IntraAlpha
Create free account Start free

Global Net Lease, Inc. GNL

REAL ESTATE · REIT - DIVERSIFIED
i

Market dataready · fetched 2026-10-22T06:27:59.010Z

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 · 2026-10-21T23:00:00.003536127Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T06:27:57.544413+00:00

Share price$7.12
1D-3.5%
AH$7.03$7.12$7.22$7.31$7.405:30 AM6:30 AM9:00 AM1:00 PM2:00 PMGNL
Sold putSold callAH

Global Net Lease, Inc. options

Live interpolated GNL call and put midpoint premiums by absolute delta.Global Net Lease, Inc.$0.05$0.76$1.47$2.18$2.89$4.49$5.68$6.87$8.06$9.2520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GNL spot · $7.12GNL PRICE$0.12$0.13$0.14$0.21$0.39$0.57$0.74$0.92$1.10$1.28$1.46$1.63$1.81$0.19$0.22$0.25$0.28$0.31$0.34$0.36$0.39$0.42$0.45$0.61$1.65$2.69
PutsExpensive2.58×
CallsExpensive1.90×
SkewBearish+42.46 pp
Implied moveBullish±$1.11
TiltBullish12.6% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ10.2788.4%46.0%3.75200.9%50.1%
25Δ9.2368.6%31.5%4.13183.7%45.1%
30Δ8.1948.9%17.0%4.51166.5%40.2%
35Δ7.4337.9%7.3%4.89149.4%35.3%
40Δ7.2143.6%6.8%5.27132.2%30.3%
45Δ7.0049.3%6.2%5.65115.1%25.4%
50Δ6.7855.0%5.7%6.0397.9%20.4%
55Δ6.5760.7%5.2%6.4180.8%15.5%
60Δ6.3566.4%4.7%6.7963.6%10.6%
65Δ6.1472.2%4.2%7.1746.4%5.6%
70Δ5.9377.9%3.7%7.6433.9%1.3%
75Δ5.7183.6%3.2%8.6952.4%1.1%
80Δ5.5089.3%2.7%9.7570.9%0.9%

20Δ

Calls
Pseudo strike
10.27
IV
88.4%
B/E move
46.0%
Puts
Pseudo strike
3.75
IV
200.9%
B/E move
50.1%

25Δ

Calls
Pseudo strike
9.23
IV
68.6%
B/E move
31.5%
Puts
Pseudo strike
4.13
IV
183.7%
B/E move
45.1%

30Δ

Calls
Pseudo strike
8.19
IV
48.9%
B/E move
17.0%
Puts
Pseudo strike
4.51
IV
166.5%
B/E move
40.2%

35Δ

Calls
Pseudo strike
7.43
IV
37.9%
B/E move
7.3%
Puts
Pseudo strike
4.89
IV
149.4%
B/E move
35.3%

40Δ

Calls
Pseudo strike
7.21
IV
43.6%
B/E move
6.8%
Puts
Pseudo strike
5.27
IV
132.2%
B/E move
30.3%

45Δ

Calls
Pseudo strike
7.00
IV
49.3%
B/E move
6.2%
Puts
Pseudo strike
5.65
IV
115.1%
B/E move
25.4%

50Δ

Calls
Pseudo strike
6.78
IV
55.0%
B/E move
5.7%
Puts
Pseudo strike
6.03
IV
97.9%
B/E move
20.4%

55Δ

Calls
Pseudo strike
6.57
IV
60.7%
B/E move
5.2%
Puts
Pseudo strike
6.41
IV
80.8%
B/E move
15.5%

60Δ

Calls
Pseudo strike
6.35
IV
66.4%
B/E move
4.7%
Puts
Pseudo strike
6.79
IV
63.6%
B/E move
10.6%

65Δ

Calls
Pseudo strike
6.14
IV
72.2%
B/E move
4.2%
Puts
Pseudo strike
7.17
IV
46.4%
B/E move
5.6%

70Δ

Calls
Pseudo strike
5.93
IV
77.9%
B/E move
3.7%
Puts
Pseudo strike
7.64
IV
33.9%
B/E move
1.3%

75Δ

Calls
Pseudo strike
5.71
IV
83.6%
B/E move
3.2%
Puts
Pseudo strike
8.69
IV
52.4%
B/E move
1.1%

80Δ

Calls
Pseudo strike
5.50
IV
89.3%
B/E move
2.7%
Puts
Pseudo strike
9.75
IV
70.9%
B/E move
0.9%

Options history

No recorded observations