GRBK · Expected Move
Green Brick Partners, Inc
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).
GRBK straddle price & implied vol
60 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).
Current GRBK Expected Move
30-Day Straddle
$5.55
7-Day Straddle
$3.67
30-Day ATM IV
31.3%
IV Rank
34%
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
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261109 | $5.55 | $3.67 | 31.3% | 34% |
| 20261106 | $6.47 | $4.45 | 38.4% | 75% |
| 20261105 | $6.03 | $4.08 | 34.4% | 52% |
| 20261104 | $4.65 | $4.65 | 35.0% | 55% |
| 20261103 | $4.47 | $4.47 | 36.9% | 66% |
| 20261102 | $4.40 | $4.40 | 33.6% | 47% |
| 20261030 | $4.65 | $4.65 | 35.3% | 57% |
| 20261029 | $4.67 | $4.67 | 34.8% | 54% |
| 20261028 | $6.00 | $6.00 | 38.1% | 74% |
| 20261027 | $5.20 | $5.20 | 38.5% | 76% |
| 20261026 | $5.53 | $5.53 | 40.3% | 86% |
| 20261023 | $6.25 | $6.25 | 42.7% | 100% |
| 20261022 | $4.55 | $4.55 | 31.6% | 35% |
| 20261021 | $6.00 | $6.00 | 42.4% | 99% |
| 20261020 | $4.88 | $4.88 | 34.8% | 54% |
| 20261019 | $4.72 | $4.72 | 33.2% | 45% |
| 20261016 | $5.83 | $3.02 | 36.7% | 66% |
| 20261015 | $5.67 | $2.90 | 34.1% | 50% |
| 20261014 | $5.62 | $2.52 | 36.9% | 67% |
| 20261013 | $6.12 | $2.68 | 36.3% | 63% |
| 20261012 | $6.50 | $2.62 | 39.6% | 83% |
| 20261009 | $5.47 | $2.75 | 33.7% | 48% |
| 20261008 | $5.85 | $2.45 | 33.4% | 46% |
| 20261007 | $6.55 | $2.20 | 35.6% | 59% |
| 20261006 | $6.25 | $3.47 | 32.9% | 43% |
| 20261005 | $6.20 | $2.50 | 32.3% | 40% |
| 20261002 | $2.83 | $2.83 | 32.8% | 43% |
| 20261001 | $2.48 | $2.48 | 28.5% | 17% |
| 20260930 | $2.97 | $2.97 | 33.9% | 49% |
| 20260929 | $3.62 | $3.62 | 32.4% | 41% |
| 20260928 | $4.83 | $4.83 | 34.7% | 54% |
| 20260925 | $4.38 | $4.38 | 32.7% | 42% |
| 20260924 | $5.05 | $5.05 | 32.2% | 39% |
| 20260923 | $3.65 | $3.65 | 29.7% | 24% |
| 20260922 | $4.50 | $4.50 | 30.9% | 30% |
| 20260921 | $5.10 | $5.10 | 32.2% | 37% |
| 20260918 | $4.25 | $1.90 | 29.2% | 20% |
| 20260917 | $4.20 | $2.80 | 27.6% | 12% |
| 20260916 | $4.18 | $2.55 | 27.6% | 12% |
| 20260915 | $4.55 | $3.25 | 28.7% | 18% |
| 20260914 | $4.03 | $3.10 | 25.5% | 0% |
| 20260911 | $5.20 | $3.20 | 29.0% | 11% |
| 20260910 | $4.93 | $3.62 | 29.6% | 15% |
| 20260909 | $5.25 | $3.33 | 29.5% | 14% |
| 20260908 | $5.22 | $3.33 | 29.7% | 15% |
| 20260904 | $5.35 | $3.05 | 27.1% | 0% |
| 20260903 | $5.28 | $3.42 | 27.7% | 0% |
| 20260902 | $4.12 | $4.12 | 30.4% | 15% |
| 20260901 | $4.38 | $4.38 | 31.1% | 19% |
| 20260831 | $4.12 | $4.12 | 28.0% | 0% |
| 20260828 | $4.08 | $4.08 | 28.6% | 0% |
| 20260827 | $4.65 | $4.65 | 29.4% | 3% |
| 20260826 | $5.10 | $5.10 | 31.5% | 18% |
| 20260825 | $4.35 | $4.35 | 28.9% | 0% |
| 20260824 | $4.97 | $4.97 | 29.8% | 3% |
| 20260821 | $4.85 | $3.58 | 30.3% | 6% |
| 20260820 | $4.97 | $1.30 | 30.3% | 6% |
| 20260819 | $4.80 | $2.40 | 29.4% | 0% |
| 20260818 | $4.92 | $1.65 | 30.5% | 8% |
| 20260817 | $4.90 | $1.62 | 29.4% | 0% |
More on GRBK
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.