EVTL · Expected Move

Vertical Aerospace Ltd.

The expected move for EVTL is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).

EVTL straddle price & implied vol

60 sessions

Bars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).

Current EVTL Expected Move
30-Day Straddle
$0.12
7-Day Straddle
$0.12
30-Day ATM IV
244.3%
IV Rank
86%
Implied one-standard-deviation move through the next 30 days. Compare to EVTL's realized move over the same window to gauge whether options are pricing in too much (premium-selling regime) or too little (premium-buying regime). The Expected Move Tracker ranks every symbol by this measure.
EVTL Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261022 $0.12 $0.12 244.3% 86%
20261021 $0.10 $0.10 149.5% 35%
20261020 $0.12 $0.12 144.0% 32%
20261019 $0.12 $0.12 147.3% 33%
20261016 $0.12 $0.12 139.9% 29%
20261015 $0.20 $0.15 — —
20261014 $0.17 $0.15 — —
20261013 $0.17 $0.12 — —
20261012 $0.17 $0.10 136.6% 28%
20261009 $0.20 $2.02 144.8% 32%
20261008 $0.17 $0.15 156.7% 38%
20261007 $0.22 $0.57 152.0% 36%
20261006 $0.20 $0.15 164.5% 43%
20261005 $0.20 $0.10 158.2% 39%
20261002 $0.15 $0.15 215.9% 71%
20261001 $0.17 $0.17 230.1% 78%
20260930 $0.15 $0.15 164.3% 43%
20260929 $2.15 $2.15 — —
20260928 $0.23 $0.23 233.6% 80%
20260925 $0.28 $0.28 126.3% 22%
20260924 $0.25 $0.25 158.8% 40%
20260923 $0.23 $0.23 — —
20260922 $0.30 $0.30 — —
20260921 $2.10 $2.10 136.1% 27%
20260918 $0.22 $2.08 — —
20260917 $0.20 $0.12 — —
20260916 $1.43 $0.15 143.5% 31%
20260915 $0.15 $2.05 128.6% 23%
20260914 $0.17 $0.15 145.2% 32%
20260911 $0.15 $0.08 145.1% 32%
20260910 $0.15 $0.10 270.3% 100%
20260909 $0.20 $2.05 — —
20260908 $0.20 $0.15 166.5% 78%
20260904 $0.17 $0.12 — —
20260903 $0.20 $0.15 — —
20260902 $2.10 $2.10 — —
20260901 $1.45 $1.45 188.9% 100%
20260831 $0.23 $0.23 95.4% 14%
20260828 $0.25 $0.25 — —
20260827 $2.20 $2.20 — —
20260826 $0.25 $0.25 120.3% 50%
20260825 $0.25 $0.25 — —
20260824 $0.30 $0.30 — —
20260821 $0.35 $2.17 118.8% 48%
20260820 $0.30 $2.17 113.9% 41%
20260819 $0.33 $0.25 — —
20260818 $0.33 $0.23 94.3% 13%
20260817 $7.75 $0.23 119.8% 50%
20260814 $0.33 $0.17 140.9% 81%
20260813 $0.28 $0.20 111.6% 38%
20260812 $0.28 $0.30 116.2% 45%
20260811 $0.30 $0.22 123.8% 56%
20260810 $0.35 $0.30 149.9% 94%
20260807 — — 107.4% 32%
20260806 $1.65 $1.62 128.9% 63%
20260805 $0.35 $0.35 109.6% 35%
20260804 $0.38 $0.38 134.5% 71%
20260803 $0.38 $0.38 129.3% 64%
20260731 $0.45 $0.45 139.8% 79%
20260730 $0.30 $0.30 96.6% 16%

Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.