Green Plains Inc (GPRE) Historical Volatility

Tracking GPRE historical volatility helps you see how much Green Plains Inc's stock price has actually moved over past periods, giving you a baseline to judge whether current option premiums are fair, cheap, or expensive. While implied volatility tells you what the market expects, Green Plains Inc's HV tells you what really happened. Use our scanner to monitor GPRE 30 day historical volatility alongside longer lookback windows and spot the moments when realized and implied diverge.

Historical volatility is the annualized standard deviation of an underlying's past returns, typically measured over rolling windows like 10, 20, 30, or 60 days. The GPRE 30 day historical volatility is one of the most widely watched readings because it balances responsiveness with stability. Comparing Green Plains Inc's HV to its implied volatility reveals the volatility risk premium — when IV sits well above HV, option sellers tend to have an edge; when HV runs hot relative to IV, buyers may be underpaying for movement.

Green Plains Inc. produces, markets, and distributes ethanol in the United States and internationally. It operates through three segments: Ethanol Production, Agribusiness and Energy Services, and Partnership. The Ethanol Production segment produces and sells ethanol, including industrial-grade alcohol, distiller grains, and ultra-high protein and corn oil. The Agribusiness and Energy Services segment engages in the grain procurement, handling, and storage activities; and commodity marketing business, which purchases, markets, sells, and distributes ethanol, distiller grains, and ultra-high protein and corn oil, as well as grain, natural gas, and other commodities in various markets.

This segment also provides grain drying and storage services to grain producers. The Partnership segment offers fuel storage and transportation services. As of December 31, 2021, it operated through 29 ethanol storage facilities; 4 fuel terminal facilities; and a fleet of approximately 2,300 leased railcars. The company was formerly known as Green Plains Renewable Energy, Inc. and changed its name to Green Plains Inc. in May 2014. Green Plains Inc. was founded in 2004 and is headquartered in Omaha, Nebraska.

Sizing a long premium trade, modeling a covered call, or hunting volatility arbitrage all come back to one question: how much has the stock actually moved? Our scanner puts Green Plains Inc's historical volatility side-by-side with implied readings across every lookback window, so you can see exactly where GPRE HV is running hot, cold, or in line. Make the GPRE 30 day historical volatility — and every other window — work for your edge instead of against it.