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Broadstone Net Lease, Inc. BNL

i

Market dataready · fetched 2026-11-11T14:52:10.084Z

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 · 2026-11-11T14:52:05.654286162Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-11T14:52:09.563995+00:00

Share price$17.77
1D-0.3%
$17.73$17.76$17.78$17.80$17.835:30 AM6:30 AM9:00 AM1:00 PMBNL
Sold putSold call

Broadstone Net Lease, Inc. options

Live interpolated BNL call and put midpoint premiums by absolute delta.Broadstone Net Lease, Inc.$0.05$1.46$2.88$4.29$5.70$16.55$17.32$18.08$18.85$19.6120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive BNL spot · $17.77BNL PRICE$0.20$0.26$0.33$0.39$0.45$0.51$0.58$0.64$0.71$1.07$1.43$1.79$2.15$0.43$1.03$1.64$2.25$2.86$3.47$4.08$4.69$5.29
Puts——
CallsExpensive1.68×
Skew——
Implied moveBearish±$2.22
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ19.4250.4%10.4%
25Δ19.1850.3%9.4%
30Δ18.9450.1%8.4%
35Δ18.7050.0%7.4%
40Δ18.4649.9%6.4%17.5645.8%3.6%
45Δ18.2149.7%5.4%18.2252.0%3.3%
50Δ17.9749.6%4.4%18.8858.2%3.0%
55Δ17.7349.5%3.4%19.5564.4%2.7%
60Δ17.4949.6%2.4%20.2170.7%2.4%
65Δ17.0855.8%2.1%20.8876.9%2.0%
70Δ16.6762.0%1.9%21.5483.1%1.7%
75Δ16.2668.2%1.6%22.2089.3%1.4%
80Δ15.8574.5%1.3%22.8795.5%1.1%

20Δ

Calls
Pseudo strike
19.42
IV
50.4%
B/E move
10.4%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
19.18
IV
50.3%
B/E move
9.4%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
18.94
IV
50.1%
B/E move
8.4%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
18.70
IV
50.0%
B/E move
7.4%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
18.46
IV
49.9%
B/E move
6.4%
Puts
Pseudo strike
17.56
IV
45.8%
B/E move
3.6%

45Δ

Calls
Pseudo strike
18.21
IV
49.7%
B/E move
5.4%
Puts
Pseudo strike
18.22
IV
52.0%
B/E move
3.3%

50Δ

Calls
Pseudo strike
17.97
IV
49.6%
B/E move
4.4%
Puts
Pseudo strike
18.88
IV
58.2%
B/E move
3.0%

55Δ

Calls
Pseudo strike
17.73
IV
49.5%
B/E move
3.4%
Puts
Pseudo strike
19.55
IV
64.4%
B/E move
2.7%

60Δ

Calls
Pseudo strike
17.49
IV
49.6%
B/E move
2.4%
Puts
Pseudo strike
20.21
IV
70.7%
B/E move
2.4%

65Δ

Calls
Pseudo strike
17.08
IV
55.8%
B/E move
2.1%
Puts
Pseudo strike
20.88
IV
76.9%
B/E move
2.0%

70Δ

Calls
Pseudo strike
16.67
IV
62.0%
B/E move
1.9%
Puts
Pseudo strike
21.54
IV
83.1%
B/E move
1.7%

75Δ

Calls
Pseudo strike
16.26
IV
68.2%
B/E move
1.6%
Puts
Pseudo strike
22.20
IV
89.3%
B/E move
1.4%

80Δ

Calls
Pseudo strike
15.85
IV
74.5%
B/E move
1.3%
Puts
Pseudo strike
22.87
IV
95.5%
B/E move
1.1%

Options history

IV · four-Friday blend30.82%
Daily close
BNL23.0%51.7%80.4%2026-08-31: 51.66%2026-09-11: 49.56%2026-10-01: 47.01%2026-10-12: 76.41%2026-10-20: 33.96%2026-10-21: 29.70%2026-10-22: 37.75%2026-10-23: 26.97%2026-10-26: 31.38%2026-10-27: 27.94%2026-10-29: 29.40%2026-10-30: 30.82%Aug 31Oct 21Oct 30
12 observations2026-08-31 — 2026-10-30
Table
DateIV (%)
51.66%
49.56%
47.01%
76.41%
33.96%
29.70%
37.75%
26.97%
31.38%
27.94%
29.40%
30.82%