default or selected kernelversion does not have config value CONFIG_NF_NAT_PROTO_GRE.
Result is shown for kernelversion 6.8.9

CONFIG_NF_NAT_PROTO_GRE (not configurable)

modulename: nf_nat_proto_gre.ko

configname: CONFIG_NF_NAT_PROTO_GRE

Linux Kernel Configuration
└─>Networking support
└─>Networking options
└─>Network packet filtering framework (Netfilter)
└─>IP: Netfilter Configuration
└─>NF_NAT_PROTO_GRE
In linux kernel since version 2.6.20 (release Date: 2007-02-04)  
source code:
net/ipv4/netfilter/nf_nat_proto_gre.c