On a large sheet pan add the butternut squash, bell pepper, sweet potatoes, and carrots. Mix vegetables, olive oil, and pepper. Roast in the oven for 30 minutes.
In a large pot, melt butter.
Once the butter is melted add onion, garlic, and celery. Cook until translucent.
Add cumin, Italian seasoning, and cayenne, and cook another minute.
Add the roasted vegetables and vegetable stock. Simmer for 15 minutes.
Blend soup with an immersion blender until creamy. Add Greek yogurt and simmer for 10 minutes.