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Vistra Corp VST 120.29 -19.3 -13.83%

Previous-day view · Wed Nov 4 close. You are previewing the previous trading day. Subscribe to see today live and every other date — Trader is $59/mo. Sign up Sign in

Expected move

November 04, 2026 close · $120.47
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±2.3% ±$2.72 $117.76 – $123.19 $117.22 – $123.73 $114.66 – $126.29
2 sessions Earnings ±6.3% ±$7.63 $112.85 – $128.10 $110.98 – $129.97 $103.95 – $137.00
3 sessions Earnings ±7.0% ±$8.43 $112.05 – $128.90 $110.10 – $130.85 $102.40 – $138.55
1 week Earnings ±7.9% ±$9.47 $111.01 – $129.94 $108.73 – $132.22 $100.58 – $140.37
2 weeks Earnings ±9.5% ±$11.47 $109.01 – $131.94 $106.31 – $134.64 $96.30 – $144.65
3 weeks Earnings ±10.9% ±$13.09 $107.38 – $133.57 $104.26 – $136.69 $92.96 – $147.99
1 month Earnings ±12.3% ±$14.78 $105.70 – $135.25 $102.15 – $138.80 $89.43 – $151.52
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. VST reports in 2 sessions; only the horizons marked Earnings include its jump. Draw the cone on the chart →

Volatility premium

Beta
The forecast is for the current session, which this plan does not open.

Earnings: priced against what happened

Average implied move
±7.66%
Average actual move
5.17%
Beyond the implied move
1 / 7
Median IV change
-18.05%
Reaction session Implied Actual Used ATM IV before → after
August 07, 2026 ±4.93% -0.56% 0.11× 58.8% → 48.6%
May 07, 2026 ±6.68% -2.74% 0.41× —
August 07, 2025 ±7.94% +2.36% 0.30× 69.2% → 51.8%
May 07, 2025 ±8.37% -3.66% 0.44× 70.8% → 57.5%
February 27, 2025 ±9.36% -12.27% 1.31× 84.3% → 75.3%
November 07, 2024 ±7.89% +7.65% 0.97× 66.6% → 55.9%
August 08, 2024 ±8.42% +6.94% 0.82× 73.3% → 58.5%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →