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Green Brick Partners, Inc GRBK

i

Market datapartial · fetched 2026-11-07T16:34:56.338Z

Delta surfaceAlpaca · derived absolute-delta buckets ·

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 · 2026-11-07T00:00:00.003317183Z

FundamentalsAlpha Vantage · unavailable

Share price$64.82
1D+0.9%
AH$64.10$64.56$65.03$65.49$65.955:30 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$0.00$0.27$0.54$0.81$1.08$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEGRBK PRICE
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
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

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

50Δ

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

55Δ

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

60Δ

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

65Δ

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

70Δ

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

75Δ

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

80Δ

Calls
Pseudo strike
IV
B/E move
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%