IntraAlpha
Create free account Start free

Gladstone Land Corporation Common Stock LAND

REAL ESTATE · REIT - SPECIALTY
i

Market dataready · fetched 2026-11-11T14:00:44.852Z

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: 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 · 2026-11-11T13:55:12.482007834Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-11T14:00:43.759288+00:00

Share price$7.22
1D-0.6%
$7.22$7.23$7.24$7.25$7.275:30 AM6:30 AM9:00 AM1:00 PMLAND
Sold putSold call

Gladstone Land Corporation Common Stock options

Live interpolated LAND call and put midpoint premiums by absolute delta.Gladstone Land Corporation Common Stock$0.06$0.58$1.10$1.62$2.14$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELAND PRICE$0.12$0.14$0.16$0.26$0.32$0.37$0.42$0.47$0.52$0.58$0.65$1.09$1.54$1.99
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ5.49102.3%27.6%
25Δ8.5845.8%20.5%5.7895.2%24.3%
30Δ8.1739.8%15.1%6.0788.0%21.0%
35Δ7.7533.9%9.6%6.3680.8%17.8%
40Δ6.6573.7%14.5%
45Δ6.9466.5%11.2%
50Δ7.2259.4%7.9%
55Δ7.5253.0%4.8%
60Δ8.0061.8%4.3%
65Δ8.4970.7%3.8%
70Δ8.9779.6%3.4%
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.49
IV
102.3%
B/E move
27.6%

25Δ

Calls
Pseudo strike
8.58
IV
45.8%
B/E move
20.5%
Puts
Pseudo strike
5.78
IV
95.2%
B/E move
24.3%

30Δ

Calls
Pseudo strike
8.17
IV
39.8%
B/E move
15.1%
Puts
Pseudo strike
6.07
IV
88.0%
B/E move
21.0%

35Δ

Calls
Pseudo strike
7.75
IV
33.9%
B/E move
9.6%
Puts
Pseudo strike
6.36
IV
80.8%
B/E move
17.8%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.65
IV
73.7%
B/E move
14.5%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.94
IV
66.5%
B/E move
11.2%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.22
IV
59.4%
B/E move
7.9%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.52
IV
53.0%
B/E move
4.8%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.00
IV
61.8%
B/E move
4.3%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.49
IV
70.7%
B/E move
3.8%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.97
IV
79.6%
B/E move
3.4%

75Δ

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

80Δ

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

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations