Gladstone Commercial Corporation GOOD
REAL ESTATE · REIT - DIVERSIFIEDi
Market dataready · fetched 2026-10-23T16:42:35.659Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · 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%
Sold putSold call
Gladstone Commercial Corporation options
PutsExpensive1.61×
CallsExpensive3.33×
SkewBullish-56.12 pp
Implied move——
TiltBullish71.0% CALL
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | 12.37 | 26.2% | 5.8% | |||
| 30Δ | 11.84 | 41.7% | 5.6% | |||
| 35Δ | 11.32 | 57.2% | 5.3% | |||
| 40Δ | 10.79 | 72.8% | 5.0% | |||
| 45Δ | 10.26 | 88.3% | 4.8% | |||
| 50Δ | 9.73 | 103.8% | 4.5% | |||
| 55Δ | 9.20 | 119.3% | 4.2% | |||
| 60Δ | 8.68 | 134.9% | 4.0% | |||
| 65Δ | 8.15 | 150.4% | 3.7% | |||
| 70Δ | 7.62 | 165.9% | 3.4% | |||
| 75Δ | 7.09 | 181.4% | 3.2% | 13.92 | 45.0% | 0.9% |
| 80Δ | 6.56 | 197.0% | 2.9% | 15.68 | 65.9% | 0.8% |
20Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
25Δ
- Pseudo strike
- 12.37
- IV
- 26.2%
- B/E move
- 5.8%
- Pseudo strike
- IV
- B/E move
30Δ
- Pseudo strike
- 11.84
- IV
- 41.7%
- B/E move
- 5.6%
- Pseudo strike
- IV
- B/E move
35Δ
- Pseudo strike
- 11.32
- IV
- 57.2%
- B/E move
- 5.3%
- Pseudo strike
- IV
- B/E move
40Δ
- Pseudo strike
- 10.79
- IV
- 72.8%
- B/E move
- 5.0%
- Pseudo strike
- IV
- B/E move
45Δ
- Pseudo strike
- 10.26
- IV
- 88.3%
- B/E move
- 4.8%
- Pseudo strike
- IV
- B/E move
50Δ
- Pseudo strike
- 9.73
- IV
- 103.8%
- B/E move
- 4.5%
- Pseudo strike
- IV
- B/E move
55Δ
- Pseudo strike
- 9.20
- IV
- 119.3%
- B/E move
- 4.2%
- Pseudo strike
- IV
- B/E move
60Δ
- Pseudo strike
- 8.68
- IV
- 134.9%
- B/E move
- 4.0%
- Pseudo strike
- IV
- B/E move
65Δ
- Pseudo strike
- 8.15
- IV
- 150.4%
- B/E move
- 3.7%
- Pseudo strike
- IV
- B/E move
70Δ
- Pseudo strike
- 7.62
- IV
- 165.9%
- B/E move
- 3.4%
- Pseudo strike
- IV
- B/E move
75Δ
- Pseudo strike
- 7.09
- IV
- 181.4%
- B/E move
- 3.2%
- Pseudo strike
- 13.92
- IV
- 45.0%
- B/E move
- 0.9%
80Δ
- Pseudo strike
- 6.56
- IV
- 197.0%
- B/E move
- 2.9%
- Pseudo strike
- 15.68
- IV
- 65.9%
- B/E move
- 0.8%
Options history
No recorded observations