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Gladstone Commercial Corporation Real Estate Investment Trust GOOD

i

Market dataready · fetched 2026-11-14T01:15:12.512Z

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: 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 · 2026-11-13T23:02:35.838122444Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-14T01:15:12.104557+00:00

Share price$10.05
1D+0.5%
AH$9.66$9.75$9.83$9.92$10.005:30 AM6:30 AM9:00 AM1:00 PM2:00 PMGOOD
Sold putSold callAH

Gladstone Commercial Corporation Real Estate Investment Trust options

Live interpolated GOOD call and put midpoint premiums by absolute delta.Gladstone Commercial Corporation Real Estate Investment Trust$0.00$0.59$1.18$1.77$2.35$9.28$9.65$10.02$10.38$10.7520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —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 —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive GOOD spot · $10.05GOOD PRICE$0.05$0.06$0.06$0.07$0.08$0.08$0.09$0.10$0.58$0.85$1.12$1.38$1.65$1.92$2.18
Puts——
Calls——
Skew——
Implied moveBearish±$0.66
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ11.6565.2%16.4%
30Δ11.4358.3%14.3%
35Δ11.2251.4%12.3%
40Δ11.0144.6%10.2%
45Δ10.7937.7%8.2%
50Δ10.5830.9%6.1%10.2675.8%3.7%
55Δ10.3724.0%4.0%10.5783.4%3.3%
60Δ10.1517.1%2.0%10.8790.9%2.9%
65Δ11.1798.5%2.6%
70Δ11.48106.0%2.2%
75Δ11.78113.5%1.9%
80Δ12.08121.1%1.5%

20Δ

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

25Δ

Calls
Pseudo strike
11.65
IV
65.2%
B/E move
16.4%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
11.43
IV
58.3%
B/E move
14.3%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
11.22
IV
51.4%
B/E move
12.3%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
11.01
IV
44.6%
B/E move
10.2%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
10.79
IV
37.7%
B/E move
8.2%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
10.58
IV
30.9%
B/E move
6.1%
Puts
Pseudo strike
10.26
IV
75.8%
B/E move
3.7%

55Δ

Calls
Pseudo strike
10.37
IV
24.0%
B/E move
4.0%
Puts
Pseudo strike
10.57
IV
83.4%
B/E move
3.3%

60Δ

Calls
Pseudo strike
10.15
IV
17.1%
B/E move
2.0%
Puts
Pseudo strike
10.87
IV
90.9%
B/E move
2.9%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.17
IV
98.5%
B/E move
2.6%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.48
IV
106.0%
B/E move
2.2%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.78
IV
113.5%
B/E move
1.9%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
12.08
IV
121.1%
B/E move
1.5%

Options history

IV · four-Friday blend41.37%
Daily close
GOOD28.3%35.6%42.9%2026-09-28: 29.35%2026-09-29: 41.90%2026-09-30: 41.37%Sep 28Sep 29Sep 30
3 observations2026-09-28 — 2026-09-30
Table
DateIV (%)
29.35%
41.90%
41.37%