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Greystone Housing Impact Investors LP GHI

FINANCIAL SERVICES · MORTGAGE FINANCE
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Market dataready · fetched 2026-10-22T09:24:32.746Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-21T23:00:00.002448926Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T09:19:46.233484+00:00

Share price$4.92
1D+1.7%
AH$4.73$4.80$4.87$4.93$5.005:30 AM6:30 AM9:00 AM1:00 PM2:00 PMGHI
Sold putSold callAH

Greystone Housing Impact Investors LP options

Live interpolated GHI call and put midpoint premiums by absolute delta.Greystone Housing Impact Investors LP$0.26$1.59$2.92$4.25$5.58$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEGHI PRICE$0.40$0.43$0.46$0.49$0.52$0.59$0.87$1.15$1.42$1.70$1.97$0.70$1.19$1.68$2.17$2.66$5.20
PutsExpensive1.90×
CallsExpensive2.56×
SkewBullish-34.16 pp
Implied move——
TiltBearish15.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ9.15219.9%94.2%
35Δ8.29195.9%77.4%
40Δ7.43171.9%60.6%
45Δ6.58147.9%43.7%
50Δ5.72123.9%26.9%
55Δ4.95106.5%12.6%5.4065.0%4.5%
60Δ4.61123.5%11.4%5.8986.4%4.5%
65Δ4.27140.5%10.1%6.38107.7%4.5%
70Δ3.94157.5%8.9%6.87129.1%4.5%
75Δ3.60174.5%7.7%7.36150.5%4.5%
80Δ3.27191.5%6.5%9.90212.9%4.5%

20Δ

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

25Δ

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

30Δ

Calls
Pseudo strike
9.15
IV
219.9%
B/E move
94.2%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
8.29
IV
195.9%
B/E move
77.4%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
7.43
IV
171.9%
B/E move
60.6%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
6.58
IV
147.9%
B/E move
43.7%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
5.72
IV
123.9%
B/E move
26.9%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
4.95
IV
106.5%
B/E move
12.6%
Puts
Pseudo strike
5.40
IV
65.0%
B/E move
4.5%

60Δ

Calls
Pseudo strike
4.61
IV
123.5%
B/E move
11.4%
Puts
Pseudo strike
5.89
IV
86.4%
B/E move
4.5%

65Δ

Calls
Pseudo strike
4.27
IV
140.5%
B/E move
10.1%
Puts
Pseudo strike
6.38
IV
107.7%
B/E move
4.5%

70Δ

Calls
Pseudo strike
3.94
IV
157.5%
B/E move
8.9%
Puts
Pseudo strike
6.87
IV
129.1%
B/E move
4.5%

75Δ

Calls
Pseudo strike
3.60
IV
174.5%
B/E move
7.7%
Puts
Pseudo strike
7.36
IV
150.5%
B/E move
4.5%

80Δ

Calls
Pseudo strike
3.27
IV
191.5%
B/E move
6.5%
Puts
Pseudo strike
9.90
IV
212.9%
B/E move
4.5%

Options history

No recorded observations