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The Greenbrier Companies, Inc. GBX

i

Market dataready · fetched 2026-11-12T03:34:58.636Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-12T00:00:00.002585204Z

FundamentalsSEC EDGAR · ready · as of 2026-08-31 · fetched 2026-11-12T03:34:58.166052+00:00

Share price$42.50
1D+1.6%
AH$41.62$41.86$42.10$42.34$42.585:30 AM6:30 AM9:00 AM1:00 PM2:00 PMGBX
Sold putSold callAH

The Greenbrier Companies, Inc. options

Live interpolated GBX call and put midpoint premiums by absolute delta.The Greenbrier Companies, Inc.$0.09$1.82$3.56$5.29$7.03$39.07$40.76$42.46$44.16$45.8520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ75Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive GBX spot · $42.50GBX PRICE$0.27$0.38$0.48$0.58$0.68$0.79$0.89$1.04$1.22$1.39$1.57$1.75$1.92$0.37$0.52$0.67$0.81$0.96$1.11$1.33$1.67$2.01$2.35$2.69$6.53
Puts——
CallsCheap0.78×
Skew——
Implied moveBearish±$2.22
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ44.7435.3%5.9%40.0647.3%6.6%
25Δ44.3935.1%5.3%40.4947.1%5.9%
30Δ44.0434.9%4.7%40.9346.8%5.3%
35Δ43.6834.7%4.2%41.3746.5%4.6%
40Δ43.3334.5%3.6%41.8046.3%3.9%
45Δ42.9834.3%3.0%42.2446.0%3.2%
50Δ42.6334.1%2.4%42.6946.3%2.7%
55Δ42.3333.0%2.0%43.1747.5%2.4%
60Δ42.0531.4%1.8%43.6548.7%2.0%
65Δ41.7829.9%1.6%44.1249.8%1.7%
70Δ41.5128.3%1.4%44.6051.0%1.4%
75Δ41.2426.8%1.1%
80Δ40.9725.2%0.9%48.4589.4%1.4%

20Δ

Calls
Pseudo strike
44.74
IV
35.3%
B/E move
5.9%
Puts
Pseudo strike
40.06
IV
47.3%
B/E move
6.6%

25Δ

Calls
Pseudo strike
44.39
IV
35.1%
B/E move
5.3%
Puts
Pseudo strike
40.49
IV
47.1%
B/E move
5.9%

30Δ

Calls
Pseudo strike
44.04
IV
34.9%
B/E move
4.7%
Puts
Pseudo strike
40.93
IV
46.8%
B/E move
5.3%

35Δ

Calls
Pseudo strike
43.68
IV
34.7%
B/E move
4.2%
Puts
Pseudo strike
41.37
IV
46.5%
B/E move
4.6%

40Δ

Calls
Pseudo strike
43.33
IV
34.5%
B/E move
3.6%
Puts
Pseudo strike
41.80
IV
46.3%
B/E move
3.9%

45Δ

Calls
Pseudo strike
42.98
IV
34.3%
B/E move
3.0%
Puts
Pseudo strike
42.24
IV
46.0%
B/E move
3.2%

50Δ

Calls
Pseudo strike
42.63
IV
34.1%
B/E move
2.4%
Puts
Pseudo strike
42.69
IV
46.3%
B/E move
2.7%

55Δ

Calls
Pseudo strike
42.33
IV
33.0%
B/E move
2.0%
Puts
Pseudo strike
43.17
IV
47.5%
B/E move
2.4%

60Δ

Calls
Pseudo strike
42.05
IV
31.4%
B/E move
1.8%
Puts
Pseudo strike
43.65
IV
48.7%
B/E move
2.0%

65Δ

Calls
Pseudo strike
41.78
IV
29.9%
B/E move
1.6%
Puts
Pseudo strike
44.12
IV
49.8%
B/E move
1.7%

70Δ

Calls
Pseudo strike
41.51
IV
28.3%
B/E move
1.4%
Puts
Pseudo strike
44.60
IV
51.0%
B/E move
1.4%

75Δ

Calls
Pseudo strike
41.24
IV
26.8%
B/E move
1.1%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
40.97
IV
25.2%
B/E move
0.9%
Puts
Pseudo strike
48.45
IV
89.4%
B/E move
1.4%

Options history

IV · four-Friday blend35.12%
Daily close
GBX28.5%40.6%52.8%2026-08-13: 33.53%2026-08-17: 35.57%2026-08-20: 51.14%2026-08-21: 33.28%2026-08-24: 33.22%2026-08-25: 31.27%2026-08-26: 30.13%2026-08-27: 31.91%2026-08-28: 31.88%2026-08-31: 30.31%2026-09-01: 32.88%2026-09-02: 33.03%2026-09-03: 33.91%2026-09-04: 32.87%2026-09-09: 33.68%2026-09-10: 33.31%2026-09-11: 32.19%2026-09-17: 46.20%2026-09-18: 33.21%2026-09-21: 34.25%2026-09-22: 34.02%2026-09-23: 34.77%2026-09-24: 37.04%2026-09-25: 35.25%2026-09-28: 36.30%2026-09-29: 36.50%2026-10-01: 36.48%2026-10-02: 37.06%2026-10-06: 38.69%2026-10-07: 39.24%2026-10-16: 41.84%2026-10-19: 42.62%2026-10-20: 46.57%2026-10-21: 46.15%2026-10-22: 45.93%2026-10-23: 47.43%2026-10-26: 47.20%2026-10-27: 39.76%2026-10-28: 34.68%2026-10-29: 34.82%2026-10-30: 35.12%Aug 13Sep 22Oct 30
41 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
33.53%
35.57%
51.14%
33.28%
33.22%
31.27%
30.13%
31.91%
31.88%
30.31%
32.88%
33.03%
33.91%
32.87%
33.68%
33.31%
32.19%
46.20%
33.21%
34.25%
34.02%
34.77%
37.04%
35.25%
36.30%
36.50%
36.48%
37.06%
38.69%
39.24%
41.84%
42.62%
46.57%
46.15%
45.93%
47.43%
47.20%
39.76%
34.68%
34.82%
35.12%