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Global Net Lease, Inc. GNL

i

Market dataready · fetched 2026-11-11T15:59:09.520Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-01-15

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 · 2026-11-11T15:58:30.479308424Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-11T15:59:08.287106+00:00

Share price$6.67
1D-2.5%
$6.65$6.70$6.76$6.81$6.865:30 AM6:30 AM9:00 AM1:00 PMGNL
Sold putSold call

Global Net Lease, Inc. options

Live interpolated GNL call and put midpoint premiums by absolute delta.Global Net Lease, Inc.$0.06$0.53$1.00$1.48$1.95$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ 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 —OPTION PRICEGNL PRICE$0.11$0.24$0.37$0.50$0.63$0.76$0.89$1.02$1.15$1.28$1.41$1.54$1.67$1.82
Puts——
CallsExpensive1.34×
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ7.4528.3%13.4%
25Δ7.2731.5%12.6%
30Δ7.0934.7%11.9%
35Δ6.9037.9%11.1%
40Δ6.7241.1%10.3%
45Δ6.5444.4%9.5%
50Δ6.3547.6%8.7%
55Δ6.1750.8%7.9%
60Δ5.9954.0%7.1%
65Δ5.8157.2%6.3%
70Δ5.6260.4%5.5%
75Δ5.4463.6%4.7%
80Δ5.2666.8%3.9%8.4248.9%1.0%

20Δ

Calls
Pseudo strike
7.45
IV
28.3%
B/E move
13.4%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
7.27
IV
31.5%
B/E move
12.6%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
7.09
IV
34.7%
B/E move
11.9%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
6.90
IV
37.9%
B/E move
11.1%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
6.72
IV
41.1%
B/E move
10.3%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
6.54
IV
44.4%
B/E move
9.5%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
6.35
IV
47.6%
B/E move
8.7%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
6.17
IV
50.8%
B/E move
7.9%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
5.99
IV
54.0%
B/E move
7.1%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
5.81
IV
57.2%
B/E move
6.3%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
5.62
IV
60.4%
B/E move
5.5%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
5.44
IV
63.6%
B/E move
4.7%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
5.26
IV
66.8%
B/E move
3.9%
Puts
Pseudo strike
8.42
IV
48.9%
B/E move
1.0%

Options history

IV · four-Friday blend30.88%
Daily EOD
GNL30.8%30.9%30.9%2026-10-20: 30.88%Oct 20
1 observations2026-10-20 — 2026-10-20
Table
DateIV (%)
30.88%