CORRECT.  Even though the person inquiring may be the student's parent, FERPA recognizes students in secondary education as adults, regardless of age. Therefore, you cannot give out that grade, or any other non-directory information.

General Rule You must assume that the student is an adult who is entitled to privacy, even from parents. Parents may assert their rights to the records if the student is dependant according to the tax code, however, permission would be determined by the Office of the Registrar.