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Green Plains Inc. Common Stock GPRE

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Market datapartial · fetched 2026-10-22T23:44:45.277Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T20:00:02.886744995Z

FundamentalsAlpha Vantage · unavailable

Share price$13.91
1D-3.9%
AH$13.76$13.95$14.14$14.33$14.525:30 AM6:30 AM9:00 AM1:00 PM2:00 PMGPRE
Sold putSold callAH

Green Plains Inc. Common Stock options

Live interpolated GPRE call and put midpoint premiums by absolute delta.Green Plains Inc. Common Stock$0.18$0.86$1.53$2.21$2.89$10.68$12.31$13.95$15.58$17.2120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GPRE spot · $13.91GPRE PRICE$0.25$0.33$0.43$0.53$0.65$0.78$0.92$1.10$1.34$1.58$1.87$2.20$2.57$0.36$0.46$0.56$0.68$0.81$0.94$1.13$1.37$1.60$1.91$2.26$2.52$2.69
PutsExpensive1.39×
CallsExpensive1.46×
SkewBullish-1.84 pp
Implied moveBearish±$2.05
TiltBearish8.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ16.4862.5%20.3%11.9375.1%16.8%
25Δ15.8960.5%16.6%12.3971.5%14.2%
30Δ15.5361.3%14.7%12.8367.9%11.8%
35Δ15.1762.1%12.9%13.2065.8%10.0%
40Δ14.8363.0%11.3%13.5364.4%8.6%
45Δ14.5163.9%9.9%13.8563.0%7.2%
50Δ14.1964.8%8.6%14.1963.2%6.1%
55Δ13.8566.9%7.5%14.5464.5%5.3%
60Δ13.5070.4%6.7%14.8965.9%4.5%
65Δ13.1474.0%5.8%15.3167.1%3.7%
70Δ12.7377.1%5.0%15.7568.3%3.0%
75Δ12.2779.8%4.1%16.1166.5%2.3%
80Δ11.7881.7%3.2%16.3760.9%1.6%

20Δ

Calls
Pseudo strike
16.48
IV
62.5%
B/E move
20.3%
Puts
Pseudo strike
11.93
IV
75.1%
B/E move
16.8%

25Δ

Calls
Pseudo strike
15.89
IV
60.5%
B/E move
16.6%
Puts
Pseudo strike
12.39
IV
71.5%
B/E move
14.2%

30Δ

Calls
Pseudo strike
15.53
IV
61.3%
B/E move
14.7%
Puts
Pseudo strike
12.83
IV
67.9%
B/E move
11.8%

35Δ

Calls
Pseudo strike
15.17
IV
62.1%
B/E move
12.9%
Puts
Pseudo strike
13.20
IV
65.8%
B/E move
10.0%

40Δ

Calls
Pseudo strike
14.83
IV
63.0%
B/E move
11.3%
Puts
Pseudo strike
13.53
IV
64.4%
B/E move
8.6%

45Δ

Calls
Pseudo strike
14.51
IV
63.9%
B/E move
9.9%
Puts
Pseudo strike
13.85
IV
63.0%
B/E move
7.2%

50Δ

Calls
Pseudo strike
14.19
IV
64.8%
B/E move
8.6%
Puts
Pseudo strike
14.19
IV
63.2%
B/E move
6.1%

55Δ

Calls
Pseudo strike
13.85
IV
66.9%
B/E move
7.5%
Puts
Pseudo strike
14.54
IV
64.5%
B/E move
5.3%

60Δ

Calls
Pseudo strike
13.50
IV
70.4%
B/E move
6.7%
Puts
Pseudo strike
14.89
IV
65.9%
B/E move
4.5%

65Δ

Calls
Pseudo strike
13.14
IV
74.0%
B/E move
5.8%
Puts
Pseudo strike
15.31
IV
67.1%
B/E move
3.7%

70Δ

Calls
Pseudo strike
12.73
IV
77.1%
B/E move
5.0%
Puts
Pseudo strike
15.75
IV
68.3%
B/E move
3.0%

75Δ

Calls
Pseudo strike
12.27
IV
79.8%
B/E move
4.1%
Puts
Pseudo strike
16.11
IV
66.5%
B/E move
2.3%

80Δ

Calls
Pseudo strike
11.78
IV
81.7%
B/E move
3.2%
Puts
Pseudo strike
16.37
IV
60.9%
B/E move
1.6%

Options history

No recorded observations