GPRE (Green Plains, Inc.)

Expected Move & Straddle Price History

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).

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 GPRE Expected Move
30-Day Straddle
$2.88
7-Day Straddle
$0.80
Avg IV
0.8%
IV Rank
7%
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
Date30D Straddle7D StraddleAvg IVIV Rank
20260716 $2.88 $0.80 0.8% 7%
20260715 $2.75 $0.70 0.8% 8%
20260714 $2.83 $0.60 0.8% 12%
20260713 $2.80 $1.05 0.9% 13%
20260710 $2.95 $0.82 0.7% 3%
20260709 $2.65 $1.05 0.7% 2%
20260708 $3.23 $1.15 0.6% 0%
20260707 $2.85 $1.15 0.7% 1%
20260706 $2.83 $1.15 0.7% 0%
20260702 $1.23 $1.23 1.0% 18%
20260701 $1.45 $1.45 1.0% 17%
20260630 $1.50 $1.50 0.8% 8%
20260629 $1.50 $1.50 0.9% 13%
20260626 $1.45 $1.45 0.9% 13%
20260625 $1.48 $1.48 0.9% 12%
20260624 $1.85 $1.85 0.8% 8%
20260623 $1.65 $1.65 0.8% 7%
20260622 $1.75 $1.75 0.8% 4%
20260618 $1.70 $0.30 0.8% 5%
20260617 $1.52 $0.50 0.7% 3%
20260616 $1.75 $0.93 0.8% 5%
20260615 $1.77 $0.57 0.7% 0%
20260613 $1.88 $0.85 0.8% 4%
20260612 $2.00 $0.75 0.7% 2%
20260611 $2.02 $0.90 0.8% 5%
20260610 $2.12 $0.90 0.7% 1%
20260609 $2.10 $0.95 0.8% 4%
20260608 $2.22 $1.30 0.8% 3%
20260605 $2.28 $1.33 0.7% 0%
20260604 $2.40 $1.52 0.7% 0%
20260603 $2.78 $1.42 0.8% 0%
20260602 $1.75 $1.75 2.1% 78%
20260601 $1.82 $1.82 2.0% 77%
20260529 $1.82 $1.82 1.4% 39%
20260528 $1.88 $1.88 1.5% 41%
20260527 $2.00 $2.00 1.5% 44%
20260526 $1.95 $1.95 1.6% 51%
20260510 $3.05 $1.33 1.1% 16%
20260508 $3.05 $1.33 1.0% 15%
20260507 $2.67 $1.38 1.3% 32%
20260506 $3.33 $2.15 1.2% 23%
20260505 $3.65 $2.38 1.4% 37%
20260504 $3.75 $2.40 1.0% 12%
20260502 $2.47 $2.47 1.5% 46%
20260501 $2.47 $2.47 1.5% 43%
20260430 $2.60 $2.60 1.5% 43%
20260429 $2.60 $2.60 2.0% 74%
20260428 $2.40 $2.40 2.4% 100%
20260427 $2.47 $2.47 2.1% 88%
20260424 $2.55 $2.55 2.3% 100%
20260423 $2.62 $2.62 2.0% 86%
20260422 $2.53 $2.53 2.0% 87%
20260421 $2.53 $2.53 2.0% 87%
20260420 $2.45 $2.45 1.9% 81%
20260417 $2.42 $0.72 1.9% 78%
20260416 $2.67 $0.57 2.0% 82%
20260415 $2.58 $0.90 1.8% 72%
20260414 $2.58 $0.93 1.9% 80%
20260413 $2.90 $0.95 1.7% 62%
20260410 $2.73 $1.02 0.9% 5%