GBX (The Greenbrier Companies, Inc.)

Historical IV Rank & Volatility Regime

IV Rank measures where GBX's current 30-day implied volatility sits in its trailing 90-day distribution (0% = lowest in 90 days, 100% = highest). It's the most reliable signal for whether options on GBX are priced rich or cheap relative to its own recent regime.

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.

GBX IV Rank Summary
Current
12%
Compressed — premium buying regime
30-Day Avg
38%
60-Day Avg
36%
90-Day Avg
37%
90-Day Low
3%
90-Day High
81%
IV Rank is bounded 0%–100% by construction. Sustained levels above 75% historically precede mean reversion in GBX's implied vol; sustained sub-25% readings often coincide with low-realized regimes ahead of catalyst events. See the Vol Arb Screener for symbols where current IV rank diverges most from realized volatility.
GBX IV Rank — Last 90 Trading Days
DateIV RankAvg IV
20260608 12% 0.6%
20260605 18% 0.6%
20260604 19% 0.6%
20260603 9% 0.5%
20260602 64% 0.9%
20260601 65% 0.9%
20260529 77% 1.0%
20260528 67% 0.9%
20260527 63% 0.9%
20260526 46% 0.8%
20260522 49% 0.8%
20260521 40% 0.7%
20260520 43% 0.7%
20260519 39% 0.7%
20260518 48% 0.8%
20260515 30% 0.7%
20260514 45% 0.8%
20260513 42% 0.7%
20260512 28% 0.6%
20260511 34% 0.7%
20260510 32% 0.7%
20260508 30% 0.7%
20260507 24% 0.6%
20260506 34% 0.7%
20260505 20% 0.6%
20260504 20% 0.6%
20260502 39% 0.7%
20260501 36% 0.7%
20260430 43% 0.7%
20260429 36% 0.7%
20260428 44% 0.7%
20260427 35% 0.7%
20260424 33% 0.7%
20260423 22% 0.6%
20260422 26% 0.6%
20260421 24% 0.6%
20260420 13% 0.5%
20260417 22% 0.6%
20260416 14% 0.6%
20260415 16% 0.6%
20260414 10% 0.5%
20260413 8% 0.5%
20260410 3% 0.5%
20260409 9% 0.5%
20260408 11% 0.5%
20260407 24% 0.6%
20260406 18% 0.6%
20260402 20% 0.6%
20260401 81% 1.0%
20260331 74% 0.9%
20260330 62% 0.9%
20260327 59% 0.8%
20260326 55% 0.8%
20260325 44% 0.8%
20260324 57% 0.8%
20260323 58% 0.8%
20260320 43% 0.7%
20260319 43% 0.7%
20260318 44% 0.8%
20260317 46% 0.8%
20260316 41% 0.7%
20260313 32% 0.7%
20260312 35% 0.7%
20260311 35% 0.7%
20260310 33% 0.7%
20260309 25% 0.7%
20260308 23% 0.6%
20260306 21% 0.6%
20260305 27% 0.7%
20260304 68% 1.0%
20260303 68% 1.0%
20260302 81% 1.1%
20260227 66% 1.0%
20260226 52% 0.9%
20260225 52% 0.9%
20260224 40% 0.8%
20260223 48% 0.8%
20260221 35% 0.7%
20260220 29% 0.7%
20260219 26% 0.7%
20260218 37% 0.8%
20260217 20% 0.6%
20260213 30% 0.7%
20260212 23% 0.6%
20260211 26% 0.7%
20260210 32% 0.7%
20260209 31% 0.7%
20260206 21% 0.6%
20260205 25% 0.7%
20260204 38% 0.8%