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Goldman Sachs BDC, Inc. GSBD

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Market datapartial · fetched 2026-11-12T01:01:22.247Z

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 · 2026-11-12T00:00:00.003012721Z

FundamentalsAlpha Vantage · unavailable

Share price$8.50
1D-0.4%
AH$8.38$8.42$8.47$8.51$8.555:30 AM6:30 AM9:00 AM1:00 PM2:00 PMGSBD
Sold putSold callAH

Goldman Sachs BDC, Inc. options

Live interpolated GSBD call and put midpoint premiums by absolute delta.Goldman Sachs BDC, Inc.$0.52$0.88$1.24$1.60$1.97$4.59$5.85$7.12$8.39$9.6520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive GSBD spot · $8.50GSBD PRICE$0.56$0.64$0.72$0.80$0.88$0.96$1.04$1.12$1.20$1.28$1.40$1.86$0.59$0.66$0.72$0.79$0.85$0.92$0.98$1.05$1.11$1.18$1.24$1.31$1.37
PutsExpensive4.04×
Calls——
Skew——
Implied moveBalanced±$1.94
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ5.45393.7%42.8%
25Δ16.79395.0%104.2%5.77371.2%39.8%
30Δ15.85370.1%94.0%6.09348.7%36.9%
35Δ14.91345.1%83.9%6.40326.3%33.9%
40Δ13.98320.2%73.8%6.72303.8%31.0%
45Δ13.04295.3%63.7%7.04281.3%28.0%
50Δ12.10270.3%53.6%7.36258.8%25.0%
55Δ11.16245.4%43.5%7.67236.4%22.1%
60Δ10.22220.5%33.4%7.99213.9%19.1%
65Δ9.28195.5%23.3%8.31191.4%16.1%
70Δ8.34170.6%13.2%8.62168.9%13.2%
75Δ7.44148.9%4.0%8.94146.5%10.2%
80Δ6.91155.5%3.2%9.26124.0%7.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.45
IV
393.7%
B/E move
42.8%

25Δ

Calls
Pseudo strike
16.79
IV
395.0%
B/E move
104.2%
Puts
Pseudo strike
5.77
IV
371.2%
B/E move
39.8%

30Δ

Calls
Pseudo strike
15.85
IV
370.1%
B/E move
94.0%
Puts
Pseudo strike
6.09
IV
348.7%
B/E move
36.9%

35Δ

Calls
Pseudo strike
14.91
IV
345.1%
B/E move
83.9%
Puts
Pseudo strike
6.40
IV
326.3%
B/E move
33.9%

40Δ

Calls
Pseudo strike
13.98
IV
320.2%
B/E move
73.8%
Puts
Pseudo strike
6.72
IV
303.8%
B/E move
31.0%

45Δ

Calls
Pseudo strike
13.04
IV
295.3%
B/E move
63.7%
Puts
Pseudo strike
7.04
IV
281.3%
B/E move
28.0%

50Δ

Calls
Pseudo strike
12.10
IV
270.3%
B/E move
53.6%
Puts
Pseudo strike
7.36
IV
258.8%
B/E move
25.0%

55Δ

Calls
Pseudo strike
11.16
IV
245.4%
B/E move
43.5%
Puts
Pseudo strike
7.67
IV
236.4%
B/E move
22.1%

60Δ

Calls
Pseudo strike
10.22
IV
220.5%
B/E move
33.4%
Puts
Pseudo strike
7.99
IV
213.9%
B/E move
19.1%

65Δ

Calls
Pseudo strike
9.28
IV
195.5%
B/E move
23.3%
Puts
Pseudo strike
8.31
IV
191.4%
B/E move
16.1%

70Δ

Calls
Pseudo strike
8.34
IV
170.6%
B/E move
13.2%
Puts
Pseudo strike
8.62
IV
168.9%
B/E move
13.2%

75Δ

Calls
Pseudo strike
7.44
IV
148.9%
B/E move
4.0%
Puts
Pseudo strike
8.94
IV
146.5%
B/E move
10.2%

80Δ

Calls
Pseudo strike
6.91
IV
155.5%
B/E move
3.2%
Puts
Pseudo strike
9.26
IV
124.0%
B/E move
7.2%

Options history

IV · four-Friday blend29.11%
Daily close
GSBD28.2%34.5%40.9%2026-08-24: 37.39%2026-08-26: 39.99%2026-09-02: 35.72%2026-09-04: 29.11%Aug 24Aug 26Sep 4
4 observations2026-08-24 — 2026-09-04
Table
DateIV (%)
37.39%
39.99%
35.72%
29.11%