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Goldman Sachs BDC, Inc. GSBD

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Market datapartial · fetched 2026-10-22T17:34:33.200Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-10-22T17:34:21.916982003Z

FundamentalsAlpha Vantage · unavailable

Share price$8.71
1D+1.7%
$8.54$8.60$8.65$8.71$8.775:30 AM6:30 AM9:00 AM1:00 PMGSBD
Sold putSold call

Goldman Sachs BDC, Inc. options

Live interpolated GSBD call and put midpoint premiums by absolute delta.Goldman Sachs BDC, Inc.$0.18$0.53$0.89$1.25$1.60$6.67$8.32$9.96$11.61$13.2520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GSBD spot · $8.71GSBD PRICE$0.61$0.70$0.79$0.88$0.96$1.05$1.14$1.23$1.32$1.41$1.50$0.22$0.31$0.41$0.51$0.61$0.71$0.80$0.90$1.00$1.10$1.19$1.29
PutsFair0.98×
CallsExpensive3.43×
SkewBullish-73.80 pp
Implied moveBullish±$1.86
TiltBullish12.3% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ7.6841.7%14.2%
25Δ17.16161.3%104.1%7.8841.4%13.1%
30Δ16.25151.7%94.7%8.0741.0%12.0%
35Δ15.33142.2%85.2%8.2740.7%10.9%
40Δ14.42132.7%75.7%8.4640.4%9.7%
45Δ13.51123.2%66.2%8.6640.0%8.6%
50Δ12.59113.6%56.8%8.8639.7%7.5%
55Δ11.68104.1%47.3%9.0539.3%6.4%
60Δ10.7794.6%37.8%9.2539.0%5.2%
65Δ9.8585.1%28.4%9.4438.7%4.1%
70Δ8.9475.6%18.9%9.6438.3%3.0%
75Δ8.0366.0%9.4%9.8338.0%1.9%
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.68
IV
41.7%
B/E move
14.2%

25Δ

Calls
Pseudo strike
17.16
IV
161.3%
B/E move
104.1%
Puts
Pseudo strike
7.88
IV
41.4%
B/E move
13.1%

30Δ

Calls
Pseudo strike
16.25
IV
151.7%
B/E move
94.7%
Puts
Pseudo strike
8.07
IV
41.0%
B/E move
12.0%

35Δ

Calls
Pseudo strike
15.33
IV
142.2%
B/E move
85.2%
Puts
Pseudo strike
8.27
IV
40.7%
B/E move
10.9%

40Δ

Calls
Pseudo strike
14.42
IV
132.7%
B/E move
75.7%
Puts
Pseudo strike
8.46
IV
40.4%
B/E move
9.7%

45Δ

Calls
Pseudo strike
13.51
IV
123.2%
B/E move
66.2%
Puts
Pseudo strike
8.66
IV
40.0%
B/E move
8.6%

50Δ

Calls
Pseudo strike
12.59
IV
113.6%
B/E move
56.8%
Puts
Pseudo strike
8.86
IV
39.7%
B/E move
7.5%

55Δ

Calls
Pseudo strike
11.68
IV
104.1%
B/E move
47.3%
Puts
Pseudo strike
9.05
IV
39.3%
B/E move
6.4%

60Δ

Calls
Pseudo strike
10.77
IV
94.6%
B/E move
37.8%
Puts
Pseudo strike
9.25
IV
39.0%
B/E move
5.2%

65Δ

Calls
Pseudo strike
9.85
IV
85.1%
B/E move
28.4%
Puts
Pseudo strike
9.44
IV
38.7%
B/E move
4.1%

70Δ

Calls
Pseudo strike
8.94
IV
75.6%
B/E move
18.9%
Puts
Pseudo strike
9.64
IV
38.3%
B/E move
3.0%

75Δ

Calls
Pseudo strike
8.03
IV
66.0%
B/E move
9.4%
Puts
Pseudo strike
9.83
IV
38.0%
B/E move
1.9%

80Δ

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

Options history

No recorded observations