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Golub Capital BDC, Inc. Common Stock GBDC

i

Market datapartial · fetched 2026-11-07T07:54:29.530Z

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 · 2026-11-06T22:13:30.544609848Z

FundamentalsAlpha Vantage · unavailable

Share price$12.76
1D+0.3%
AH$12.63$12.70$12.78$12.85$12.925:30 AM6:30 AM9:00 AM1:00 PM2:00 PMGBDC
Sold putSold callAH

Golub Capital BDC, Inc. Common Stock options

Live interpolated GBDC call and put midpoint premiums by absolute delta.Golub Capital BDC, Inc. Common Stock$0.00$3.06$6.13$9.19$12.26$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICEGBDC PRICE$0.16$0.21$0.25$0.30$0.34$0.39$0.44$0.48$0.53$4.04$7.45$11.36
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ14.3547.4%13.7%
25Δ14.1346.7%12.4%
30Δ13.9246.0%11.0%
35Δ13.7045.4%9.7%
40Δ13.4844.7%8.3%
45Δ13.2644.0%7.0%
50Δ13.0443.4%5.6%
55Δ12.8342.7%4.3%
60Δ12.6142.0%2.9%
65Δ
70Δ
75Δ19.54240.9%5.3%
80Δ9.56244.2%6.6%23.55283.0%4.5%

20Δ

Calls
Pseudo strike
14.35
IV
47.4%
B/E move
13.7%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
14.13
IV
46.7%
B/E move
12.4%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
13.92
IV
46.0%
B/E move
11.0%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
13.70
IV
45.4%
B/E move
9.7%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
13.48
IV
44.7%
B/E move
8.3%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
13.26
IV
44.0%
B/E move
7.0%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
13.04
IV
43.4%
B/E move
5.6%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
12.83
IV
42.7%
B/E move
4.3%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
12.61
IV
42.0%
B/E move
2.9%
Puts
Pseudo strike
IV
B/E move

65Δ

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

70Δ

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

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
19.54
IV
240.9%
B/E move
5.3%

80Δ

Calls
Pseudo strike
9.56
IV
244.2%
B/E move
6.6%
Puts
Pseudo strike
23.55
IV
283.0%
B/E move
4.5%

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%