ThetaOwl

GPRE

Green Plains, Inc.Basic Materials
$16.96
Bullish
Mkt Cap: $1.18B|Float: 67.4M|SI: 20.8%|DTC: 10.2
Data as of market close Apr 2, 2026
IV Rank
45
IV Pctl
22%
HV 20d
58.6%
52W Range
$3-$18
ATR(14)
$0.95
Exp. Move
±11.5%
P/C Ratio
0.33
Earnings
May 7
GEX Positive
DEX Long
Net Call Premium
IV Moderate
Max Pain Below
Exp. Move Wide
Low Put/Call

GPRE Key Options Data

IV Rank
44.7%
Total GEX
$0.00B
Total DEX
$3.0M
Max Pain
$15.00
Expected Move
±11.5%
Put/Call OI
0.33
Net Premium
$0.6M
Spot Price
$16.96

Gamma Exposure (GEX)

Delta Exposure (DEX)

Expected Move by Expiration

ExpirationDTEExpected MoveMove %LowerUpper
2026-04-1715±$1.95±11.5%$15.01$18.91
2026-05-1543±$3.62±21.4%$13.33$20.58
2026-06-1877±$4.45±26.2%$12.51$21.41
2026-09-18169±$6.57±38.8%$10.38$23.53
2026-12-18260±$8.10±47.8%$8.86$25.06
2027-01-15288±$8.15±48.0%$8.81$25.11

Explore GPRE options data including implied volatility rankings, gamma and delta exposure, max pain levels, and expected price moves. AI-generated reports provide directional, income, and earnings analysis.