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Granite Ridge Resources, Inc. GRNT

i

Market dataready · fetched 2026-11-04T00:47:26.287Z

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 · 2026-11-04T00:00:00.002402489Z

FundamentalsSEC EDGAR · ready · as of 2026-06-30 · fetched 2026-11-04T00:47:25.819229+00:00

Share price$5.11
1D-1.7%
AH$5.06$5.11$5.15$5.19$5.245:30 AM6:30 AM9:00 AM1:00 PM2:00 PMGRNT
Sold putSold callAH

Granite Ridge Resources, Inc. options

Live interpolated GRNT call and put midpoint premiums by absolute delta.Granite Ridge Resources, Inc.$0.05$1.03$2.01$2.99$3.98$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEGRNT PRICE$0.15$0.18$0.22$0.25$0.28$0.32$0.35$0.44$0.77$1.10$1.42$1.75$3.69
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
25Δ6.5992.5%32.0%
30Δ6.3689.5%28.1%
35Δ6.1386.4%24.1%
40Δ5.8983.4%20.2%
45Δ5.6680.3%16.3%
50Δ5.4277.3%12.3%
55Δ5.1974.3%8.4%
60Δ4.9376.6%5.1%
65Δ4.58102.5%4.6%
70Δ4.23128.5%4.1%8.39270.7%8.0%
75Δ3.87154.4%3.6%
80Δ3.52180.4%3.2%

20Δ

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

25Δ

Calls
Pseudo strike
6.59
IV
92.5%
B/E move
32.0%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
6.36
IV
89.5%
B/E move
28.1%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
6.13
IV
86.4%
B/E move
24.1%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
5.89
IV
83.4%
B/E move
20.2%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
5.66
IV
80.3%
B/E move
16.3%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
5.42
IV
77.3%
B/E move
12.3%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
5.19
IV
74.3%
B/E move
8.4%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
4.93
IV
76.6%
B/E move
5.1%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
4.58
IV
102.5%
B/E move
4.6%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
4.23
IV
128.5%
B/E move
4.1%
Puts
Pseudo strike
8.39
IV
270.7%
B/E move
8.0%

75Δ

Calls
Pseudo strike
3.87
IV
154.4%
B/E move
3.6%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
3.52
IV
180.4%
B/E move
3.2%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend52.93%
Daily close
GRNT38.9%48.3%57.7%2026-08-10: 56.42%2026-08-25: 43.72%2026-08-26: 40.16%2026-08-27: 41.16%2026-08-28: 48.37%2026-09-01: 52.93%Aug 10Aug 26Sep 1
6 observations2026-08-10 — 2026-09-01
Table
DateIV (%)
56.42%
43.72%
40.16%
41.16%
48.37%
52.93%