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GPRE - Green Plains
Implied Volatility Analysis

Implied Volatility:
67.0%
Put/Call-Ratio:
0.20

Green Plains has an Implied Volatility (IV) of 67.0% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for GPRE is 19 and the Implied Volatility Percentile (IVP) is 40. The current Implied Volatility Index for GPRE is -0.29 standard deviations away from its 1 year mean.

Market Cap$1.73B
Next Earnings Date11/3/2022 (38d)
Implied Volatility (IV) 30d
67.01
Implied Volatility Rank (IVR) 1y
19.33
Implied Volatility Percentile (IVP) 1y
39.60
Historical Volatility (HV) 30d
52.32
IV / HV
1.28
Open Interest
78.48K
Option Volume
366.00
Put/Call Ratio (Volume)
0.20

Data was calculated after the 9/23/2022 closing.

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