GBX · Expected Move
The Greenbrier Companies, Inc.
The expected move for GBX is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).
GBX straddle price & implied vol
60 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).
Current GBX Expected Move
30-Day Straddle
$4.47
7-Day Straddle
$4.47
30-Day ATM IV
51.3%
IV Rank
82%
Implied one-standard-deviation move through the next 30 days. Compare to GBX's realized
move over the same window to gauge whether options are pricing in too much (premium-selling regime)
or too little (premium-buying regime). The
Expected Move Tracker ranks every symbol by
this measure.
GBX Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $4.47 | $4.47 | 51.3% | 82% |
| 20261021 | $4.65 | $4.65 | 54.4% | 92% |
| 20261020 | $4.92 | $4.92 | 56.7% | 100% |
| 20261019 | $4.62 | $4.62 | 49.0% | 86% |
| 20261016 | $4.68 | $0.90 | 48.0% | 82% |
| 20261015 | $4.85 | $0.90 | 49.1% | 87% |
| 20261014 | $4.83 | $1.20 | 46.5% | 76% |
| 20261013 | $4.60 | $1.05 | 45.1% | 71% |
| 20261012 | $4.83 | $1.58 | 46.1% | 75% |
| 20261009 | $4.72 | $1.58 | 43.5% | 65% |
| 20261008 | $4.55 | $1.58 | 41.8% | 58% |
| 20261007 | $4.88 | $1.82 | 42.8% | 62% |
| 20261006 | $4.95 | $1.62 | 42.8% | 62% |
| 20261005 | $4.78 | $2.02 | 42.3% | 60% |
| 20261002 | $2.08 | $2.08 | 39.0% | 47% |
| 20261001 | $2.00 | $2.00 | 37.5% | 41% |
| 20260930 | $2.12 | $2.12 | 38.2% | 44% |
| 20260929 | $2.62 | $2.62 | 37.5% | 41% |
| 20260928 | $2.30 | $2.30 | 40.9% | 55% |
| 20260925 | $2.45 | $2.45 | 34.4% | 29% |
| 20260924 | $2.70 | $2.70 | 39.1% | 48% |
| 20260923 | $2.62 | $2.62 | 32.6% | 22% |
| 20260922 | $2.65 | $2.65 | 32.1% | 20% |
| 20260921 | $2.62 | $2.62 | 32.4% | 22% |
| 20260918 | $2.40 | $0.67 | 27.5% | 2% |
| 20260917 | $3.03 | $0.90 | 41.6% | 57% |
| 20260916 | $3.27 | $1.27 | — | — |
| 20260915 | $3.08 | $1.27 | — | — |
| 20260914 | $3.33 | $1.60 | 40.5% | 53% |
| 20260911 | $2.70 | $1.55 | 32.0% | 20% |
| 20260910 | $3.30 | $1.60 | 30.9% | 15% |
| 20260909 | $3.12 | $1.77 | 33.3% | 25% |
| 20260908 | $3.48 | $2.05 | 31.6% | 18% |
| 20260904 | $3.45 | $2.05 | 29.2% | 9% |
| 20260903 | $3.52 | $2.23 | 30.4% | 14% |
| 20260902 | $2.42 | $2.42 | 31.7% | 19% |
| 20260901 | $2.15 | $2.15 | 29.8% | 11% |
| 20260831 | $2.15 | $2.15 | 27.1% | 1% |
| 20260828 | $2.45 | $2.45 | 26.9% | 0% |
| 20260827 | $2.23 | $2.23 | 27.0% | 0% |
| 20260826 | $2.82 | $2.82 | 27.4% | 0% |
| 20260825 | $2.88 | $2.88 | 28.9% | 5% |
| 20260824 | $2.65 | $2.65 | 27.7% | 0% |
| 20260821 | $2.95 | $1.27 | 28.2% | 0% |
| 20260820 | $3.20 | $2.03 | 31.1% | 10% |
| 20260819 | $3.20 | $1.15 | 30.2% | 7% |
| 20260818 | $3.27 | $1.15 | 31.2% | 11% |
| 20260817 | $3.10 | $1.50 | 28.6% | 0% |
| 20260814 | $3.65 | $1.70 | 32.0% | 11% |
| 20260813 | $3.73 | $1.88 | 30.8% | 5% |
| 20260812 | $3.90 | $2.12 | 32.9% | 14% |
| 20260811 | $4.50 | $3.02 | 35.7% | 27% |
| 20260810 | $4.45 | $2.62 | 35.7% | 27% |
| 20260807 | — | — | 34.2% | 19% |
| 20260806 | $4.55 | $2.75 | 33.5% | 14% |
| 20260805 | $2.90 | $2.90 | 35.1% | 20% |
| 20260804 | $3.38 | $3.38 | 34.4% | 17% |
| 20260803 | $2.95 | $2.95 | 36.4% | 25% |
| 20260731 | $3.28 | $3.28 | 35.7% | 22% |
| 20260730 | $3.38 | $3.38 | 37.9% | 30% |
More on GBX
Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.