Share price$0.42
1D+14.7%
Sold putSold callAH
Vertical Aerospace Ltd EVTL
INDUSTRIALS · AEROSPACE & DEFENSEi
Market dataready · fetched 2026-10-15T20:03:01.173Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16
Calculation methodologyPriceAlpaca · sip · 2026-10-15T20:00:58.947543103Z
FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:03:00.382951+00:00
Vertical Aerospace Ltd options
PutsExpensive2.18×
CallsExpensive2.72×
SkewBullish-396.46 pp
Implied moveBullish±$0.06
TiltBearish7.3% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 0.79 | 800.0% | 94.3% | -0.29 | 149.3% | 170.7% |
| 25Δ | 0.72 | 800.0% | 80.0% | -0.21 | 191.7% | 150.8% |
| 30Δ | 0.66 | 800.0% | 65.6% | -0.13 | 234.1% | 130.9% |
| 35Δ | 0.59 | 800.0% | 51.2% | -0.04 | 276.4% | 110.9% |
| 40Δ | 0.53 | 800.0% | 36.9% | 0.04 | 318.8% | 91.0% |
| 45Δ | 0.47 | 800.0% | 22.5% | 0.13 | 361.2% | 71.1% |
| 50Δ | 0.40 | 800.0% | 8.2% | 0.21 | 403.5% | 51.1% |
| 55Δ | 0.34 | 800.0% | 6.2% | 0.30 | 445.9% | 31.2% |
| 60Δ | 0.27 | 800.0% | 20.6% | 0.38 | 488.3% | 11.2% |
| 65Δ | 0.21 | 800.0% | 34.9% | 0.46 | 530.6% | 4.9% |
| 70Δ | 0.15 | 800.0% | 49.3% | 0.55 | 573.0% | 5.9% |
| 75Δ | 0.08 | 800.0% | 63.6% | 0.63 | 615.4% | 6.9% |
| 80Δ | 0.02 | 800.0% | 78.0% | 0.72 | 657.7% | 7.9% |
20Δ
- Pseudo strike
- 0.79
- IV
- 800.0%
- B/E move
- 94.3%
- Pseudo strike
- -0.29
- IV
- 149.3%
- B/E move
- 170.7%
25Δ
- Pseudo strike
- 0.72
- IV
- 800.0%
- B/E move
- 80.0%
- Pseudo strike
- -0.21
- IV
- 191.7%
- B/E move
- 150.8%
30Δ
- Pseudo strike
- 0.66
- IV
- 800.0%
- B/E move
- 65.6%
- Pseudo strike
- -0.13
- IV
- 234.1%
- B/E move
- 130.9%
35Δ
- Pseudo strike
- 0.59
- IV
- 800.0%
- B/E move
- 51.2%
- Pseudo strike
- -0.04
- IV
- 276.4%
- B/E move
- 110.9%
40Δ
- Pseudo strike
- 0.53
- IV
- 800.0%
- B/E move
- 36.9%
- Pseudo strike
- 0.04
- IV
- 318.8%
- B/E move
- 91.0%
45Δ
- Pseudo strike
- 0.47
- IV
- 800.0%
- B/E move
- 22.5%
- Pseudo strike
- 0.13
- IV
- 361.2%
- B/E move
- 71.1%
50Δ
- Pseudo strike
- 0.40
- IV
- 800.0%
- B/E move
- 8.2%
- Pseudo strike
- 0.21
- IV
- 403.5%
- B/E move
- 51.1%
55Δ
- Pseudo strike
- 0.34
- IV
- 800.0%
- B/E move
- 6.2%
- Pseudo strike
- 0.30
- IV
- 445.9%
- B/E move
- 31.2%
60Δ
- Pseudo strike
- 0.27
- IV
- 800.0%
- B/E move
- 20.6%
- Pseudo strike
- 0.38
- IV
- 488.3%
- B/E move
- 11.2%
65Δ
- Pseudo strike
- 0.21
- IV
- 800.0%
- B/E move
- 34.9%
- Pseudo strike
- 0.46
- IV
- 530.6%
- B/E move
- 4.9%
70Δ
- Pseudo strike
- 0.15
- IV
- 800.0%
- B/E move
- 49.3%
- Pseudo strike
- 0.55
- IV
- 573.0%
- B/E move
- 5.9%
75Δ
- Pseudo strike
- 0.08
- IV
- 800.0%
- B/E move
- 63.6%
- Pseudo strike
- 0.63
- IV
- 615.4%
- B/E move
- 6.9%
80Δ
- Pseudo strike
- 0.02
- IV
- 800.0%
- B/E move
- 78.0%
- Pseudo strike
- 0.72
- IV
- 657.7%
- B/E move
- 7.9%