IntraAlpha
Create free account Start free

Granite Ridge Resources, Inc. GRNT

ENERGY · OIL & GAS E&P
i

Market dataready · fetched 2026-11-13T02:53:47.018Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-01-15

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 · 2026-11-13T00:00:00.002953913Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-13T02:51:39.476415+00:00

Share price$6.49
1D+2.2%
AH$6.23$6.31$6.39$6.46$6.545:30 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.$0.07$1.06$2.05$3.04$4.03$3.81$5.01$6.21$7.41$8.6220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive GRNT spot · $6.49GRNT PRICE$0.18$0.27$0.36$0.45$0.54$0.63$0.73$0.82$0.91$1.00$1.09$1.18$0.32$0.44$0.55$0.67$0.79$0.91$1.03$1.15$1.26$1.63$2.69$3.74
Puts——
Calls——
Skew——
Implied moveBearish±$1.66
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ5.4756.9%20.5%
25Δ7.4138.7%16.8%5.7158.0%18.8%
30Δ7.2438.3%15.7%5.9459.2%17.0%
35Δ7.0738.0%14.5%6.1760.4%15.3%
40Δ6.9137.6%13.4%6.4061.6%13.5%
45Δ6.7437.3%12.2%6.6362.8%11.8%
50Δ6.5737.0%11.1%6.8764.0%10.0%
55Δ6.4136.6%9.9%7.1065.1%8.3%
60Δ6.2436.3%8.8%7.3366.3%6.5%
65Δ6.0735.9%7.6%7.7972.3%5.1%
70Δ5.9135.6%6.5%8.8791.1%4.8%
75Δ5.7435.2%5.3%9.94110.0%4.5%
80Δ5.5834.9%4.1%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.47
IV
56.9%
B/E move
20.5%

25Δ

Calls
Pseudo strike
7.41
IV
38.7%
B/E move
16.8%
Puts
Pseudo strike
5.71
IV
58.0%
B/E move
18.8%

30Δ

Calls
Pseudo strike
7.24
IV
38.3%
B/E move
15.7%
Puts
Pseudo strike
5.94
IV
59.2%
B/E move
17.0%

35Δ

Calls
Pseudo strike
7.07
IV
38.0%
B/E move
14.5%
Puts
Pseudo strike
6.17
IV
60.4%
B/E move
15.3%

40Δ

Calls
Pseudo strike
6.91
IV
37.6%
B/E move
13.4%
Puts
Pseudo strike
6.40
IV
61.6%
B/E move
13.5%

45Δ

Calls
Pseudo strike
6.74
IV
37.3%
B/E move
12.2%
Puts
Pseudo strike
6.63
IV
62.8%
B/E move
11.8%

50Δ

Calls
Pseudo strike
6.57
IV
37.0%
B/E move
11.1%
Puts
Pseudo strike
6.87
IV
64.0%
B/E move
10.0%

55Δ

Calls
Pseudo strike
6.41
IV
36.6%
B/E move
9.9%
Puts
Pseudo strike
7.10
IV
65.1%
B/E move
8.3%

60Δ

Calls
Pseudo strike
6.24
IV
36.3%
B/E move
8.8%
Puts
Pseudo strike
7.33
IV
66.3%
B/E move
6.5%

65Δ

Calls
Pseudo strike
6.07
IV
35.9%
B/E move
7.6%
Puts
Pseudo strike
7.79
IV
72.3%
B/E move
5.1%

70Δ

Calls
Pseudo strike
5.91
IV
35.6%
B/E move
6.5%
Puts
Pseudo strike
8.87
IV
91.1%
B/E move
4.8%

75Δ

Calls
Pseudo strike
5.74
IV
35.2%
B/E move
5.3%
Puts
Pseudo strike
9.94
IV
110.0%
B/E move
4.5%

80Δ

Calls
Pseudo strike
5.58
IV
34.9%
B/E move
4.1%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend52.93%
Daily close
GRNT39.1%46.5%54.0%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 25Aug 27Sep 1
5 observations2026-08-25 — 2026-09-01
Table
DateIV (%)
43.72%
40.16%
41.16%
48.37%
52.93%