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Green Plains Inc. Common Stock GPRE

i

Market dataready · fetched 2026-11-12T02:02:56.617Z

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: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-11T21:00:02.475456603Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T02:02:56.184646+00:00

Share price$13.59
1D-1.7%
AH$13.32$13.49$13.65$13.81$13.975:30 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$0.09$0.44$0.78$1.13$1.47$10.48$11.93$13.38$14.83$16.2720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive GPRE spot · $13.59GPRE PRICE$0.13$0.17$0.20$0.24$0.29$0.36$0.42$0.49$0.55$0.62$0.68$0.75$0.15$0.18$0.24$0.32$0.40$0.48$0.56$0.64$0.72$0.87$1.04$1.20$1.37
PutsCheap0.47×
Calls——
Skew——
Implied moveBearish±$0.98
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ14.8057.0%9.8%12.5063.1%9.1%
25Δ14.5654.5%8.3%12.8256.2%7.0%
30Δ14.3251.9%6.9%13.0752.9%5.6%
35Δ14.0849.4%5.4%13.2253.7%5.0%
40Δ13.9148.2%4.5%13.3754.6%4.5%
45Δ13.7847.7%4.1%13.5355.5%4.0%
50Δ13.6547.3%3.6%13.6856.3%3.4%
55Δ13.5246.8%3.1%13.8357.2%2.9%
60Δ13.3946.3%2.6%13.9858.1%2.4%
65Δ13.2645.9%2.1%14.1958.5%2.0%
70Δ13.1345.4%1.7%14.4058.9%1.6%
75Δ13.0045.0%1.2%14.6259.3%1.3%
80Δ14.8359.8%0.9%

20Δ

Calls
Pseudo strike
14.80
IV
57.0%
B/E move
9.8%
Puts
Pseudo strike
12.50
IV
63.1%
B/E move
9.1%

25Δ

Calls
Pseudo strike
14.56
IV
54.5%
B/E move
8.3%
Puts
Pseudo strike
12.82
IV
56.2%
B/E move
7.0%

30Δ

Calls
Pseudo strike
14.32
IV
51.9%
B/E move
6.9%
Puts
Pseudo strike
13.07
IV
52.9%
B/E move
5.6%

35Δ

Calls
Pseudo strike
14.08
IV
49.4%
B/E move
5.4%
Puts
Pseudo strike
13.22
IV
53.7%
B/E move
5.0%

40Δ

Calls
Pseudo strike
13.91
IV
48.2%
B/E move
4.5%
Puts
Pseudo strike
13.37
IV
54.6%
B/E move
4.5%

45Δ

Calls
Pseudo strike
13.78
IV
47.7%
B/E move
4.1%
Puts
Pseudo strike
13.53
IV
55.5%
B/E move
4.0%

50Δ

Calls
Pseudo strike
13.65
IV
47.3%
B/E move
3.6%
Puts
Pseudo strike
13.68
IV
56.3%
B/E move
3.4%

55Δ

Calls
Pseudo strike
13.52
IV
46.8%
B/E move
3.1%
Puts
Pseudo strike
13.83
IV
57.2%
B/E move
2.9%

60Δ

Calls
Pseudo strike
13.39
IV
46.3%
B/E move
2.6%
Puts
Pseudo strike
13.98
IV
58.1%
B/E move
2.4%

65Δ

Calls
Pseudo strike
13.26
IV
45.9%
B/E move
2.1%
Puts
Pseudo strike
14.19
IV
58.5%
B/E move
2.0%

70Δ

Calls
Pseudo strike
13.13
IV
45.4%
B/E move
1.7%
Puts
Pseudo strike
14.40
IV
58.9%
B/E move
1.6%

75Δ

Calls
Pseudo strike
13.00
IV
45.0%
B/E move
1.2%
Puts
Pseudo strike
14.62
IV
59.3%
B/E move
1.3%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
14.83
IV
59.8%
B/E move
0.9%

Options history

IV · four-Friday blend60.81%
Daily EOD
GPRE55.4%58.9%62.5%2026-10-19: 55.86%2026-10-20: 58.57%2026-10-21: 56.41%2026-10-22: 59.30%2026-10-23: 60.06%2026-10-26: 61.02%2026-10-27: 61.97%2026-10-28: 59.22%2026-10-29: 59.90%2026-10-30: 60.81%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
55.86%
58.57%
56.41%
59.30%
60.06%
61.02%
61.97%
59.22%
59.90%
60.81%