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Gladstone Commercial Corporation Real Estate Investment Trust GOOD

REAL ESTATE · REIT - DIVERSIFIED
i

Market dataready · fetched 2026-11-04T00:46:17.428Z

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 · 2026-11-04T00:36:13.253941554Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-04T00:46:17.042272+00:00

Share price$11.32
1D-2.2%
AH$11.20$11.31$11.41$11.52$11.625:30 AM6:30 AM9:00 AM1:00 PM2:00 PMGOOD
Sold putSold callAH

Gladstone Commercial Corporation Real Estate Investment Trust options

Live interpolated GOOD call and put midpoint premiums by absolute delta.Gladstone Commercial Corporation Real Estate Investment Trust$0.11$2.56$5.00$7.45$9.90$5.78$8.18$10.57$12.97$15.3620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GOOD spot · $11.32GOOD PRICE$0.37$0.57$0.77$0.97$1.17$1.36$1.56$1.76$1.96$2.15$2.36$2.94$3.53$1.37$2.03$2.68$3.33$3.98$4.63$5.28$5.94$6.59$7.24$7.89$8.54$9.19
PutsExpensive4.30×
CallsExpensive3.79×
SkewBearish+61.73 pp
Implied moveBearish±$6.85
TiltBearish52.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ12.1556.3%10.6%8.88202.3%33.7%
25Δ11.9368.1%10.4%9.79200.2%31.5%
30Δ11.7280.0%10.3%10.69198.1%29.2%
35Δ11.5091.8%10.1%11.59196.0%27.0%
40Δ11.29103.7%10.0%12.50193.9%24.8%
45Δ11.07115.5%9.8%13.40191.8%22.6%
50Δ10.86127.4%9.7%14.30189.7%20.4%
55Δ10.64139.2%9.5%15.21187.6%18.1%
60Δ10.43151.1%9.4%16.11185.5%15.9%
65Δ10.21162.9%9.2%17.01183.4%13.7%
70Δ9.99174.8%9.1%17.91181.3%11.5%
75Δ9.24189.2%7.6%18.82179.2%9.3%
80Δ8.49203.6%6.1%19.72177.1%7.0%

20Δ

Calls
Pseudo strike
12.15
IV
56.3%
B/E move
10.6%
Puts
Pseudo strike
8.88
IV
202.3%
B/E move
33.7%

25Δ

Calls
Pseudo strike
11.93
IV
68.1%
B/E move
10.4%
Puts
Pseudo strike
9.79
IV
200.2%
B/E move
31.5%

30Δ

Calls
Pseudo strike
11.72
IV
80.0%
B/E move
10.3%
Puts
Pseudo strike
10.69
IV
198.1%
B/E move
29.2%

35Δ

Calls
Pseudo strike
11.50
IV
91.8%
B/E move
10.1%
Puts
Pseudo strike
11.59
IV
196.0%
B/E move
27.0%

40Δ

Calls
Pseudo strike
11.29
IV
103.7%
B/E move
10.0%
Puts
Pseudo strike
12.50
IV
193.9%
B/E move
24.8%

45Δ

Calls
Pseudo strike
11.07
IV
115.5%
B/E move
9.8%
Puts
Pseudo strike
13.40
IV
191.8%
B/E move
22.6%

50Δ

Calls
Pseudo strike
10.86
IV
127.4%
B/E move
9.7%
Puts
Pseudo strike
14.30
IV
189.7%
B/E move
20.4%

55Δ

Calls
Pseudo strike
10.64
IV
139.2%
B/E move
9.5%
Puts
Pseudo strike
15.21
IV
187.6%
B/E move
18.1%

60Δ

Calls
Pseudo strike
10.43
IV
151.1%
B/E move
9.4%
Puts
Pseudo strike
16.11
IV
185.5%
B/E move
15.9%

65Δ

Calls
Pseudo strike
10.21
IV
162.9%
B/E move
9.2%
Puts
Pseudo strike
17.01
IV
183.4%
B/E move
13.7%

70Δ

Calls
Pseudo strike
9.99
IV
174.8%
B/E move
9.1%
Puts
Pseudo strike
17.91
IV
181.3%
B/E move
11.5%

75Δ

Calls
Pseudo strike
9.24
IV
189.2%
B/E move
7.6%
Puts
Pseudo strike
18.82
IV
179.2%
B/E move
9.3%

80Δ

Calls
Pseudo strike
8.49
IV
203.6%
B/E move
6.1%
Puts
Pseudo strike
19.72
IV
177.1%
B/E move
7.0%

Options history

IV · four-Friday blend41.37%
Daily close
GOOD28.3%35.6%42.9%2026-09-28: 29.35%2026-09-29: 41.90%2026-09-30: 41.37%Sep 28Sep 29Sep 30
3 observations2026-09-28 — 2026-09-30
Table
DateIV (%)
29.35%
41.90%
41.37%