GRBK (Green Brick Partners, Inc)

Expected Move & Straddle Price History

The expected move for GRBK is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).

Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.

Current GRBK Expected Move
30-Day Straddle
$6.97
7-Day Straddle
$4.12
Avg IV
0.4%
IV Rank
2%
Implied one-standard-deviation move through the next 30 days. Compare to GRBK's realized move over the same window to gauge whether options are pricing in too much (premium-selling regime) or too little (premium-buying regime). The Expected Move Tracker ranks every symbol by this measure.
GRBK Straddle Price — Last 60 Days
Date30D Straddle7D StraddleAvg IVIV Rank
20260807 $6.97 $4.12 0.4% 2%
20260806 $6.50 $3.20 0.4% 1%
20260805 $4.62 $4.62 0.8% 29%
20260804 $3.77 $3.77 0.9% 37%
20260803 $4.10 $4.10 0.8% 30%
20260731 $4.40 $4.40 0.7% 24%
20260730 $4.95 $4.95 0.8% 32%
20260729 $5.60 $5.60 0.7% 20%
20260728 $7.30 $7.30 0.7% 23%
20260727 $5.93 $5.93 0.7% 24%
20260724 $5.97 $5.97 0.6% 14%
20260723 $6.42 $6.42 0.6% 19%
20260722 $5.88 $5.88 0.6% 19%
20260721 $6.15 $6.15 0.6% 18%
20260720 $6.50 $6.50 0.7% 22%
20260716 $7.30 $1.95 0.5% 11%
20260715 $7.40 $3.50 0.6% 13%
20260714 $7.22 $3.38 0.6% 19%
20260713 $7.10 $3.50 0.7% 19%
20260710 $8.25 $3.05 0.6% 18%
20260709 $8.43 $3.85 0.6% 13%
20260708 $8.47 $4.03 0.6% 16%
20260707 $8.57 $3.77 0.6% 18%
20260706 $8.88 $4.90 0.6% 15%
20260702 $3.25 $3.25 0.6% 13%
20260701 $4.08 $4.08 0.7% 22%
20260630 $4.08 $4.08 0.5% 11%
20260629 $5.22 $5.22 0.6% 17%
20260626 $4.85 $4.85 0.7% 21%
20260625 $5.10 $5.10 0.6% 12%
20260624 $5.10 $5.10 0.6% 13%
20260623 $4.12 $4.12 0.5% 10%
20260622 $5.08 $5.08 0.5% 10%
20260618 $6.10 $0.90 0.4% 4%
20260617 $5.55 $2.60 0.6% 13%
20260616 $5.42 $2.75 0.4% 0%
20260615 $5.78 $3.08 0.6% 15%
20260613 $5.55 $3.60 0.6% 14%
20260612 $5.57 $3.40 0.5% 10%
20260611 $6.98 $3.85 0.5% 9%
20260610 $5.90 $3.30 0.5% 7%
20260609 $6.38 $3.58 0.4% 0%
20260608 $5.97 $3.48 0.6% 8%
20260605 $6.40 $4.03 0.5% 1%
20260604 $6.20 $3.90 0.5% 7%
20260603 $6.62 $4.12 0.5% 2%
20260602 $4.28 $4.28 0.7% 20%
20260601 $4.38 $4.38 0.6% 8%
20260529 $5.00 $5.00 0.7% 19%
20260528 $4.05 $4.05 0.7% 18%
20260527 $5.00 $5.00 0.5% 5%
20260526 $5.47 $5.47 0.6% 14%
20260510 $5.97 $2.73 0.5% 7%
20260508 $5.97 $2.73 0.5% 6%
20260507 $6.10 $3.05 0.5% 0%
20260506 $6.45 $3.55 0.5% 6%
20260505 $6.95 $3.78 0.5% 4%
20260504 $6.80 $3.27 0.5% 6%
20260502 $3.72 $3.72 1.6% 90%
20260501 $3.72 $3.72 1.6% 87%