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The Greenbrier Companies, Inc. GBX

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Market datapartial · fetched 2026-10-22T16:44:36.942Z

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 · 2026-10-22T16:44:32.671335174Z

FundamentalsAlpha Vantage · unavailable

Share price$38.56
1D+2.0%
$37.76$38.05$38.34$38.63$38.935:30 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.$0.28$3.34$6.40$9.45$12.51$29.62$33.62$37.62$41.62$45.6320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GBX spot · $38.56GBX PRICE$0.61$0.80$1.00$1.22$1.45$1.73$2.10$2.47$2.85$3.18$3.50$3.82$4.14$0.87$1.16$1.48$1.82$2.17$2.70$3.23$3.80$4.49$5.18$6.56$8.28$11.63
PutsExpensive1.95×
CallsExpensive1.64×
SkewBearish+17.22 pp
Implied moveBearish±$5.33
TiltBearish29.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ44.5754.1%17.2%33.7363.5%14.8%
25Δ43.3452.8%14.5%34.7664.5%12.8%
30Δ42.2351.6%12.1%35.7264.1%11.2%
35Δ41.3951.0%10.5%36.6563.4%9.7%
40Δ40.5550.3%8.9%37.5762.8%8.2%
45Δ39.7650.2%7.6%38.4763.9%7.2%
50Δ39.0651.3%6.7%39.3765.0%6.3%
55Δ38.3552.4%5.9%40.3065.8%5.4%
60Δ37.6553.4%5.0%41.3166.2%4.5%
65Δ37.0051.7%4.2%42.3366.5%3.7%
70Δ36.3749.2%3.4%43.9371.1%3.1%
75Δ35.7446.6%2.6%45.8676.5%2.5%
80Δ35.1144.1%1.8%49.3889.2%2.1%

20Δ

Calls
Pseudo strike
44.57
IV
54.1%
B/E move
17.2%
Puts
Pseudo strike
33.73
IV
63.5%
B/E move
14.8%

25Δ

Calls
Pseudo strike
43.34
IV
52.8%
B/E move
14.5%
Puts
Pseudo strike
34.76
IV
64.5%
B/E move
12.8%

30Δ

Calls
Pseudo strike
42.23
IV
51.6%
B/E move
12.1%
Puts
Pseudo strike
35.72
IV
64.1%
B/E move
11.2%

35Δ

Calls
Pseudo strike
41.39
IV
51.0%
B/E move
10.5%
Puts
Pseudo strike
36.65
IV
63.4%
B/E move
9.7%

40Δ

Calls
Pseudo strike
40.55
IV
50.3%
B/E move
8.9%
Puts
Pseudo strike
37.57
IV
62.8%
B/E move
8.2%

45Δ

Calls
Pseudo strike
39.76
IV
50.2%
B/E move
7.6%
Puts
Pseudo strike
38.47
IV
63.9%
B/E move
7.2%

50Δ

Calls
Pseudo strike
39.06
IV
51.3%
B/E move
6.7%
Puts
Pseudo strike
39.37
IV
65.0%
B/E move
6.3%

55Δ

Calls
Pseudo strike
38.35
IV
52.4%
B/E move
5.9%
Puts
Pseudo strike
40.30
IV
65.8%
B/E move
5.4%

60Δ

Calls
Pseudo strike
37.65
IV
53.4%
B/E move
5.0%
Puts
Pseudo strike
41.31
IV
66.2%
B/E move
4.5%

65Δ

Calls
Pseudo strike
37.00
IV
51.7%
B/E move
4.2%
Puts
Pseudo strike
42.33
IV
66.5%
B/E move
3.7%

70Δ

Calls
Pseudo strike
36.37
IV
49.2%
B/E move
3.4%
Puts
Pseudo strike
43.93
IV
71.1%
B/E move
3.1%

75Δ

Calls
Pseudo strike
35.74
IV
46.6%
B/E move
2.6%
Puts
Pseudo strike
45.86
IV
76.5%
B/E move
2.5%

80Δ

Calls
Pseudo strike
35.11
IV
44.1%
B/E move
1.8%
Puts
Pseudo strike
49.38
IV
89.2%
B/E move
2.1%

Options history

No recorded observations