Vertical Aerospace Ltd. (EVTL)
NYSE: EVTL
· Real-Time Price · USD
4.76
-0.29 (-5.74%)
At close: Aug 19, 2025, 3:59 PM
4.88
2.31%
After-hours: Aug 19, 2025, 07:55 PM EDT
EVTL Delta Exposure By Expiry
The total Delta Exposure (DEX) for EVTL across all expirations shows 32,136.24 net shares that market makers must hedge, with 35,964.11 from calls and 3,827.87 from puts. The put-call delta ratio of 0.11 shows bullish positioning with call dominance, potentially providing upward momentum but leaving the market vulnerable to sharp pullbacks. The largest delta concentration at Jan 16, 26 with 28,186.01 net DEX represents significant hedging pressure that may cap upside moves. The nearest expiration on Sep 19, 25 carries positive delta requiring market makers to short shares, potentially creating resistance.
EVTL DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Sep 19, 25 | 3,028.88 | -1,044.98 | 1,983.9 | 0.35 |
| Oct 17, 25 | 3,181.78 | -1,424.44 | 1,757.34 | 0.45 |
| Jan 16, 26 | 29,542.92 | -1,356.91 | 28,186.01 | 0.05 |
| Apr 17, 26 | 210.53 | -1.54 | 208.99 | 0.01 |