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Golub Capital BDC, Inc. Common Stock GBDC

FINANCIAL SERVICES · ASSET MANAGEMENT
i

Market dataready · fetched 2026-11-12T04:01:27.431Z

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 · 2026-11-11T23:18:35.4260962Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-12T04:01:27.054900+00:00

Share price$12.77
1D+0.3%
AH$12.64$12.67$12.70$12.73$12.765:30 AM6:30 AM9:00 AM1:00 PM2:00 PMGBDC
Sold putSold callAH

Golub Capital BDC, Inc. Common Stock options

Live interpolated GBDC call and put midpoint premiums by absolute delta.Golub Capital BDC, Inc. Common Stock$0.80$1.96$3.11$4.27$5.43$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICEGBDC PRICE$0.92$0.96$2.93$4.01$5.10
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ24.40418.2%98.3%
30Δ18.96324.9%56.0%
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ15.16164.2%4.2%
75Δ16.33183.8%3.5%
80Δ17.50203.4%2.9%

20Δ

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

25Δ

Calls
Pseudo strike
24.40
IV
418.2%
B/E move
98.3%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
18.96
IV
324.9%
B/E move
56.0%
Puts
Pseudo strike
IV
B/E move

35Δ

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

40Δ

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

45Δ

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

50Δ

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

55Δ

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

60Δ

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

65Δ

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

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
15.16
IV
164.2%
B/E move
4.2%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
16.33
IV
183.8%
B/E move
3.5%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
17.50
IV
203.4%
B/E move
2.9%

Options history

IV · four-Friday blend37.44%
Daily close
GBDC26.4%48.9%71.3%2026-09-08: 68.24%2026-09-14: 53.32%2026-09-18: 37.05%2026-09-21: 42.03%2026-09-22: 38.14%2026-09-23: 32.96%2026-09-24: 29.48%2026-09-28: 32.03%2026-09-29: 58.27%2026-09-30: 43.05%2026-10-02: 43.17%2026-10-28: 37.44%Sep 8Sep 23Oct 28
12 observations2026-09-08 — 2026-10-28
Table
DateIV (%)
68.24%
53.32%
37.05%
42.03%
38.14%
32.96%
29.48%
32.03%
58.27%
43.05%
43.17%
37.44%