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Green Brick Partners, Inc GRBK

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Market datapartial · fetched 2026-10-22T18:27:56.026Z

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 · 2026-10-22T18:27:29.570069058Z

FundamentalsAlpha Vantage · unavailable

Share price$64.23
1D+4.9%
$60.79$61.73$62.67$63.61$64.555:30 AM6:30 AM9:00 AM1:00 PMGRBK
Sold putSold call

Green Brick Partners, Inc options

Live interpolated GRBK call and put midpoint premiums by absolute delta.Green Brick Partners, Inc$1.08$3.52$5.96$8.40$10.84$54.09$59.40$64.71$70.02$75.3420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GRBK spot · $64.23GRBK PRICE$1.35$1.51$1.68$1.85$2.02$2.18$2.42$2.82$3.21$3.61$4.00$4.40$4.79$1.87$2.24$2.62$2.99$3.36$4.02$4.70$5.38$6.07$7.10$10.14
PutsExpensive1.36×
CallsExpensive1.52×
SkewBullish-5.31 pp
Implied moveBearish±$5.78
TiltBearish17.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ92.2598.0%45.7%
25Δ87.4787.0%38.5%
30Δ82.6976.1%31.4%60.3650.1%8.9%
35Δ77.9065.1%24.2%61.4948.3%7.8%
40Δ73.1254.1%17.0%62.6246.6%6.6%
45Δ68.3443.1%9.8%63.7544.8%5.4%
50Δ64.7735.2%4.6%64.8943.0%4.2%
55Δ64.0334.2%4.1%65.9542.6%3.6%
60Δ63.2833.2%3.5%67.0042.3%3.0%
65Δ62.5332.3%3.0%68.0542.0%2.4%
70Δ61.7931.3%2.4%69.1041.7%1.9%
75Δ61.0430.3%1.9%70.4842.2%1.3%
80Δ60.2929.3%1.3%73.7347.3%1.0%

20Δ

Calls
Pseudo strike
92.25
IV
98.0%
B/E move
45.7%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
87.47
IV
87.0%
B/E move
38.5%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
82.69
IV
76.1%
B/E move
31.4%
Puts
Pseudo strike
60.36
IV
50.1%
B/E move
8.9%

35Δ

Calls
Pseudo strike
77.90
IV
65.1%
B/E move
24.2%
Puts
Pseudo strike
61.49
IV
48.3%
B/E move
7.8%

40Δ

Calls
Pseudo strike
73.12
IV
54.1%
B/E move
17.0%
Puts
Pseudo strike
62.62
IV
46.6%
B/E move
6.6%

45Δ

Calls
Pseudo strike
68.34
IV
43.1%
B/E move
9.8%
Puts
Pseudo strike
63.75
IV
44.8%
B/E move
5.4%

50Δ

Calls
Pseudo strike
64.77
IV
35.2%
B/E move
4.6%
Puts
Pseudo strike
64.89
IV
43.0%
B/E move
4.2%

55Δ

Calls
Pseudo strike
64.03
IV
34.2%
B/E move
4.1%
Puts
Pseudo strike
65.95
IV
42.6%
B/E move
3.6%

60Δ

Calls
Pseudo strike
63.28
IV
33.2%
B/E move
3.5%
Puts
Pseudo strike
67.00
IV
42.3%
B/E move
3.0%

65Δ

Calls
Pseudo strike
62.53
IV
32.3%
B/E move
3.0%
Puts
Pseudo strike
68.05
IV
42.0%
B/E move
2.4%

70Δ

Calls
Pseudo strike
61.79
IV
31.3%
B/E move
2.4%
Puts
Pseudo strike
69.10
IV
41.7%
B/E move
1.9%

75Δ

Calls
Pseudo strike
61.04
IV
30.3%
B/E move
1.9%
Puts
Pseudo strike
70.48
IV
42.2%
B/E move
1.3%

80Δ

Calls
Pseudo strike
60.29
IV
29.3%
B/E move
1.3%
Puts
Pseudo strike
73.73
IV
47.3%
B/E move
1.0%

Options history

No recorded observations