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Golub Capital BDC, Inc. Common Stock GBDC

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Market datapartial · fetched 2026-10-23T02:43:13.465Z

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 · 2026-10-22T20:35:10.915841982Z

FundamentalsAlpha Vantage · unavailable

Share price$12.19
1D+1.4%
AH$11.97$12.05$12.13$12.20$12.285:30 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$0.50$3.11$5.72$8.32$10.93$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEGBDC PRICE$1.06$1.13$1.29$1.46$1.62$1.78$1.95$2.11$2.27$2.43$2.60$0.78$2.91$5.11$10.18
PutsExpensive4.36×
CallsExpensive5.85×
SkewBullish-37.84 pp
Implied move——
TiltBalanced1.9% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ20.36218.0%75.8%
35Δ17.23181.5%50.6%
40Δ16.44172.3%45.5%
45Δ15.65163.1%40.4%
50Δ14.86153.9%35.2%
55Δ14.08144.7%30.1%
60Δ13.29135.5%25.0%
65Δ12.50126.3%19.8%12.8130.1%1.3%
70Δ11.71117.1%14.7%14.6491.7%3.8%
75Δ10.92107.8%9.6%16.80128.6%4.1%
80Δ10.1398.6%4.4%21.88186.9%4.0%

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
218.0%
B/E move
75.8%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
17.23
IV
181.5%
B/E move
50.6%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
16.44
IV
172.3%
B/E move
45.5%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
15.65
IV
163.1%
B/E move
40.4%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
14.86
IV
153.9%
B/E move
35.2%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
14.08
IV
144.7%
B/E move
30.1%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
13.29
IV
135.5%
B/E move
25.0%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
12.50
IV
126.3%
B/E move
19.8%
Puts
Pseudo strike
12.81
IV
30.1%
B/E move
1.3%

70Δ

Calls
Pseudo strike
11.71
IV
117.1%
B/E move
14.7%
Puts
Pseudo strike
14.64
IV
91.7%
B/E move
3.8%

75Δ

Calls
Pseudo strike
10.92
IV
107.8%
B/E move
9.6%
Puts
Pseudo strike
16.80
IV
128.6%
B/E move
4.1%

80Δ

Calls
Pseudo strike
10.13
IV
98.6%
B/E move
4.4%
Puts
Pseudo strike
21.88
IV
186.9%
B/E move
4.0%

Options history

No recorded observations