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Gaming & Leisure Properties GLPI

REAL ESTATE · REIT - SPECIALTY
i

Market dataready · fetched 2026-10-23T12:03:18.133Z

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 · 2026-10-22T21:49:01.111904957Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-23T12:03:17.670659+00:00

Share price$39.96
1D+3.9%
AH$38.38$38.82$39.26$39.70$40.145:30 AM6:30 AM9:00 AM1:00 PM2:00 PMGLPI
Sold putSold callAH

Gaming & Leisure Properties options

Live interpolated GLPI call and put midpoint premiums by absolute delta.Gaming & Leisure Properties$0.26$1.85$3.44$5.03$6.62$35.24$37.38$39.52$41.66$43.8020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GLPI spot · $39.96GLPI PRICE$0.45$0.43$0.57$0.71$0.85$0.99$1.13$1.33$1.61$1.88$2.15$2.42$2.70$0.43$0.65$0.86$1.08$1.29$1.51$1.77$2.08$2.39$2.70$3.00$4.41$6.16
PutsExpensive1.63×
CallsExpensive1.17×
SkewBearish+7.91 pp
Implied moveBearish±$2.90
TiltBearish24.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ44.9841.2%13.7%37.9225.8%6.2%
25Δ42.1424.8%6.5%38.3027.9%5.8%
30Δ41.7525.1%5.9%38.6830.0%5.4%
35Δ41.3625.3%5.3%39.0732.1%4.9%
40Δ40.9725.6%4.7%39.4534.2%4.5%
45Δ40.5925.9%4.0%39.8336.3%4.1%
50Δ40.2026.1%3.4%40.2936.9%3.6%
55Δ39.8026.3%2.9%40.8236.4%3.1%
60Δ39.3926.3%2.6%41.3436.0%2.5%
65Δ38.9726.3%2.2%41.8635.5%2.0%
70Δ38.5626.3%1.9%42.3835.0%1.5%
75Δ38.1526.3%1.5%43.9040.7%1.2%
80Δ37.7326.4%1.2%45.7348.2%1.0%

20Δ

Calls
Pseudo strike
44.98
IV
41.2%
B/E move
13.7%
Puts
Pseudo strike
37.92
IV
25.8%
B/E move
6.2%

25Δ

Calls
Pseudo strike
42.14
IV
24.8%
B/E move
6.5%
Puts
Pseudo strike
38.30
IV
27.9%
B/E move
5.8%

30Δ

Calls
Pseudo strike
41.75
IV
25.1%
B/E move
5.9%
Puts
Pseudo strike
38.68
IV
30.0%
B/E move
5.4%

35Δ

Calls
Pseudo strike
41.36
IV
25.3%
B/E move
5.3%
Puts
Pseudo strike
39.07
IV
32.1%
B/E move
4.9%

40Δ

Calls
Pseudo strike
40.97
IV
25.6%
B/E move
4.7%
Puts
Pseudo strike
39.45
IV
34.2%
B/E move
4.5%

45Δ

Calls
Pseudo strike
40.59
IV
25.9%
B/E move
4.0%
Puts
Pseudo strike
39.83
IV
36.3%
B/E move
4.1%

50Δ

Calls
Pseudo strike
40.20
IV
26.1%
B/E move
3.4%
Puts
Pseudo strike
40.29
IV
36.9%
B/E move
3.6%

55Δ

Calls
Pseudo strike
39.80
IV
26.3%
B/E move
2.9%
Puts
Pseudo strike
40.82
IV
36.4%
B/E move
3.1%

60Δ

Calls
Pseudo strike
39.39
IV
26.3%
B/E move
2.6%
Puts
Pseudo strike
41.34
IV
36.0%
B/E move
2.5%

65Δ

Calls
Pseudo strike
38.97
IV
26.3%
B/E move
2.2%
Puts
Pseudo strike
41.86
IV
35.5%
B/E move
2.0%

70Δ

Calls
Pseudo strike
38.56
IV
26.3%
B/E move
1.9%
Puts
Pseudo strike
42.38
IV
35.0%
B/E move
1.5%

75Δ

Calls
Pseudo strike
38.15
IV
26.3%
B/E move
1.5%
Puts
Pseudo strike
43.90
IV
40.7%
B/E move
1.2%

80Δ

Calls
Pseudo strike
37.73
IV
26.4%
B/E move
1.2%
Puts
Pseudo strike
45.73
IV
48.2%
B/E move
1.0%

Options history

No recorded observations