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
$3.65
7-Day Straddle
$3.65
Avg IV
0.5%
IV Rank
15%
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
20260923 $3.65 $3.65 0.5% 15%
20260922 $4.50 $4.50 0.5% 11%
20260921 $5.10 $5.10 0.5% 14%
20260918 $4.25 $1.90 0.4% 2%
20260917 $4.20 $2.80 0.6% 16%
20260916 $4.18 $2.55 0.4% 6%
20260915 $4.55 $3.25 0.6% 18%
20260914 $4.03 $3.10 0.5% 9%
20260911 $5.20 $3.20 0.4% 6%
20260910 $4.93 $3.62 0.5% 9%
20260909 $5.25 $3.33 0.4% 0%
20260908 $5.22 $3.33 0.5% 10%
20260904 $5.35 $3.05 0.4% 0%
20260903 $5.28 $3.42 0.4% 0%
20260902 $4.12 $4.12 0.7% 20%
20260901 $4.38 $4.38 0.7% 23%
20260831 $4.12 $4.12 0.7% 21%
20260828 $4.08 $4.08 0.6% 14%
20260827 $4.65 $4.65 0.5% 6%
20260826 $5.10 $5.10 0.5% 5%
20260825 $4.35 $4.35 0.5% 5%
20260824 $4.97 $4.97 0.5% 9%
20260821 $4.85 $3.58 0.5% 10%
20260820 $4.97 $1.30 0.4% 4%
20260819 $4.80 $2.40 0.4% 0%
20260818 $4.92 $1.65 0.6% 13%
20260817 $4.90 $1.62 0.4% 2%
20260814 $5.72 $1.88 0.5% 6%
20260813 $6.35 $2.35 0.5% 7%
20260812 $6.50 $2.20 0.5% 11%
20260811 $6.00 $2.33 0.5% 8%
20260810 $6.95 $3.02 0.5% 8%
20260806 $7.50 $4.08 0.5% 9%
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%