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Gladstone Capital Corporation Common Stock GLAD

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Market datapartial · fetched 2026-10-22T21:09:16.492Z

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 · 2026-10-22T20:00:00.268522473Z

FundamentalsAlpha Vantage · unavailable

Share price$18.60
1D+1.5%
AH$18.30$18.41$18.51$18.61$18.725:30 AM6:30 AM9:00 AM1:00 PM2:00 PMGLAD
Sold putSold callAH

Gladstone Capital Corporation Common Stock options

Live interpolated GLAD call and put midpoint premiums by absolute delta.Gladstone Capital Corporation Common Stock$0.27$1.20$2.13$3.05$3.98$14.76$16.90$19.05$21.19$23.3420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GLAD spot · $18.60GLAD PRICE$0.45$0.50$0.55$0.60$0.65$0.70$0.75$0.80$0.85$0.90$0.96$1.01$1.06$0.38$0.38$0.53$0.79$1.04$1.30$1.55$1.81$2.07$2.43$2.86$3.29$3.71
PutsExpensive1.86×
CallsExpensive2.54×
SkewBullish-17.15 pp
Implied moveBearish±$2.31
TiltBearish38.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ28.84118.1%57.5%15.4776.9%18.9%
25Δ28.02110.9%53.3%16.9450.8%10.9%
30Δ27.20103.6%49.2%17.7243.0%7.6%
35Δ26.3896.4%45.0%18.0846.3%7.0%
40Δ25.5689.1%40.9%18.4449.6%6.5%
45Δ24.7481.9%36.8%18.8052.9%5.9%
50Δ23.9274.6%32.6%19.1656.1%5.3%
55Δ23.1067.4%28.5%19.5259.4%4.8%
60Δ22.2860.1%24.4%19.8862.7%4.2%
65Δ21.4652.9%20.2%20.3763.3%3.6%
70Δ20.6445.7%16.1%20.9262.7%2.9%
75Δ19.8238.4%12.0%21.4862.1%2.2%
80Δ19.0031.2%7.8%22.0361.5%1.5%

20Δ

Calls
Pseudo strike
28.84
IV
118.1%
B/E move
57.5%
Puts
Pseudo strike
15.47
IV
76.9%
B/E move
18.9%

25Δ

Calls
Pseudo strike
28.02
IV
110.9%
B/E move
53.3%
Puts
Pseudo strike
16.94
IV
50.8%
B/E move
10.9%

30Δ

Calls
Pseudo strike
27.20
IV
103.6%
B/E move
49.2%
Puts
Pseudo strike
17.72
IV
43.0%
B/E move
7.6%

35Δ

Calls
Pseudo strike
26.38
IV
96.4%
B/E move
45.0%
Puts
Pseudo strike
18.08
IV
46.3%
B/E move
7.0%

40Δ

Calls
Pseudo strike
25.56
IV
89.1%
B/E move
40.9%
Puts
Pseudo strike
18.44
IV
49.6%
B/E move
6.5%

45Δ

Calls
Pseudo strike
24.74
IV
81.9%
B/E move
36.8%
Puts
Pseudo strike
18.80
IV
52.9%
B/E move
5.9%

50Δ

Calls
Pseudo strike
23.92
IV
74.6%
B/E move
32.6%
Puts
Pseudo strike
19.16
IV
56.1%
B/E move
5.3%

55Δ

Calls
Pseudo strike
23.10
IV
67.4%
B/E move
28.5%
Puts
Pseudo strike
19.52
IV
59.4%
B/E move
4.8%

60Δ

Calls
Pseudo strike
22.28
IV
60.1%
B/E move
24.4%
Puts
Pseudo strike
19.88
IV
62.7%
B/E move
4.2%

65Δ

Calls
Pseudo strike
21.46
IV
52.9%
B/E move
20.2%
Puts
Pseudo strike
20.37
IV
63.3%
B/E move
3.6%

70Δ

Calls
Pseudo strike
20.64
IV
45.7%
B/E move
16.1%
Puts
Pseudo strike
20.92
IV
62.7%
B/E move
2.9%

75Δ

Calls
Pseudo strike
19.82
IV
38.4%
B/E move
12.0%
Puts
Pseudo strike
21.48
IV
62.1%
B/E move
2.2%

80Δ

Calls
Pseudo strike
19.00
IV
31.2%
B/E move
7.8%
Puts
Pseudo strike
22.03
IV
61.5%
B/E move
1.5%

Options history

No recorded observations