IntraAlpha
Create free account Start free

Gladstone Commercial Corporation GOOD

REAL ESTATE · REIT - DIVERSIFIED
i

Market dataready · fetched 2026-10-23T16:42:35.659Z

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 · 2026-10-23T16:41:31.531319441Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-23T16:39:30.664178+00:00

Share price$11.90
1D+0.6%
$11.82$11.86$11.90$11.94$11.985:30 AM6:30 AM9:00 AM1:00 PMGOOD
Sold putSold call

Gladstone Commercial Corporation options

Live interpolated GOOD call and put midpoint premiums by absolute delta.Gladstone Commercial Corporation$0.06$1.57$3.09$4.60$6.12$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEGOOD PRICE$0.22$0.72$1.21$1.71$2.21$2.70$3.20$3.69$4.19$4.69$5.18$5.68$2.13$3.87
PutsExpensive1.61×
CallsExpensive3.33×
SkewBullish-56.12 pp
Implied move——
TiltBullish71.0% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ12.3726.2%5.8%
30Δ11.8441.7%5.6%
35Δ11.3257.2%5.3%
40Δ10.7972.8%5.0%
45Δ10.2688.3%4.8%
50Δ9.73103.8%4.5%
55Δ9.20119.3%4.2%
60Δ8.68134.9%4.0%
65Δ8.15150.4%3.7%
70Δ7.62165.9%3.4%
75Δ7.09181.4%3.2%13.9245.0%0.9%
80Δ6.56197.0%2.9%15.6865.9%0.8%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
12.37
IV
26.2%
B/E move
5.8%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
11.84
IV
41.7%
B/E move
5.6%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
11.32
IV
57.2%
B/E move
5.3%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
10.79
IV
72.8%
B/E move
5.0%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
10.26
IV
88.3%
B/E move
4.8%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
9.73
IV
103.8%
B/E move
4.5%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
9.20
IV
119.3%
B/E move
4.2%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
8.68
IV
134.9%
B/E move
4.0%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
8.15
IV
150.4%
B/E move
3.7%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
7.62
IV
165.9%
B/E move
3.4%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
7.09
IV
181.4%
B/E move
3.2%
Puts
Pseudo strike
13.92
IV
45.0%
B/E move
0.9%

80Δ

Calls
Pseudo strike
6.56
IV
197.0%
B/E move
2.9%
Puts
Pseudo strike
15.68
IV
65.9%
B/E move
0.8%

Options history

No recorded observations