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Global Net Lease, Inc. GNL

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Market datapartial · fetched 2026-10-22T23:10:19.616Z

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 · 2026-10-22T23:00:00.003890808Z

FundamentalsAlpha Vantage · unavailable

Share price$7.28
1D+1.7%
AH$7.08$7.14$7.20$7.25$7.315:30 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.$0.06$0.63$1.21$1.78$2.36$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEGNL PRICE$0.12$0.13$0.14$0.14$0.18$0.20$0.23$0.25$0.28$0.30$0.33$0.35$0.38$0.84$1.29$1.74$2.19
PutsExpensive2.29×
CallsExpensive1.85×
SkewBearish+31.19 pp
Implied move——
TiltBearish88.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ10.6891.4%48.3%3.96195.9%48.0%
25Δ9.8274.4%36.6%4.41175.4%42.3%
30Δ8.9657.3%24.9%4.85154.8%36.5%
35Δ8.1040.2%13.2%5.29134.3%30.8%
40Δ5.74113.7%25.0%
45Δ6.1893.2%19.3%
50Δ6.6272.6%13.5%
55Δ7.0752.1%7.8%
60Δ7.5132.2%2.1%
65Δ7.9843.0%1.9%
70Δ8.4453.8%1.7%
75Δ8.9164.6%1.5%
80Δ9.3775.5%1.4%

20Δ

Calls
Pseudo strike
10.68
IV
91.4%
B/E move
48.3%
Puts
Pseudo strike
3.96
IV
195.9%
B/E move
48.0%

25Δ

Calls
Pseudo strike
9.82
IV
74.4%
B/E move
36.6%
Puts
Pseudo strike
4.41
IV
175.4%
B/E move
42.3%

30Δ

Calls
Pseudo strike
8.96
IV
57.3%
B/E move
24.9%
Puts
Pseudo strike
4.85
IV
154.8%
B/E move
36.5%

35Δ

Calls
Pseudo strike
8.10
IV
40.2%
B/E move
13.2%
Puts
Pseudo strike
5.29
IV
134.3%
B/E move
30.8%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.74
IV
113.7%
B/E move
25.0%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.18
IV
93.2%
B/E move
19.3%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.62
IV
72.6%
B/E move
13.5%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.07
IV
52.1%
B/E move
7.8%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.51
IV
32.2%
B/E move
2.1%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.98
IV
43.0%
B/E move
1.9%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.44
IV
53.8%
B/E move
1.7%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.91
IV
64.6%
B/E move
1.5%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.37
IV
75.5%
B/E move
1.4%

Options history

No recorded observations