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
$5.10
7-Day Straddle
$5.10
Avg IV
0.6%
IV Rank
13%
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
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%
20260430 $5.08 $5.08 1.7% 100%
20260429 $6.25 $6.25 1.5% 100%
20260428 $5.45 $5.45 1.4% 100%
20260427 $5.80 $5.80 1.3% 100%
20260424 $5.78 $5.78 1.2% 97%
20260423 $6.40 $6.40 1.2% 89%
20260422 $6.53 $6.53 1.1% 85%
20260421 $6.40 $6.40 1.3% 100%
20260420 $6.58 $6.58 1.1% 87%
20260417 $6.15 $2.95 1.1% 85%
20260416 $6.53 $3.52 1.2% 100%
20260415 $6.40 $2.05 1.1% 96%
20260414 $6.72 $3.10 1.2% 100%
20260413 $6.60 $2.57 1.1% 100%
20260410 $7.05 $3.30 0.7% 40%
20260409 $6.88 $2.55 0.6% 27%
20260408 $7.05 $3.17 0.6% 33%
20260407 $6.83 $3.25 0.6% 33%
20260406 $7.95 $3.40 0.6% 30%
20260402 $7.50 $3.80 0.6% 22%
20260401 $3.10 $3.10 0.9% 79%
20260331 $4.08 $4.08 0.8% 65%
20260330 $4.53 $4.53 0.8% 74%
20260327 $4.47 $4.47 0.9% 80%
20260326 $4.80 $4.80 0.8% 65%
20260325 $4.85 $4.85 0.8% 68%
20260324 $5.00 $5.00 0.7% 54%
20260323 $5.15 $5.15 0.8% 61%
20260320 $6.17 $2.18 0.7% 56%
20260319 $5.00 $3.10 0.7% 42%