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Goldman Sachs BDC, Inc. GSBD

FINANCIAL SERVICES · ASSET MANAGEMENT
i

Market dataready · fetched 2026-11-07T14:33:08.318Z

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 · 2026-11-07T00:41:07.372473673Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-07T14:33:07.546620+00:00

Share price$8.60
1D+2.0%
AH$8.46$8.56$8.65$8.74$8.845:30 AM6:30 AM9:00 AM1:00 PM2:00 PMGSBD
Sold putSold callAH

Goldman Sachs BDC, Inc. options

Live interpolated GSBD call and put midpoint premiums by absolute delta.Goldman Sachs BDC, Inc.$0.55$0.92$1.29$1.66$2.04$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —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 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 PRICEGSBD PRICE$0.59$0.67$0.75$0.84$0.92$1.00$1.08$1.16$1.24$1.32$1.41$1.93
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ17.03333.0%104.9%
30Δ16.10312.5%95.1%
35Δ15.17292.0%85.2%
40Δ14.24271.4%75.3%
45Δ13.31250.9%65.4%
50Δ12.38230.4%55.5%
55Δ11.45209.8%45.6%
60Δ10.51189.3%35.8%
65Δ9.58168.8%25.9%
70Δ8.65148.2%16.0%
75Δ7.72127.7%6.1%
80Δ6.95143.4%3.3%

20Δ

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

25Δ

Calls
Pseudo strike
17.03
IV
333.0%
B/E move
104.9%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
16.10
IV
312.5%
B/E move
95.1%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
15.17
IV
292.0%
B/E move
85.2%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
14.24
IV
271.4%
B/E move
75.3%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
13.31
IV
250.9%
B/E move
65.4%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
12.38
IV
230.4%
B/E move
55.5%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
11.45
IV
209.8%
B/E move
45.6%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
10.51
IV
189.3%
B/E move
35.8%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
9.58
IV
168.8%
B/E move
25.9%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
8.65
IV
148.2%
B/E move
16.0%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
7.72
IV
127.7%
B/E move
6.1%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
6.95
IV
143.4%
B/E move
3.3%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend29.11%
Daily close
GSBD28.2%34.5%40.9%2026-08-24: 37.39%2026-08-26: 39.99%2026-09-02: 35.72%2026-09-04: 29.11%Aug 24Aug 26Sep 4
4 observations2026-08-24 — 2026-09-04
Table
DateIV (%)
37.39%
39.99%
35.72%
29.11%