Even though the person inquiring may be the student's parent, FERPA recognizes students in post-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 (not must) be allowed access to the records if the student is a dependent according to tax code. Note: FERPA does not mandate that the school provide parents access to the records even if the parents can prove the student is a dependent. It is always best to obtain written consent from the student before providing parents access to records.