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Green Brick Partners, Inc GRBK

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Market datapartial · fetched 2026-10-23T15:09:13.143Z

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 · 2026-10-23T15:07:41.006613822Z

FundamentalsAlpha Vantage · unavailable

Share price$64.18
1D+0.3%
$63.72$63.90$64.08$64.25$64.435:30 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$0.73$3.17$5.60$8.03$10.47$53.94$58.80$63.65$68.51$73.3720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GRBK spot · $64.18GRBK PRICE$1.00$1.00$1.33$1.65$1.98$2.31$2.68$3.21$3.73$4.25$4.78$5.30$6.36$1.30$1.44$1.73$2.14$2.56$2.97$3.39$4.03$4.72$5.41$6.09$7.01$9.76
PutsExpensive1.40×
CallsExpensive1.24×
SkewBearish+5.89 pp
Implied moveBearish±$6.07
TiltBearish14.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ76.4159.6%20.6%55.0767.6%16.2%
25Δ69.6939.0%10.2%58.4653.5%11.2%
30Δ68.7039.2%9.1%60.5846.7%8.3%
35Δ67.7239.4%8.1%61.6546.0%7.3%
40Δ66.7339.6%7.1%62.7145.4%6.3%
45Δ65.7439.9%6.0%63.7844.7%5.3%
50Δ64.7740.0%5.1%64.8444.0%4.2%
55Δ63.8539.8%4.5%65.9043.6%3.6%
60Δ62.9339.6%3.9%66.9543.3%3.0%
65Δ62.0139.4%3.2%68.0142.9%2.5%
70Δ61.0939.3%2.6%69.0642.6%1.9%
75Δ60.1739.1%2.0%70.3442.7%1.3%
80Δ58.8439.0%1.6%73.3146.4%1.0%

20Δ

Calls
Pseudo strike
76.41
IV
59.6%
B/E move
20.6%
Puts
Pseudo strike
55.07
IV
67.6%
B/E move
16.2%

25Δ

Calls
Pseudo strike
69.69
IV
39.0%
B/E move
10.2%
Puts
Pseudo strike
58.46
IV
53.5%
B/E move
11.2%

30Δ

Calls
Pseudo strike
68.70
IV
39.2%
B/E move
9.1%
Puts
Pseudo strike
60.58
IV
46.7%
B/E move
8.3%

35Δ

Calls
Pseudo strike
67.72
IV
39.4%
B/E move
8.1%
Puts
Pseudo strike
61.65
IV
46.0%
B/E move
7.3%

40Δ

Calls
Pseudo strike
66.73
IV
39.6%
B/E move
7.1%
Puts
Pseudo strike
62.71
IV
45.4%
B/E move
6.3%

45Δ

Calls
Pseudo strike
65.74
IV
39.9%
B/E move
6.0%
Puts
Pseudo strike
63.78
IV
44.7%
B/E move
5.3%

50Δ

Calls
Pseudo strike
64.77
IV
40.0%
B/E move
5.1%
Puts
Pseudo strike
64.84
IV
44.0%
B/E move
4.2%

55Δ

Calls
Pseudo strike
63.85
IV
39.8%
B/E move
4.5%
Puts
Pseudo strike
65.90
IV
43.6%
B/E move
3.6%

60Δ

Calls
Pseudo strike
62.93
IV
39.6%
B/E move
3.9%
Puts
Pseudo strike
66.95
IV
43.3%
B/E move
3.0%

65Δ

Calls
Pseudo strike
62.01
IV
39.4%
B/E move
3.2%
Puts
Pseudo strike
68.01
IV
42.9%
B/E move
2.5%

70Δ

Calls
Pseudo strike
61.09
IV
39.3%
B/E move
2.6%
Puts
Pseudo strike
69.06
IV
42.6%
B/E move
1.9%

75Δ

Calls
Pseudo strike
60.17
IV
39.1%
B/E move
2.0%
Puts
Pseudo strike
70.34
IV
42.7%
B/E move
1.3%

80Δ

Calls
Pseudo strike
58.84
IV
39.0%
B/E move
1.6%
Puts
Pseudo strike
73.31
IV
46.4%
B/E move
1.0%

Options history

No recorded observations