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Bristow Group Inc. VTOL

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Market dataready · fetched 2026-11-12T00:46:57.609Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-12T00:00:00.002897909Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T00:46:57.224210+00:00

Share price$41.09
1D+0.8%
AH$40.69$40.82$40.95$41.08$41.215:30 AM6:30 AM9:00 AM1:00 PM2:00 PMVTOL
Sold putSold callAH

Bristow Group Inc. options

Live interpolated VTOL call and put midpoint premiums by absolute delta.Bristow Group Inc.$0.54$2.35$4.17$5.98$7.80$33.03$36.18$39.34$42.49$45.6420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive VTOL spot · $41.09VTOL PRICE$0.73$0.85$0.97$1.09$1.21$1.33$1.45$1.57$2.54$3.53$1.07$1.41$1.76$2.10$2.45$2.73$3.02$3.30$3.58$3.87$4.15$4.43$7.27
PutsExpensive1.62×
Calls——
Skew——
Implied moveBearish±$4.11
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ35.22133.8%16.9%
25Δ36.39130.1%14.9%
30Δ37.56126.3%12.9%
35Δ43.1245.2%6.7%38.73122.6%10.8%
40Δ42.6843.8%5.9%39.90118.9%8.8%
45Δ42.2342.4%5.1%40.64112.9%7.7%
50Δ41.7941.0%4.4%41.34106.7%6.7%
55Δ41.3439.7%3.6%42.04100.5%5.7%
60Δ40.9038.3%2.8%42.7494.3%4.7%
65Δ40.4536.9%2.0%43.4388.1%3.7%
70Δ40.0135.5%1.2%44.1382.0%2.7%
75Δ38.9742.5%1.0%44.8375.8%1.7%
80Δ37.9149.7%0.8%47.7798.8%1.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
35.22
IV
133.8%
B/E move
16.9%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
36.39
IV
130.1%
B/E move
14.9%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
37.56
IV
126.3%
B/E move
12.9%

35Δ

Calls
Pseudo strike
43.12
IV
45.2%
B/E move
6.7%
Puts
Pseudo strike
38.73
IV
122.6%
B/E move
10.8%

40Δ

Calls
Pseudo strike
42.68
IV
43.8%
B/E move
5.9%
Puts
Pseudo strike
39.90
IV
118.9%
B/E move
8.8%

45Δ

Calls
Pseudo strike
42.23
IV
42.4%
B/E move
5.1%
Puts
Pseudo strike
40.64
IV
112.9%
B/E move
7.7%

50Δ

Calls
Pseudo strike
41.79
IV
41.0%
B/E move
4.4%
Puts
Pseudo strike
41.34
IV
106.7%
B/E move
6.7%

55Δ

Calls
Pseudo strike
41.34
IV
39.7%
B/E move
3.6%
Puts
Pseudo strike
42.04
IV
100.5%
B/E move
5.7%

60Δ

Calls
Pseudo strike
40.90
IV
38.3%
B/E move
2.8%
Puts
Pseudo strike
42.74
IV
94.3%
B/E move
4.7%

65Δ

Calls
Pseudo strike
40.45
IV
36.9%
B/E move
2.0%
Puts
Pseudo strike
43.43
IV
88.1%
B/E move
3.7%

70Δ

Calls
Pseudo strike
40.01
IV
35.5%
B/E move
1.2%
Puts
Pseudo strike
44.13
IV
82.0%
B/E move
2.7%

75Δ

Calls
Pseudo strike
38.97
IV
42.5%
B/E move
1.0%
Puts
Pseudo strike
44.83
IV
75.8%
B/E move
1.7%

80Δ

Calls
Pseudo strike
37.91
IV
49.7%
B/E move
0.8%
Puts
Pseudo strike
47.77
IV
98.8%
B/E move
1.4%

Options history

IV · four-Friday blend44.75%
Daily EOD
VTOL41.8%45.8%49.8%2026-10-19: 46.81%2026-10-20: 42.38%2026-10-21: 46.94%2026-10-22: 42.74%2026-10-23: 47.91%2026-10-26: 45.64%2026-10-27: 49.25%2026-10-28: 47.43%2026-10-29: 43.59%2026-10-30: 44.75%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
46.81%
42.38%
46.94%
42.74%
47.91%
45.64%
49.25%
47.43%
43.59%
44.75%