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The Greenbrier Companies GBX 41.51 -1.37 -3.19%

Previous-day view · Fri Nov 6 close. You are previewing the previous trading day. Subscribe to see today live and every other date — Trader is $59/mo. Sign up Sign in

Expected move

No chain in the last ten days can size a move for GBX.

Volatility premium

Beta
The forecast is for the current session, which this plan does not open.

Earnings: priced against what happened

Average implied move
±11.84%
Average actual move
6.04%
Beyond the implied move
0 / 3
Median IV change
-27.69%
Reaction session Implied Actual Used ATM IV before → after
April 08, 2026 ±11.12% +2.90% 0.26× —
April 08, 2025 ±14.30% -11.42% 0.80× 108.2% → 78.2%
January 10, 2025 ±10.09% +3.81% 0.38× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →