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Green Plains GPRE 14.85 -0.3 -1.98%

GPRE Gamma Exposure (GEX)

GPRE (Green Plains): See how call and put gamma exposure is distributed across option strikes. Free delayed preview.

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ATM IV
0.573
Put Call Ratio (OI)
0.426
Put Call Ratio (Vol)
0.0768
IV Rank
3.91
IV Percentile
17.5
Max Pain
15

Gamma exposure (2026-09-21)

GEX estimates dealer hedging flow at each strike.

Positive GEX = dealers are long gamma; they buy the dip and sell the rip, dampening volatility. Negative GEX = dealers are short gamma; they sell the dip and buy the rip, amplifying volatility.

DTE \text{DTE}
25.0
487.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-20.3
20.3
View values by strike
GPRE · Gamma exposure · 2026-09-21. USD of exposure per 1% underlying move.
StrikeCallsPuts
3.00 232 0
5.00 88.5 -417
7.00 2.35 K -50.1
8.00 0 -19.4
9.00 53.3 -37
10.00 68.8 K -37 K
11.00 19.4 -318
12.00 851 -5.04 K
13.00 217 -987
14.00 4.27 K -8.47 K
15.00 23.4 K -20.7 K
16.00 5.55 K -2.54 K
17.00 153 K -2.34 K
18.00 7.73 K -213
19.00 4.94 K -17.3
20.00 49.6 K -2.96 K
21.00 733 -394
22.00 2.82 K -41.8
23.00 40.6 0
25.00 3.08 K -51.7
27.00 301 -56.1
30.00 45.1 K -29.8
35.00 586 0