Bars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).

Current VST Expected Move
30-Day Straddle
$17.88
7-Day Straddle
$6.25
30-Day ATM IV
50.3%
IV Rank
52%
Implied one-standard-deviation move through the next 30 days. Compare to VST's realized move over the same window to gauge whether options are pricing in too much (premium-selling regime) or too little (premium-buying regime). The Expected Move Tracker ranks every symbol by this measure.
VST Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261005 $17.88 $6.25 50.3% 52%
20261002 $13.82 $6.88 46.3% 34%
20261001 $13.47 $6.97 44.2% 24%
20260930 $13.47 $7.38 41.7% 12%
20260929 $13.93 $8.10 42.4% 16%
20260928 $13.75 $5.52 41.4% 11%
20260925 $12.85 $6.04 40.7% 8%
20260924 $12.62 $6.47 39.7% 3%
20260923 $12.47 $7.00 39.0% 0%
20260922 $13.93 $7.83 42.5% 16%
20260921 $13.95 $5.30 42.2% 15%
20260918 $12.93 $6.29 41.2% 10%
20260917 $13.78 $7.42 42.1% 14%
20260916 $13.80 $7.82 43.1% 19%
20260915 $14.30 $8.77 43.2% 20%
20260914 $14.60 $6.00 43.6% 21%
20260911 $14.75 $7.03 43.9% 22%
20260910 $14.80 $8.05 45.1% 28%
20260909 $15.30 $8.50 43.9% 23%
20260908 $16.45 $9.65 45.9% 32%
20260904 $14.28 $6.35 43.1% 18%
20260903 $13.02 $6.45 40.5% 6%
20260902 $14.03 $7.25 41.6% 11%
20260901 $13.60 $7.20 40.7% 7%
20260831 $12.75 $4.64 39.0% 0%
20260828 $12.07 $5.46 39.9% 0%
20260827 $13.32 $6.80 42.3% 2%
20260826 $13.38 $7.72 42.0% 0%
20260825 $13.85 $7.90 42.6% 3%
20260824 $13.90 $5.04 43.1% 6%
20260821 $12.75 $6.04 42.0% 0%
20260820 $13.40 $7.12 42.8% 5%
20260819 $14.07 $8.27 41.9% 0%
20260818 $14.32 $8.65 43.9% 10%
20260817 $15.15 $5.89 43.5% 8%
20260814 $14.22 $6.53 41.9% 0%
20260813 $14.75 $7.55 44.3% 1%
20260812 $15.10 $8.20 44.2% 0%
20260811 $16.07 $8.93 47.8% 5%
20260810 $16.32 $6.50 48.2% 7%
20260807 — — 49.0% 12%
20260806 $17.85 $11.72 56.6% 60%
20260805 $18.27 $12.18 56.6% 61%
20260804 $19.70 $13.47 59.0% 76%
20260803 $21.90 $11.60 60.1% 82%
20260731 $19.40 $11.85 58.1% 70%
20260730 $18.95 $12.45 56.4% 59%
20260729 $19.05 $12.60 57.5% 66%
20260728 $20.20 $13.93 58.3% 71%
20260727 $20.62 $7.80 55.8% 56%
20260724 $19.83 $8.68 54.2% 45%
20260723 $21.40 $9.43 55.1% 51%
20260722 $21.17 $10.82 55.4% 53%
20260721 $21.68 $11.35 57.6% 67%
20260720 $21.30 $7.72 57.2% 64%
20260716 $19.02 $9.80 56.4% 59%
20260715 $20.32 $10.82 55.7% 55%
20260714 $21.67 $12.62 58.3% 71%
20260713 $21.65 $8.40 57.7% 67%
20260710 $19.95 $9.48 55.8% 55%

Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.