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Golub Capital BDC, Inc. Common Stock GBDC

FINANCIAL SERVICES · ASSET MANAGEMENT
i

Market dataready · fetched 2026-11-05T17:03:08.445Z

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 · 2026-11-05T17:02:26.424010735Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-05T17:03:07.229921+00:00

Share price$12.77
1D-2.5%
$12.72$12.85$12.98$13.11$13.245:30 AM6:30 AM9:00 AM1:00 PMGBDC
Sold putSold call

Golub Capital BDC, Inc. Common Stock options

Live interpolated GBDC call and put midpoint premiums by absolute delta.Golub Capital BDC, Inc. Common Stock$0.22$1.21$2.20$3.19$4.18$11.67$12.18$12.69$13.20$13.7120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —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 GBDC spot · $12.77GBDC PRICE$0.33$0.38$0.43$0.48$0.53$0.58$0.35$0.74$1.14$1.53$1.93$2.32$2.71$3.11$3.50$3.90
Puts——
Calls——
Skew——
Implied moveBearish±$2.01
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ13.6944.7%9.7%12.7129.9%3.2%
40Δ13.4744.4%8.4%13.1436.5%2.9%
45Δ13.2544.1%7.1%13.5643.1%2.7%
50Δ13.0343.8%5.8%13.9949.8%2.5%
55Δ12.8143.5%4.4%14.4156.4%2.2%
60Δ12.5943.2%3.1%14.8363.0%2.0%
65Δ15.2669.7%1.8%
70Δ15.6876.3%1.5%
75Δ16.1083.0%1.3%
80Δ16.5389.6%1.1%

20Δ

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

25Δ

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

30Δ

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

35Δ

Calls
Pseudo strike
13.69
IV
44.7%
B/E move
9.7%
Puts
Pseudo strike
12.71
IV
29.9%
B/E move
3.2%

40Δ

Calls
Pseudo strike
13.47
IV
44.4%
B/E move
8.4%
Puts
Pseudo strike
13.14
IV
36.5%
B/E move
2.9%

45Δ

Calls
Pseudo strike
13.25
IV
44.1%
B/E move
7.1%
Puts
Pseudo strike
13.56
IV
43.1%
B/E move
2.7%

50Δ

Calls
Pseudo strike
13.03
IV
43.8%
B/E move
5.8%
Puts
Pseudo strike
13.99
IV
49.8%
B/E move
2.5%

55Δ

Calls
Pseudo strike
12.81
IV
43.5%
B/E move
4.4%
Puts
Pseudo strike
14.41
IV
56.4%
B/E move
2.2%

60Δ

Calls
Pseudo strike
12.59
IV
43.2%
B/E move
3.1%
Puts
Pseudo strike
14.83
IV
63.0%
B/E move
2.0%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
15.26
IV
69.7%
B/E move
1.8%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
15.68
IV
76.3%
B/E move
1.5%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
16.10
IV
83.0%
B/E move
1.3%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
16.53
IV
89.6%
B/E move
1.1%

Options history

IV · four-Friday blend37.44%
Daily close
GBDC26.4%48.9%71.3%2026-09-08: 68.24%2026-09-14: 53.32%2026-09-18: 37.05%2026-09-21: 42.03%2026-09-22: 38.14%2026-09-23: 32.96%2026-09-24: 29.48%2026-09-28: 32.03%2026-09-29: 58.27%2026-09-30: 43.05%2026-10-02: 43.17%2026-10-28: 37.44%Sep 8Sep 23Oct 28
12 observations2026-09-08 — 2026-10-28
Table
DateIV (%)
68.24%
53.32%
37.05%
42.03%
38.14%
32.96%
29.48%
32.03%
58.27%
43.05%
43.17%
37.44%