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Green Plains GPRE 13.23 -0.47 -3.43%

Previous-day view · Fri Nov 6 close. You are previewing the previous trading day. Subscribe to see today live and every other date — Trader is $59/mo. Sign up Sign in

Expected move

No chain in the last ten days can size a move for GPRE.

Volatility premium

Beta
The forecast is for the current session, which this plan does not open.

Earnings: priced against what happened

Average implied move
±13.11%
Average actual move
3.01%
Beyond the implied move
0 / 1
Median IV change
-30.85%
Reaction session Implied Actual Used ATM IV before → after
May 07, 2026 ±13.11% -3.01% 0.23× 104.4% → 72.2%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →