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Broadstone Net Lease Inc BNL

REAL ESTATE · REIT - DIVERSIFIED
i

Market dataready · fetched 2026-10-22T10:52:21.341Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-21T23:39:48.124355568Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T10:52:20.344392+00:00

Share price$17.23
1D-2.5%
AH$17.11$17.26$17.41$17.55$17.705:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBNL
Sold putSold callAH

Broadstone Net Lease Inc options

Live interpolated BNL call and put midpoint premiums by absolute delta.Broadstone Net Lease Inc$0.29$1.13$1.97$2.82$3.66$14.08$16.03$17.99$19.94$21.8920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BNL spot · $17.23BNL PRICE$0.48$0.54$0.61$0.68$0.75$0.81$0.92$1.29$1.66$2.04$2.41$2.79$3.42$0.38$0.42$0.47$0.51$0.55$0.59$0.64
PutsExpensive1.92×
CallsExpensive3.77×
SkewBullish-30.95 pp
Implied moveBullish±$1.55
TiltBullish67.6% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ27.50125.0%62.3%15.0464.5%14.9%
25Δ25.80112.2%52.9%15.4059.3%13.1%
30Δ24.1099.5%43.4%15.7554.1%11.3%
35Δ22.4086.7%34.0%16.1149.0%9.4%
40Δ20.7173.9%24.5%16.4743.8%7.6%
45Δ19.0161.1%15.1%16.8238.6%5.8%
50Δ17.4550.4%6.6%17.1833.4%4.0%
55Δ16.9956.5%6.1%
60Δ16.5362.6%5.6%
65Δ16.0668.7%5.1%
70Δ15.6074.9%4.6%
75Δ15.1481.0%4.0%
80Δ14.3986.4%3.3%

20Δ

Calls
Pseudo strike
27.50
IV
125.0%
B/E move
62.3%
Puts
Pseudo strike
15.04
IV
64.5%
B/E move
14.9%

25Δ

Calls
Pseudo strike
25.80
IV
112.2%
B/E move
52.9%
Puts
Pseudo strike
15.40
IV
59.3%
B/E move
13.1%

30Δ

Calls
Pseudo strike
24.10
IV
99.5%
B/E move
43.4%
Puts
Pseudo strike
15.75
IV
54.1%
B/E move
11.3%

35Δ

Calls
Pseudo strike
22.40
IV
86.7%
B/E move
34.0%
Puts
Pseudo strike
16.11
IV
49.0%
B/E move
9.4%

40Δ

Calls
Pseudo strike
20.71
IV
73.9%
B/E move
24.5%
Puts
Pseudo strike
16.47
IV
43.8%
B/E move
7.6%

45Δ

Calls
Pseudo strike
19.01
IV
61.1%
B/E move
15.1%
Puts
Pseudo strike
16.82
IV
38.6%
B/E move
5.8%

50Δ

Calls
Pseudo strike
17.45
IV
50.4%
B/E move
6.6%
Puts
Pseudo strike
17.18
IV
33.4%
B/E move
4.0%

55Δ

Calls
Pseudo strike
16.99
IV
56.5%
B/E move
6.1%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
16.53
IV
62.6%
B/E move
5.6%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
16.06
IV
68.7%
B/E move
5.1%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
15.60
IV
74.9%
B/E move
4.6%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
15.14
IV
81.0%
B/E move
4.0%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
14.39
IV
86.4%
B/E move
3.3%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations