As a special tank, base 80 speed is pretty decent. I might actually suggest what most people do with Latios in OU, which would be 252 HP/252 Speed with a Timid nature. If you want to keep calm nature though, I'd invest more into physical defense, since theoretically, Calm Mind will raise your special defense without having to EV.
My real question here though is why use Grumpig when there are plenty of other Psychic-types that do the same exact thing. Meloetta, for example. It's just like grumpig, except with higher stats (literally ALL of its stats are higher.), a wider movepool, and a secondary Normal typing which makes it immune to Ghost-type attacks. Mew works as well, Azelf works as a more offensive version, Cresselia as a more defensive version. Slowbro has Regenerator. Bronzong has secondary Steel typing. Is there a specific reason you're set on Grumpig?