GPRE (Green Plains, Inc.)

Historical IV Rank & Volatility Regime

IV Rank measures where GPRE's current 30-day implied volatility sits in its trailing 90-day distribution (0% = lowest in 90 days, 100% = highest). It's the most reliable signal for whether options on GPRE are priced rich or cheap relative to its own recent 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.

GPRE IV Rank Summary
Current
7%
Compressed — premium buying regime
30-Day Avg
6%
60-Day Avg
31%
90-Day Avg
29%
90-Day Low
0%
90-Day High
100%
IV Rank is bounded 0%–100% by construction. Sustained levels above 75% historically precede mean reversion in GPRE's implied vol; sustained sub-25% readings often coincide with low-realized regimes ahead of catalyst events. See the Vol Arb Screener for symbols where current IV rank diverges most from realized volatility.
GPRE IV Rank — Last 90 Trading Days
DateIV RankAvg IV
20260716 7% 0.8%
20260715 8% 0.8%
20260714 12% 0.8%
20260713 13% 0.9%
20260710 3% 0.7%
20260709 2% 0.7%
20260708 0% 0.6%
20260707 1% 0.7%
20260706 0% 0.7%
20260702 18% 1.0%
20260701 17% 1.0%
20260630 8% 0.8%
20260629 13% 0.9%
20260626 13% 0.9%
20260625 12% 0.9%
20260624 8% 0.8%
20260623 7% 0.8%
20260622 4% 0.8%
20260618 5% 0.8%
20260617 3% 0.7%
20260616 5% 0.8%
20260615 0% 0.7%
20260613 4% 0.8%
20260612 2% 0.7%
20260611 5% 0.8%
20260610 1% 0.7%
20260609 4% 0.8%
20260608 3% 0.8%
20260605 0% 0.7%
20260604 0% 0.7%
20260603 0% 0.8%
20260602 78% 2.1%
20260601 77% 2.0%
20260529 39% 1.4%
20260528 41% 1.5%
20260527 44% 1.5%
20260526 51% 1.6%
20260510 16% 1.1%
20260508 15% 1.0%
20260507 32% 1.3%
20260506 23% 1.2%
20260505 37% 1.4%
20260504 12% 1.0%
20260502 46% 1.5%
20260501 43% 1.5%
20260430 43% 1.5%
20260429 74% 2.0%
20260428 100% 2.4%
20260427 88% 2.1%
20260424 100% 2.3%
20260423 86% 2.0%
20260422 87% 2.0%
20260421 87% 2.0%
20260420 81% 1.9%
20260417 78% 1.9%
20260416 82% 2.0%
20260415 72% 1.8%
20260414 80% 1.9%
20260413 62% 1.7%
20260410 5% 0.9%
20260409 6% 0.9%
20260408 5% 0.9%
20260407 10% 1.0%
20260406 5% 0.9%
20260402 2% 0.8%
20260401 18% 1.1%
20260331 38% 1.4%
20260330 47% 1.5%
20260327 50% 1.5%
20260326 29% 1.2%
20260325 28% 1.2%
20260324 19% 1.1%
20260323 32% 1.3%
20260320 21% 1.1%
20260319 9% 0.9%
20260318 18% 1.1%
20260317 7% 0.9%
20260316 24% 1.2%
20260313 1% 0.8%
20260312 17% 1.1%
20260311 1% 0.8%
20260310 3% 0.8%
20260309 22% 1.1%
20260308 1% 0.8%
20260306 4% 0.9%
20260305 0% 0.8%
20260304 73% 1.9%
20260303 65% 1.8%
20260302 81% 2.0%
20260227 79% 2.0%