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Golub Capital BDC, Inc. Common Stock GBDC

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Market datapartial · fetched 2026-10-22T16:41:11.741Z

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 · 2026-10-22T16:40:55.186874617Z

FundamentalsAlpha Vantage · unavailable

Share price$12.18
1D+1.3%
$11.98$12.04$12.10$12.16$12.225:30 AM6:30 AM9:00 AM1:00 PMGBDC
Sold putSold call

Golub Capital BDC, Inc. Common Stock options

Live interpolated GBDC call and put midpoint premiums by absolute delta.Golub Capital BDC, Inc. Common Stock$0.63$1.46$2.30$3.13$3.97$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEGBDC PRICE$1.06$1.13$1.30$1.46$1.62$1.79$1.95$2.11$2.28$2.44$2.61$0.72$1.35$1.98$2.62$3.72
PutsExpensive2.39×
CallsExpensive5.89×
SkewBullish-87.33 pp
Implied move——
TiltBullish31.1% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ20.36216.6%75.9%
35Δ17.23180.4%50.7%
40Δ16.43171.3%45.6%
45Δ15.64162.3%40.4%
50Δ14.85153.3%35.2%
55Δ14.06144.2%30.1%
60Δ13.27135.2%24.9%12.6433.1%2.1%
65Δ12.47126.2%19.8%13.2745.8%2.1%
70Δ11.68117.1%14.6%13.9158.4%2.1%
75Δ10.89108.1%9.4%14.5471.1%2.1%
80Δ10.1099.1%4.3%15.6688.4%2.0%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
20.36
IV
216.6%
B/E move
75.9%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
17.23
IV
180.4%
B/E move
50.7%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
16.43
IV
171.3%
B/E move
45.6%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
15.64
IV
162.3%
B/E move
40.4%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
14.85
IV
153.3%
B/E move
35.2%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
14.06
IV
144.2%
B/E move
30.1%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
13.27
IV
135.2%
B/E move
24.9%
Puts
Pseudo strike
12.64
IV
33.1%
B/E move
2.1%

65Δ

Calls
Pseudo strike
12.47
IV
126.2%
B/E move
19.8%
Puts
Pseudo strike
13.27
IV
45.8%
B/E move
2.1%

70Δ

Calls
Pseudo strike
11.68
IV
117.1%
B/E move
14.6%
Puts
Pseudo strike
13.91
IV
58.4%
B/E move
2.1%

75Δ

Calls
Pseudo strike
10.89
IV
108.1%
B/E move
9.4%
Puts
Pseudo strike
14.54
IV
71.1%
B/E move
2.1%

80Δ

Calls
Pseudo strike
10.10
IV
99.1%
B/E move
4.3%
Puts
Pseudo strike
15.66
IV
88.4%
B/E move
2.0%

Options history

No recorded observations