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Gladstone Investment Corporation Business Development Company GAIN

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Market datapartial · fetched 2026-10-22T21:24:55.974Z

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 · 2026-10-22T20:46:44.380235541Z

FundamentalsAlpha Vantage · unavailable

Share price$14.70
1D-0.3%
AH$14.68$14.75$14.82$14.88$14.955:30 AM6:30 AM9:00 AM1:00 PM2:00 PMGAIN
Sold putSold callAH

Gladstone Investment Corporation Business Development Company options

Live interpolated GAIN call and put midpoint premiums by absolute delta.Gladstone Investment Corporation Business Development Company$0.24$2.25$4.26$6.27$8.28$10.17$12.53$14.89$17.25$19.6120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GAIN spot · $14.70GAIN PRICE$0.46$0.77$1.16$0.98$0.47$0.56$0.96$1.36$1.76$2.15$2.55$2.95$3.94$1.09$0.52$0.54$0.56$0.58$0.60$0.62$0.65$1.80$3.27$5.39$7.70$7.53
PutsExpensive2.92×
CallsExpensive3.35×
SkewBullish-9.28 pp
Implied moveBullish±$1.58
TiltBearish21.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ20.49113.3%42.5%11.27176.5%30.8%
25Δ20.84142.5%47.0%12.7681.7%16.7%
30Δ22.05183.8%57.9%13.1273.5%14.4%
35Δ20.11143.4%43.4%13.4865.4%12.1%
40Δ16.3155.3%14.2%13.8457.2%9.8%
45Δ14.7632.9%4.2%14.2049.0%7.5%
50Δ14.3945.2%4.4%14.5640.8%5.2%
55Δ14.0257.5%4.6%14.9232.6%2.9%
60Δ13.6569.9%4.8%15.9760.5%3.6%
65Δ13.2882.2%5.0%17.2298.4%5.1%
70Δ12.9194.5%5.2%19.34125.8%5.1%
75Δ12.55106.8%5.4%21.73150.1%4.6%
80Δ11.47128.9%4.9%21.81124.2%2.8%

20Δ

Calls
Pseudo strike
20.49
IV
113.3%
B/E move
42.5%
Puts
Pseudo strike
11.27
IV
176.5%
B/E move
30.8%

25Δ

Calls
Pseudo strike
20.84
IV
142.5%
B/E move
47.0%
Puts
Pseudo strike
12.76
IV
81.7%
B/E move
16.7%

30Δ

Calls
Pseudo strike
22.05
IV
183.8%
B/E move
57.9%
Puts
Pseudo strike
13.12
IV
73.5%
B/E move
14.4%

35Δ

Calls
Pseudo strike
20.11
IV
143.4%
B/E move
43.4%
Puts
Pseudo strike
13.48
IV
65.4%
B/E move
12.1%

40Δ

Calls
Pseudo strike
16.31
IV
55.3%
B/E move
14.2%
Puts
Pseudo strike
13.84
IV
57.2%
B/E move
9.8%

45Δ

Calls
Pseudo strike
14.76
IV
32.9%
B/E move
4.2%
Puts
Pseudo strike
14.20
IV
49.0%
B/E move
7.5%

50Δ

Calls
Pseudo strike
14.39
IV
45.2%
B/E move
4.4%
Puts
Pseudo strike
14.56
IV
40.8%
B/E move
5.2%

55Δ

Calls
Pseudo strike
14.02
IV
57.5%
B/E move
4.6%
Puts
Pseudo strike
14.92
IV
32.6%
B/E move
2.9%

60Δ

Calls
Pseudo strike
13.65
IV
69.9%
B/E move
4.8%
Puts
Pseudo strike
15.97
IV
60.5%
B/E move
3.6%

65Δ

Calls
Pseudo strike
13.28
IV
82.2%
B/E move
5.0%
Puts
Pseudo strike
17.22
IV
98.4%
B/E move
5.1%

70Δ

Calls
Pseudo strike
12.91
IV
94.5%
B/E move
5.2%
Puts
Pseudo strike
19.34
IV
125.8%
B/E move
5.1%

75Δ

Calls
Pseudo strike
12.55
IV
106.8%
B/E move
5.4%
Puts
Pseudo strike
21.73
IV
150.1%
B/E move
4.6%

80Δ

Calls
Pseudo strike
11.47
IV
128.9%
B/E move
4.9%
Puts
Pseudo strike
21.81
IV
124.2%
B/E move
2.8%

Options history

No recorded observations