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Green Brick Partners, Inc GRBK

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Market datapartial · fetched 2026-11-06T14:06:42.762Z

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 · 2026-11-06T00:00:00.003746634Z

FundamentalsAlpha Vantage · unavailable

Share price$65.90
1D-2.9%
AH$65.60$66.28$66.96$67.65$68.335:30 AM6:30 AM9:00 AM1:00 PM2:00 PMGRBK
Sold putSold callAH

Green Brick Partners, Inc options

Live interpolated GRBK call and put midpoint premiums by absolute delta.Green Brick Partners, Inc$0.37$1.92$3.48$5.03$6.58$59.05$63.46$67.87$72.29$76.7020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive GRBK spot · $65.90GRBK PRICE$0.54$0.75$1.02$1.29$1.56$1.83$2.10$2.37$2.74$3.59$4.44$5.28$6.13$0.75$0.93$1.10$1.28$1.46$1.86$2.28$2.70$3.12$3.54$3.96$4.38
Puts——
CallsCheap0.60×
Skew——
Implied moveBearish±$4.38
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ70.8639.2%8.4%60.7350.6%9.0%
25Δ69.6337.8%6.8%61.7847.4%7.7%
30Δ68.9538.2%6.2%62.8244.3%6.3%
35Δ68.2838.5%5.6%63.8741.2%5.0%
40Δ67.6038.9%4.9%64.9138.1%3.7%
45Δ66.9239.3%4.3%65.6237.8%3.3%
50Δ66.2439.7%3.7%66.2937.8%2.9%
55Δ65.5740.1%3.1%66.9637.8%2.5%
60Δ64.8340.9%2.5%67.6337.8%2.1%
65Δ63.7843.7%2.2%68.3037.7%1.7%
70Δ62.7346.5%1.9%68.9737.7%1.3%
75Δ61.6949.3%1.6%69.6437.7%1.0%
80Δ60.6452.1%1.3%

20Δ

Calls
Pseudo strike
70.86
IV
39.2%
B/E move
8.4%
Puts
Pseudo strike
60.73
IV
50.6%
B/E move
9.0%

25Δ

Calls
Pseudo strike
69.63
IV
37.8%
B/E move
6.8%
Puts
Pseudo strike
61.78
IV
47.4%
B/E move
7.7%

30Δ

Calls
Pseudo strike
68.95
IV
38.2%
B/E move
6.2%
Puts
Pseudo strike
62.82
IV
44.3%
B/E move
6.3%

35Δ

Calls
Pseudo strike
68.28
IV
38.5%
B/E move
5.6%
Puts
Pseudo strike
63.87
IV
41.2%
B/E move
5.0%

40Δ

Calls
Pseudo strike
67.60
IV
38.9%
B/E move
4.9%
Puts
Pseudo strike
64.91
IV
38.1%
B/E move
3.7%

45Δ

Calls
Pseudo strike
66.92
IV
39.3%
B/E move
4.3%
Puts
Pseudo strike
65.62
IV
37.8%
B/E move
3.3%

50Δ

Calls
Pseudo strike
66.24
IV
39.7%
B/E move
3.7%
Puts
Pseudo strike
66.29
IV
37.8%
B/E move
2.9%

55Δ

Calls
Pseudo strike
65.57
IV
40.1%
B/E move
3.1%
Puts
Pseudo strike
66.96
IV
37.8%
B/E move
2.5%

60Δ

Calls
Pseudo strike
64.83
IV
40.9%
B/E move
2.5%
Puts
Pseudo strike
67.63
IV
37.8%
B/E move
2.1%

65Δ

Calls
Pseudo strike
63.78
IV
43.7%
B/E move
2.2%
Puts
Pseudo strike
68.30
IV
37.7%
B/E move
1.7%

70Δ

Calls
Pseudo strike
62.73
IV
46.5%
B/E move
1.9%
Puts
Pseudo strike
68.97
IV
37.7%
B/E move
1.3%

75Δ

Calls
Pseudo strike
61.69
IV
49.3%
B/E move
1.6%
Puts
Pseudo strike
69.64
IV
37.7%
B/E move
1.0%

80Δ

Calls
Pseudo strike
60.64
IV
52.1%
B/E move
1.3%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend34.83%
Daily close
GRBK28.5%37.9%47.2%2026-08-10: 33.53%2026-08-13: 38.00%2026-08-21: 32.58%2026-08-24: 31.90%2026-08-25: 31.01%2026-08-26: 32.14%2026-08-27: 31.28%2026-08-28: 30.83%2026-09-01: 32.75%2026-09-02: 32.03%2026-09-03: 30.97%2026-09-04: 29.84%2026-09-10: 35.52%2026-09-14: 39.80%2026-09-18: 31.82%2026-09-21: 32.70%2026-09-22: 32.52%2026-09-23: 32.50%2026-09-24: 32.98%2026-09-25: 33.29%2026-09-28: 34.60%2026-09-29: 32.95%2026-10-05: 31.87%2026-10-07: 34.63%2026-10-14: 45.91%2026-10-16: 35.47%2026-10-19: 34.27%2026-10-20: 33.69%2026-10-21: 37.21%2026-10-22: 34.49%2026-10-23: 38.37%2026-10-26: 37.52%2026-10-27: 36.73%2026-10-28: 36.03%2026-10-29: 34.65%2026-10-30: 34.83%Aug 10Sep 23Oct 30
36 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
33.53%
38.00%
32.58%
31.90%
31.01%
32.14%
31.28%
30.83%
32.75%
32.03%
30.97%
29.84%
35.52%
39.80%
31.82%
32.70%
32.52%
32.50%
32.98%
33.29%
34.60%
32.95%
31.87%
34.63%
45.91%
35.47%
34.27%
33.69%
37.21%
34.49%
38.37%
37.52%
36.73%
36.03%
34.65%
34.83%