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Gaming and Leisure Properties, Inc. Common Stock GLPI

i

Market dataready · fetched 2026-11-12T14:55:26.001Z

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 · 2026-11-12T14:55:23.405426983Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T14:55:25.528431+00:00

Share price$39.30
1D-0.1%
$39.16$39.20$39.24$39.28$39.325:30 AM6:30 AM9:00 AM1:00 PMGLPI
Sold putSold call

Gaming and Leisure Properties, Inc. Common Stock options

Live interpolated GLPI call and put midpoint premiums by absolute delta.Gaming and Leisure Properties, Inc. Common Stock$0.15$1.14$2.14$3.13$4.13$36.96$38.34$39.72$41.11$42.4920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive GLPI spot · $39.30GLPI PRICE$0.25$0.33$0.40$0.48$0.67$1.06$1.46$1.86$2.26$2.65$3.05$3.45$3.84$0.38$0.45$0.66$0.86$1.07$1.27$1.48$1.68
Puts——
CallsExpensive1.77×
Skew——
Implied moveBalanced±$2.94
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ41.5937.2%6.5%36.5658.0%7.9%
25Δ41.1536.5%5.6%37.6446.2%5.4%
30Δ40.7235.9%4.6%38.0248.2%4.9%
35Δ40.2835.2%3.7%38.4050.2%4.5%
40Δ39.8236.0%3.0%38.7852.1%4.0%
45Δ39.3339.2%2.8%39.1654.1%3.6%
50Δ38.8442.4%2.5%39.5456.0%3.1%
55Δ38.3445.6%2.3%39.9258.0%2.7%
60Δ37.8548.8%2.1%
65Δ37.3652.0%1.8%
70Δ36.8655.2%1.6%
75Δ36.3758.4%1.3%
80Δ35.8861.6%1.1%

20Δ

Calls
Pseudo strike
41.59
IV
37.2%
B/E move
6.5%
Puts
Pseudo strike
36.56
IV
58.0%
B/E move
7.9%

25Δ

Calls
Pseudo strike
41.15
IV
36.5%
B/E move
5.6%
Puts
Pseudo strike
37.64
IV
46.2%
B/E move
5.4%

30Δ

Calls
Pseudo strike
40.72
IV
35.9%
B/E move
4.6%
Puts
Pseudo strike
38.02
IV
48.2%
B/E move
4.9%

35Δ

Calls
Pseudo strike
40.28
IV
35.2%
B/E move
3.7%
Puts
Pseudo strike
38.40
IV
50.2%
B/E move
4.5%

40Δ

Calls
Pseudo strike
39.82
IV
36.0%
B/E move
3.0%
Puts
Pseudo strike
38.78
IV
52.1%
B/E move
4.0%

45Δ

Calls
Pseudo strike
39.33
IV
39.2%
B/E move
2.8%
Puts
Pseudo strike
39.16
IV
54.1%
B/E move
3.6%

50Δ

Calls
Pseudo strike
38.84
IV
42.4%
B/E move
2.5%
Puts
Pseudo strike
39.54
IV
56.0%
B/E move
3.1%

55Δ

Calls
Pseudo strike
38.34
IV
45.6%
B/E move
2.3%
Puts
Pseudo strike
39.92
IV
58.0%
B/E move
2.7%

60Δ

Calls
Pseudo strike
37.85
IV
48.8%
B/E move
2.1%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
37.36
IV
52.0%
B/E move
1.8%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
36.86
IV
55.2%
B/E move
1.6%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
36.37
IV
58.4%
B/E move
1.3%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
35.88
IV
61.6%
B/E move
1.1%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend27.20%
Daily close
GLPI19.1%36.7%54.3%2026-08-17: 31.49%2026-08-18: 31.06%2026-08-19: 51.85%2026-08-21: 23.75%2026-08-24: 25.09%2026-08-25: 23.58%2026-08-26: 24.17%2026-08-27: 23.46%2026-08-28: 25.32%2026-08-31: 26.65%2026-09-01: 25.48%2026-09-03: 24.49%2026-09-04: 23.24%2026-09-11: 29.55%2026-09-18: 22.91%2026-09-21: 24.83%2026-09-22: 21.53%2026-09-23: 23.83%2026-09-25: 22.41%2026-09-30: 23.61%2026-10-01: 23.10%2026-10-02: 26.28%2026-10-16: 22.37%2026-10-19: 24.25%2026-10-20: 23.66%2026-10-21: 24.75%2026-10-22: 27.88%2026-10-23: 24.31%2026-10-26: 27.28%2026-10-27: 26.83%2026-10-28: 29.15%2026-10-29: 26.48%2026-10-30: 27.20%Aug 17Sep 22Oct 30
33 observations2026-08-17 — 2026-10-30
Table
DateIV (%)
31.49%
31.06%
51.85%
23.75%
25.09%
23.58%
24.17%
23.46%
25.32%
26.65%
25.48%
24.49%
23.24%
29.55%
22.91%
24.83%
21.53%
23.83%
22.41%
23.61%
23.10%
26.28%
22.37%
24.25%
23.66%
24.75%
27.88%
24.31%
27.28%
26.83%
29.15%
26.48%
27.20%