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Gaming and Leisure Properties, Inc. Common Stock GLPI

REAL ESTATE · REIT - SPECIALTY
i

Market dataready · fetched 2026-11-03T18:46:05.290Z

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 · 2026-11-03T18:45:43.203556698Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-03T18:46:04.502478+00:00

Share price$39.10
1D-0.4%
$38.90$39.02$39.14$39.26$39.385:30 AM6:30 AM9:00 AM1:00 PMGLPI
Sold putSold call

Gaming and Leisure Properties, Inc. Common Stock options

Live interpolated GLPI call and put midpoint premiums by absolute delta.Gaming and Leisure Properties, Inc. Common Stock$0.19$0.84$1.49$2.13$2.78$36.35$37.76$39.18$40.60$42.0120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive GLPI spot · $39.09GLPI PRICE$0.26$0.33$0.40$0.47$0.66$0.87$1.07$1.27$1.47$1.67$1.88$2.08$2.59$0.37$0.51$0.64$0.78$0.92$1.05$1.19$1.32
Puts——
CallsExpensive1.14×
Skew——
Implied moveBalanced±$2.12
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ41.6428.7%7.2%
25Δ41.1127.3%6.0%37.7725.4%4.3%
30Δ40.5725.8%4.8%38.0625.6%3.9%
35Δ40.0424.4%3.6%38.3625.9%3.5%
40Δ39.7125.1%3.3%38.6526.1%3.1%
45Δ39.3926.0%3.0%38.9526.3%2.7%
50Δ39.0727.0%2.7%39.2426.6%2.3%
55Δ38.7627.9%2.4%39.5326.8%1.9%
60Δ38.4428.8%2.1%39.8327.1%1.5%
65Δ38.1329.7%1.8%
70Δ37.8130.6%1.5%
75Δ37.4931.5%1.2%
80Δ36.8731.5%1.0%

20Δ

Calls
Pseudo strike
41.64
IV
28.7%
B/E move
7.2%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
41.11
IV
27.3%
B/E move
6.0%
Puts
Pseudo strike
37.77
IV
25.4%
B/E move
4.3%

30Δ

Calls
Pseudo strike
40.57
IV
25.8%
B/E move
4.8%
Puts
Pseudo strike
38.06
IV
25.6%
B/E move
3.9%

35Δ

Calls
Pseudo strike
40.04
IV
24.4%
B/E move
3.6%
Puts
Pseudo strike
38.36
IV
25.9%
B/E move
3.5%

40Δ

Calls
Pseudo strike
39.71
IV
25.1%
B/E move
3.3%
Puts
Pseudo strike
38.65
IV
26.1%
B/E move
3.1%

45Δ

Calls
Pseudo strike
39.39
IV
26.0%
B/E move
3.0%
Puts
Pseudo strike
38.95
IV
26.3%
B/E move
2.7%

50Δ

Calls
Pseudo strike
39.07
IV
27.0%
B/E move
2.7%
Puts
Pseudo strike
39.24
IV
26.6%
B/E move
2.3%

55Δ

Calls
Pseudo strike
38.76
IV
27.9%
B/E move
2.4%
Puts
Pseudo strike
39.53
IV
26.8%
B/E move
1.9%

60Δ

Calls
Pseudo strike
38.44
IV
28.8%
B/E move
2.1%
Puts
Pseudo strike
39.83
IV
27.1%
B/E move
1.5%

65Δ

Calls
Pseudo strike
38.13
IV
29.7%
B/E move
1.8%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
37.81
IV
30.6%
B/E move
1.5%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
37.49
IV
31.5%
B/E move
1.2%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
36.87
IV
31.5%
B/E move
1.0%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend27.20%
Daily close
GLPI19.1%36.7%54.3%2026-08-05: 22.04%2026-08-06: 25.16%2026-08-12: 30.26%2026-08-17: 31.49%2026-08-18: 31.06%2026-08-19: 51.85%2026-08-21: 23.75%2026-08-24: 25.09%2026-08-25: 23.58%2026-08-26: 24.17%2026-08-27: 23.46%2026-08-28: 25.32%2026-08-31: 26.65%2026-09-01: 25.48%2026-09-03: 24.49%2026-09-04: 23.24%2026-09-11: 29.55%2026-09-18: 22.91%2026-09-21: 24.83%2026-09-22: 21.53%2026-09-23: 23.83%2026-09-25: 22.41%2026-09-30: 23.61%2026-10-01: 23.10%2026-10-02: 26.28%2026-10-16: 22.37%2026-10-19: 24.25%2026-10-20: 23.66%2026-10-21: 24.75%2026-10-22: 27.88%2026-10-23: 24.31%2026-10-26: 27.28%2026-10-27: 26.83%2026-10-28: 29.15%2026-10-29: 26.48%2026-10-30: 27.20%Aug 5Sep 18Oct 30
36 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
22.04%
25.16%
30.26%
31.49%
31.06%
51.85%
23.75%
25.09%
23.58%
24.17%
23.46%
25.32%
26.65%
25.48%
24.49%
23.24%
29.55%
22.91%
24.83%
21.53%
23.83%
22.41%
23.61%
23.10%
26.28%
22.37%
24.25%
23.66%
24.75%
27.88%
24.31%
27.28%
26.83%
29.15%
26.48%
27.20%