Option Greeks measure how Goldman Sachs BDC Inc (GSBD) option prices respond to changes in the stock price (delta and gamma), the passage of time (theta), implied volatility (vega), and interest rates (rho). These charts plot each Greek by strike, so you can see where an expiration's price risk, time decay, and volatility exposure are concentrated.
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GSBD Option Greeks FAQ
What are option Greeks?
Option Greeks measure how an option's price responds to changes in the stock price (delta and gamma), time (theta), implied volatility (vega), and interest rates (rho).
How do I read the GSBD Greeks charts?
Gamma, theta, and vega are largest for strikes near the Goldman Sachs BDC stock price and shrink for strikes far above or below it. Theta grows as expiration gets closer, while vega is larger for expirations further out. Call delta runs from 0 to 1 and put delta from -1 to 0, near 0.50 and -0.50 at the money, and roughly estimates the chance that an option finishes in the money.
How does implied volatility affect GSBD's Greeks?
Goldman Sachs BDC IV rank is 25, so implied volatility is in the lower part of its one-year range. Higher implied volatility raises option premiums and daily time decay (theta), and spreads delta and gamma across a wider range of strikes. Over the past year, 30-day implied volatility ranged from 6.3% to 206.8%. See the GSBD implied volatility history for a longer view.
How much gamma and delta do GSBD options carry in total?
Across all open Goldman Sachs BDC options on Nov 9, 2026, net gamma exposure was $10.09K and net delta exposure was $82.22K per 1% move in the stock. The GSBD gamma exposure chart shows where that gamma sits by strike.
What is Goldman Sachs BDC Inc?
Goldman Sachs BDC Inc is a non-diversified, closed-end management investment company that elected to be regulated as a business development company focused on lending to middle-market companies.