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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Vistra Corp. (VST) - NYSE Next Earnings Date: OS Estimate: Nov. 5, 2026 BO
OS Projected Window: Nov. 2, 2026 to Nov. 7, 2026
EVR: 2.5
Avg Daily Volume: 4,401,832    Market Cap: 49.8B
Sector: Utilities    Short Interest: 3.21
Live Interactive Chart
Days to Next Earnings: 55 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 35
Earnings Date Pre-ER EVR IMPLIED MOVE APPROACHING EARNINGS Inside or Outside IMPL. Move
POST EARNINGS: At Market Close
Pre-ER Close Position Straddle @Trade Price Implied Move Max Move I/O Closing Move I/O Close Price Straddle @Trade Price Return
Aug. 7, 2026 BO 2.6 $141.38 @$141.00 $13.65
($141.38)
9.68% -4.68% I -0.55% I $140.59 $10.88
( $140.59 )
-20.29%
May 7, 2026 BO 2.7 $158.29 @$157.50 $14.12
($158.29)
8.97% 6.38% I -2.74% I $153.95 $10.38
( $153.95 )
-26.49%
Feb. 26, 2026 BO 2.7 $175.36 @$175.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Nov. 6, 2025 BO 2.8 $189.39 @$190.00
Aug. 7, 2025 BO 2.8 $200.85 @$200.00
May 7, 2025 BO 2.7 $144.80 @$145.00
Feb. 27, 2025 BO 2.4 $148.19 @$150.00
Nov. 7, 2024 BO 2.1 $126.09 @$126.00
Aug. 8, 2024 BO 2.0 $73.95 @$74.00
May 8, 2024 BO 2.0 $81.74 @$82.50

 
 
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