Earnings move database · CC BY 4.0 · Updated 2026-08-27

VST: Expectations vs Outcomes

Every tracked Vistra print on both axes: what the straddle charged going in against what the stock did coming out, and what management guided against what the company printed.

Rolling ratio

0.09x

mean of 1 scored print

Beat the straddle

0%

of 1 scored prints

Cleared its guide

n/a

no guidance tracked

One scored print is not a track record. A rolling ratio only starts meaning something after several quarters, and this name has 1. Read the row, not the average.

Print by Print

Q2 2026

Scored

Reported 2026-08-07 (before open) · reaction session 2026-08-07

Implied
±6.4%
struck an earlier session, 2026-08-03
Realised
-0.6%
close to close
Ratio
0.09x
-5.8% vs priced
Rolling
0.09x
after 1 scored

141.38 to 140.59

Single-source implied. Resolved on the August 7 close: 141.38 to 140.59, a fall of 0.56% on the same-session reaction, against a 6.4% implied. It is the smallest realised move in the database and the clearest case here of a straddle buyer paying for a move that never arrived: revenue and net income missed, adjusted EBITDA grew 31%, the full-year guide was reaffirmed and the stock did nothing. One intraday read of 1.8% at 138.79 was published during the morning and is not the session.

Our preview, trade logNasdaq historical closesBenzinga: Vistra traded little changed on Friday

Our Coverage

VST rows from the Implied vs Realised Earnings Move Database, Regards of Wallstreet. Licensed CC BY 4.0. Methodology · Full database