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Granite Ridge Resources, Inc. GRNT

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Market datapartial · fetched 2026-10-23T02:00:16.491Z

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 · 2026-10-22T23:00:00.00238351Z

FundamentalsAlpha Vantage · unavailable

Share price$5.65
1D-1.4%
AH$5.43$5.51$5.60$5.69$5.775:30 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.$0.15$1.21$2.28$3.34$4.40$2.59$4.03$5.48$6.92$8.3620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GRNT spot · $5.65GRNT PRICE$0.27$0.38$0.41$0.43$0.46$0.49$0.52$0.55$0.58$0.61$0.64$0.67$0.70$0.36$0.35$0.45$0.75$1.05$1.36$1.66$1.96$2.26$2.77$3.43$4.09
PutsExpensive3.10×
CallsExpensive2.27×
SkewBearish+22.07 pp
Implied moveBearish±$2.18
TiltBearish50.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ9.18163.6%67.3%3.91210.2%37.2%
25Δ9.99207.5%83.4%4.56148.1%25.6%
30Δ9.57194.0%76.6%5.12109.4%17.3%
35Δ9.16180.5%69.7%5.49119.9%16.1%
40Δ8.74167.0%62.9%5.86130.4%15.0%
45Δ8.33153.6%56.1%6.23140.9%13.8%
50Δ7.91140.1%49.3%6.60151.4%12.6%
55Δ7.50126.6%42.4%6.97161.9%11.4%
60Δ7.08113.2%35.6%7.34172.4%10.3%
65Δ6.6799.7%28.8%7.92179.2%8.8%
70Δ6.2586.2%21.9%8.67182.8%7.3%
75Δ5.8472.7%15.1%9.42186.5%5.7%
80Δ5.4259.3%8.3%

20Δ

Calls
Pseudo strike
9.18
IV
163.6%
B/E move
67.3%
Puts
Pseudo strike
3.91
IV
210.2%
B/E move
37.2%

25Δ

Calls
Pseudo strike
9.99
IV
207.5%
B/E move
83.4%
Puts
Pseudo strike
4.56
IV
148.1%
B/E move
25.6%

30Δ

Calls
Pseudo strike
9.57
IV
194.0%
B/E move
76.6%
Puts
Pseudo strike
5.12
IV
109.4%
B/E move
17.3%

35Δ

Calls
Pseudo strike
9.16
IV
180.5%
B/E move
69.7%
Puts
Pseudo strike
5.49
IV
119.9%
B/E move
16.1%

40Δ

Calls
Pseudo strike
8.74
IV
167.0%
B/E move
62.9%
Puts
Pseudo strike
5.86
IV
130.4%
B/E move
15.0%

45Δ

Calls
Pseudo strike
8.33
IV
153.6%
B/E move
56.1%
Puts
Pseudo strike
6.23
IV
140.9%
B/E move
13.8%

50Δ

Calls
Pseudo strike
7.91
IV
140.1%
B/E move
49.3%
Puts
Pseudo strike
6.60
IV
151.4%
B/E move
12.6%

55Δ

Calls
Pseudo strike
7.50
IV
126.6%
B/E move
42.4%
Puts
Pseudo strike
6.97
IV
161.9%
B/E move
11.4%

60Δ

Calls
Pseudo strike
7.08
IV
113.2%
B/E move
35.6%
Puts
Pseudo strike
7.34
IV
172.4%
B/E move
10.3%

65Δ

Calls
Pseudo strike
6.67
IV
99.7%
B/E move
28.8%
Puts
Pseudo strike
7.92
IV
179.2%
B/E move
8.8%

70Δ

Calls
Pseudo strike
6.25
IV
86.2%
B/E move
21.9%
Puts
Pseudo strike
8.67
IV
182.8%
B/E move
7.3%

75Δ

Calls
Pseudo strike
5.84
IV
72.7%
B/E move
15.1%
Puts
Pseudo strike
9.42
IV
186.5%
B/E move
5.7%

80Δ

Calls
Pseudo strike
5.42
IV
59.3%
B/E move
8.3%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations