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Green Brick Partners, Inc GRBK

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Market datapartial · fetched 2026-10-22T21:54:35.589Z

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 · 2026-10-22T20:10:00.001010081Z

FundamentalsAlpha Vantage · unavailable

Share price$64.94
1D+6.0%
AH$61$62$63$64$655:30 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$0.87$3.80$6.72$9.65$12.57$55.14$59.71$64.28$68.85$73.4220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GRBK spot · $64.94GRBK PRICE$1.19$1.31$1.42$1.61$1.80$1.99$2.17$2.45$2.85$3.24$3.64$4.03$4.43$1.45$1.64$1.79$1.93$2.07$2.21$2.66$3.35$4.04$4.74$5.43$7.44$11.73
PutsExpensive1.35×
CallsExpensive1.11×
SkewBearish+7.22 pp
Implied moveBearish±$4.83
TiltBearish22.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ80.1269.7%25.2%55.3770.8%17.0%
25Δ75.0656.6%17.6%58.8857.3%11.9%
30Δ70.0043.5%10.0%60.8249.6%9.1%
35Δ68.9040.6%8.6%62.0444.5%7.5%
40Δ67.8037.7%7.2%63.2539.5%5.8%
45Δ66.7034.7%5.8%64.4634.4%4.1%
50Δ65.6031.8%4.4%65.5332.7%3.2%
55Δ64.7029.7%3.4%66.4833.8%2.8%
60Δ64.0528.7%3.0%67.4434.8%2.4%
65Δ63.4027.7%2.6%68.4035.9%2.0%
70Δ62.7526.6%2.2%69.3536.9%1.6%
75Δ62.0925.6%1.8%71.5143.5%1.3%
80Δ61.4424.5%1.4%75.8157.7%1.3%

20Δ

Calls
Pseudo strike
80.12
IV
69.7%
B/E move
25.2%
Puts
Pseudo strike
55.37
IV
70.8%
B/E move
17.0%

25Δ

Calls
Pseudo strike
75.06
IV
56.6%
B/E move
17.6%
Puts
Pseudo strike
58.88
IV
57.3%
B/E move
11.9%

30Δ

Calls
Pseudo strike
70.00
IV
43.5%
B/E move
10.0%
Puts
Pseudo strike
60.82
IV
49.6%
B/E move
9.1%

35Δ

Calls
Pseudo strike
68.90
IV
40.6%
B/E move
8.6%
Puts
Pseudo strike
62.04
IV
44.5%
B/E move
7.5%

40Δ

Calls
Pseudo strike
67.80
IV
37.7%
B/E move
7.2%
Puts
Pseudo strike
63.25
IV
39.5%
B/E move
5.8%

45Δ

Calls
Pseudo strike
66.70
IV
34.7%
B/E move
5.8%
Puts
Pseudo strike
64.46
IV
34.4%
B/E move
4.1%

50Δ

Calls
Pseudo strike
65.60
IV
31.8%
B/E move
4.4%
Puts
Pseudo strike
65.53
IV
32.7%
B/E move
3.2%

55Δ

Calls
Pseudo strike
64.70
IV
29.7%
B/E move
3.4%
Puts
Pseudo strike
66.48
IV
33.8%
B/E move
2.8%

60Δ

Calls
Pseudo strike
64.05
IV
28.7%
B/E move
3.0%
Puts
Pseudo strike
67.44
IV
34.8%
B/E move
2.4%

65Δ

Calls
Pseudo strike
63.40
IV
27.7%
B/E move
2.6%
Puts
Pseudo strike
68.40
IV
35.9%
B/E move
2.0%

70Δ

Calls
Pseudo strike
62.75
IV
26.6%
B/E move
2.2%
Puts
Pseudo strike
69.35
IV
36.9%
B/E move
1.6%

75Δ

Calls
Pseudo strike
62.09
IV
25.6%
B/E move
1.8%
Puts
Pseudo strike
71.51
IV
43.5%
B/E move
1.3%

80Δ

Calls
Pseudo strike
61.44
IV
24.5%
B/E move
1.4%
Puts
Pseudo strike
75.81
IV
57.7%
B/E move
1.3%

Options history

No recorded observations