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Vertical Aerospace Ltd EVTL

INDUSTRIALS · AEROSPACE & DEFENSE
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Market dataready · fetched 2026-10-16T21:49:57.975Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

Calculation methodology

PriceAlpaca · sip · 2026-10-16T21:47:47.579542474Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T21:49:56.838265+00:00

Share price$0.39
1D-12.7%
AH$0.38$0.40$0.42$0.44$0.465:30 AM6:30 AM9:00 AM1:00 PM2:00 PMEVTL
Sold putSold callAH

Vertical Aerospace Ltd options

Live interpolated EVTL call and put midpoint premiums by absolute delta.Vertical Aerospace Ltd$0.00$1.62$3.24$4.86$6.48$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEEVTL PRICE$0.06$0.09$0.11$0.08$0.12$0.17$0.22$0.26$0.31$0.36$0.39$1.31$2.44$6.01$5.96
PutsExpensive2.05×
CallsExpensive2.98×
SkewBullish-128.42 pp
Implied move——
TiltBearish80.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ1.30286.6%247.8%
40Δ1.72355.2%361.1%
45Δ5.07489.2%1223.7%
50Δ0.98194.2%168.9%
55Δ1.18263.3%232.7%
60Δ1.90364.8%429.2%0.74149.5%10.7%
65Δ2.63466.3%625.7%1.66256.7%10.7%
70Δ3.35567.8%822.3%2.79360.0%9.9%
75Δ4.07669.3%1018.8%6.39417.8%0.7%
80Δ4.79770.8%1215.3%6.36387.6%2.1%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
1.30
IV
286.6%
B/E move
247.8%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
1.72
IV
355.2%
B/E move
361.1%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
5.07
IV
489.2%
B/E move
1223.7%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
0.98
IV
194.2%
B/E move
168.9%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
1.18
IV
263.3%
B/E move
232.7%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
1.90
IV
364.8%
B/E move
429.2%
Puts
Pseudo strike
0.74
IV
149.5%
B/E move
10.7%

65Δ

Calls
Pseudo strike
2.63
IV
466.3%
B/E move
625.7%
Puts
Pseudo strike
1.66
IV
256.7%
B/E move
10.7%

70Δ

Calls
Pseudo strike
3.35
IV
567.8%
B/E move
822.3%
Puts
Pseudo strike
2.79
IV
360.0%
B/E move
9.9%

75Δ

Calls
Pseudo strike
4.07
IV
669.3%
B/E move
1018.8%
Puts
Pseudo strike
6.39
IV
417.8%
B/E move
0.7%

80Δ

Calls
Pseudo strike
4.79
IV
770.8%
B/E move
1215.3%
Puts
Pseudo strike
6.36
IV
387.6%
B/E move
2.1%