IntraAlpha
Create free account Start free

The Greenbrier Companies, Inc. GBX

i

Market datapartial · fetched 2026-10-22T15:47:46.726Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T15:46:47.014609056Z

FundamentalsAlpha Vantage · unavailable

Share price$38.49
1D+1.7%
$37.77$38.01$38.26$38.50$38.745:30 AM6:30 AM9:00 AM1:00 PMGBX
Sold putSold call

The Greenbrier Companies, Inc. options

Live interpolated GBX call and put midpoint premiums by absolute delta.The Greenbrier Companies, Inc.$0.30$3.13$5.95$8.78$11.61$29.66$33.63$37.60$41.58$45.5520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GBX spot · $38.49GBX PRICE$0.60$0.75$0.97$1.21$1.46$1.75$2.13$2.51$2.89$3.22$3.56$3.89$4.25$0.86$1.15$1.47$1.80$2.13$2.65$3.18$3.74$4.51$5.28$6.59$8.13$10.80
PutsExpensive1.93×
CallsExpensive1.64×
SkewBearish+16.29 pp
Implied moveBearish±$5.31
TiltBearish28.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ44.4553.7%17.1%33.7762.1%14.5%
25Δ42.9650.1%13.6%34.7463.8%12.7%
30Δ41.9749.3%11.6%35.6763.6%11.1%
35Δ41.2149.8%10.2%36.5962.8%9.6%
40Δ40.4550.2%8.9%37.5162.0%8.1%
45Δ39.7151.0%7.7%38.3963.0%7.1%
50Δ39.0052.2%6.9%39.2864.0%6.2%
55Δ38.2853.4%6.0%40.2065.1%5.3%
60Δ37.5754.6%5.1%41.2766.4%4.5%
65Δ36.9152.5%4.3%42.3467.7%3.7%
70Δ36.2650.1%3.4%43.8971.5%3.1%
75Δ35.6147.8%2.6%45.6675.5%2.5%
80Δ34.9445.4%1.8%48.5284.1%2.0%

20Δ

Calls
Pseudo strike
44.45
IV
53.7%
B/E move
17.1%
Puts
Pseudo strike
33.77
IV
62.1%
B/E move
14.5%

25Δ

Calls
Pseudo strike
42.96
IV
50.1%
B/E move
13.6%
Puts
Pseudo strike
34.74
IV
63.8%
B/E move
12.7%

30Δ

Calls
Pseudo strike
41.97
IV
49.3%
B/E move
11.6%
Puts
Pseudo strike
35.67
IV
63.6%
B/E move
11.1%

35Δ

Calls
Pseudo strike
41.21
IV
49.8%
B/E move
10.2%
Puts
Pseudo strike
36.59
IV
62.8%
B/E move
9.6%

40Δ

Calls
Pseudo strike
40.45
IV
50.2%
B/E move
8.9%
Puts
Pseudo strike
37.51
IV
62.0%
B/E move
8.1%

45Δ

Calls
Pseudo strike
39.71
IV
51.0%
B/E move
7.7%
Puts
Pseudo strike
38.39
IV
63.0%
B/E move
7.1%

50Δ

Calls
Pseudo strike
39.00
IV
52.2%
B/E move
6.9%
Puts
Pseudo strike
39.28
IV
64.0%
B/E move
6.2%

55Δ

Calls
Pseudo strike
38.28
IV
53.4%
B/E move
6.0%
Puts
Pseudo strike
40.20
IV
65.1%
B/E move
5.3%

60Δ

Calls
Pseudo strike
37.57
IV
54.6%
B/E move
5.1%
Puts
Pseudo strike
41.27
IV
66.4%
B/E move
4.5%

65Δ

Calls
Pseudo strike
36.91
IV
52.5%
B/E move
4.3%
Puts
Pseudo strike
42.34
IV
67.7%
B/E move
3.7%

70Δ

Calls
Pseudo strike
36.26
IV
50.1%
B/E move
3.4%
Puts
Pseudo strike
43.89
IV
71.5%
B/E move
3.1%

75Δ

Calls
Pseudo strike
35.61
IV
47.8%
B/E move
2.6%
Puts
Pseudo strike
45.66
IV
75.5%
B/E move
2.5%

80Δ

Calls
Pseudo strike
34.94
IV
45.4%
B/E move
1.8%
Puts
Pseudo strike
48.52
IV
84.1%
B/E move
2.0%

Options history

No recorded observations