VST — Aug 155/180 call debit spread

Vistra reports Q2 on August 6 with backlog up 168% to $7.5B and 3,800 MW of contracted data-center supply, including a 2.1GW nuclear agreement with Meta. The August 155/180 call spread costs 34% of its width with a 163.50 breakeven, expressing the ERCOT-pipeline and Perry-restart catalysts without paying for the full implied move.

Structure

  • long call 155 2026-08-21
  • short call 180 2026-08-21

Signals

  • Q1'26 backlog: $7.5B, +168% YoY (DB)
  • DC PPAs: Meta 2.1GW + AWS; 3,800 MW contracted (web_search)
  • Catalyst: Perry nuclear restart; ERCOT pipeline (web_search)
  • Aug implied move: 18% by Aug 21 expiry (DB)

What invalidates this thesis

Mild-summer ERCOT power prices or a PPA-cadence disappointment caps the move below the 163.50 breakeven, and the debit decays into the Aug 21 expiry.