GPRE · Expected Move
Green Plains, Inc.
The expected move for GPRE 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).
GPRE 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 GPRE Expected Move
30-Day Straddle
$2.25
7-Day Straddle
$0.57
30-Day ATM IV
62.3%
IV Rank
61%
Implied one-standard-deviation move through the next 30 days. Compare to GPRE'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.
GPRE Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261016 | $2.25 | $0.57 | 62.3% | 61% |
| 20261015 | $2.33 | $0.45 | 64.8% | 69% |
| 20261014 | $2.30 | $0.43 | 61.0% | 57% |
| 20261013 | $2.60 | $0.90 | 63.3% | 64% |
| 20261012 | $2.23 | $0.75 | 56.7% | 43% |
| 20261009 | $2.22 | $0.78 | 57.0% | 44% |
| 20261008 | $2.45 | $0.93 | 58.8% | 50% |
| 20261007 | $2.42 | $0.92 | 55.2% | 38% |
| 20261006 | $2.55 | $1.00 | 60.1% | 54% |
| 20261005 | $2.48 | $0.80 | 55.0% | 37% |
| 20261002 | $1.00 | $1.00 | 54.2% | 34% |
| 20261001 | $1.15 | $1.15 | 54.4% | 35% |
| 20260930 | $1.27 | $1.27 | 56.8% | 43% |
| 20260929 | $1.27 | $1.27 | 55.5% | 36% |
| 20260928 | $1.30 | $1.30 | 55.1% | 35% |
| 20260925 | $1.45 | $1.45 | 56.0% | 35% |
| 20260924 | $1.50 | $1.50 | 56.1% | 35% |
| 20260923 | $1.67 | $1.67 | 57.7% | 40% |
| 20260922 | $1.62 | $1.62 | 54.9% | 32% |
| 20260921 | $1.73 | $1.73 | 56.9% | 37% |
| 20260918 | $1.88 | $0.53 | 56.1% | 35% |
| 20260917 | $2.15 | $0.48 | 63.5% | 56% |
| 20260916 | $2.23 | $0.72 | 64.8% | 55% |
| 20260915 | $2.12 | $0.72 | 60.4% | 44% |
| 20260914 | $2.05 | $0.88 | 59.0% | 40% |
| 20260911 | $2.23 | $0.85 | 60.5% | 44% |
| 20260910 | $2.35 | $0.85 | 58.3% | 38% |
| 20260909 | $2.22 | $1.23 | 55.8% | 31% |
| 20260908 | $2.38 | $1.18 | 58.9% | 39% |
| 20260904 | $2.35 | $1.32 | 56.2% | 32% |
| 20260903 | $2.33 | $1.30 | 56.2% | 32% |
| 20260902 | $1.32 | $1.32 | 56.9% | 34% |
| 20260901 | $1.52 | $1.52 | 58.2% | 38% |
| 20260831 | $1.52 | $1.52 | 58.0% | 37% |
| 20260828 | $1.65 | $1.65 | 57.5% | 36% |
| 20260827 | $1.40 | $1.40 | 52.4% | 22% |
| 20260826 | $1.35 | $1.35 | 49.3% | 14% |
| 20260825 | $1.68 | $1.68 | 53.8% | 26% |
| 20260824 | $1.70 | $1.70 | 56.0% | 32% |
| 20260821 | $1.75 | $0.20 | 49.7% | 15% |
| 20260820 | $1.92 | $0.45 | 54.2% | 27% |
| 20260819 | $1.60 | $0.53 | 43.9% | 0% |
| 20260818 | $1.77 | $0.60 | 48.1% | 0% |
| 20260817 | $1.85 | $0.90 | 49.3% | 1% |
| 20260814 | $1.90 | $0.95 | 49.5% | 1% |
| 20260813 | $2.15 | $1.05 | 52.8% | 11% |
| 20260812 | $2.05 | $0.93 | 53.3% | 13% |
| 20260811 | $2.02 | $1.15 | 53.9% | 15% |
| 20260810 | $2.17 | $1.23 | 55.2% | 19% |
| 20260807 | — | — | 58.7% | 29% |
| 20260806 | $2.98 | $1.85 | 65.0% | 48% |
| 20260805 | $2.30 | $2.30 | 71.7% | 69% |
| 20260804 | $2.38 | $2.38 | 73.4% | 74% |
| 20260803 | $2.35 | $2.35 | 69.3% | 61% |
| 20260731 | $2.33 | $2.33 | 68.3% | 58% |
| 20260730 | $2.33 | $2.33 | 64.3% | 46% |
| 20260729 | $2.42 | $2.42 | 74.1% | 76% |
| 20260728 | $2.20 | $2.20 | 64.7% | 47% |
| 20260727 | $2.30 | $2.30 | 66.4% | 53% |
| 20260724 | $2.55 | $2.55 | 67.9% | 57% |
More on GPRE
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.