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Greystone Housing Impact Investors LP Beneficial Unit Certificates representing assignments of limited partnership interests GHI

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Market datapartial · fetched 2026-10-22T15:14:26.732Z

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 · 2026-10-22T15:14:03.005276827Z

FundamentalsAlpha Vantage · unavailable

Share price$4.93
1D+0.4%
$4.91$4.92$4.94$4.95$4.975:30 AM6:30 AM9:00 AM1:00 PMGHI
Sold putSold call

Greystone Housing Impact Investors LP Beneficial Unit Certificates representing assignments of limited partnership interests options

Live interpolated GHI call and put midpoint premiums by absolute delta.Greystone Housing Impact Investors LP Beneficial Unit Certificates representing assignments of limited partnership interests$0.68$2.05$3.43$4.80$6.18$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEGHI PRICE$0.92$0.87$0.82$0.94$1.21$1.48$1.75$2.02$5.78
PutsExpensive3.42×
CallsExpensive3.32×
SkewBearish+17.96 pp
Implied move——
TiltBullish26.9% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ9.15321.9%104.4%
50Δ7.47251.8%69.3%
55Δ5.79181.7%34.2%
60Δ4.80155.7%16.6%
65Δ4.43169.0%14.5%
70Δ4.06182.3%12.5%
75Δ3.69195.6%10.5%
80Δ3.32208.9%8.5%10.48226.3%4.7%

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

35Δ

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

40Δ

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

45Δ

Calls
Pseudo strike
9.15
IV
321.9%
B/E move
104.4%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
7.47
IV
251.8%
B/E move
69.3%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
5.79
IV
181.7%
B/E move
34.2%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
4.80
IV
155.7%
B/E move
16.6%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
4.43
IV
169.0%
B/E move
14.5%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
4.06
IV
182.3%
B/E move
12.5%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
3.69
IV
195.6%
B/E move
10.5%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
3.32
IV
208.9%
B/E move
8.5%
Puts
Pseudo strike
10.48
IV
226.3%
B/E move
4.7%

Options history

No recorded observations