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The Greenbrier Companies GBX 42.88 -1.17 -2.66%

Previous-day view · Thu Nov 5 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

November 05, 2026 close · $42.88
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.6% ±$0.69 $42.19 – $43.57 $42.06 – $43.70 $41.40 – $44.36
2 sessions ±2.2% ±$0.96 $41.92 – $43.84 $41.72 – $44.04 $40.82 – $44.94
3 sessions ±2.8% ±$1.20 $41.68 – $44.08 $41.44 – $44.32 $40.32 – $45.44
1 week ±3.6% ±$1.53 $41.35 – $44.41 $41.01 – $44.75 $39.62 – $46.14
2 weeks ±5.0% ±$2.14 $40.74 – $45.02 $40.23 – $45.53 $38.30 – $47.46
3 weeks ±6.2% ±$2.66 $40.22 – $45.54 $39.58 – $46.18 $37.27 – $48.49
1 month ±7.4% ±$3.16 $39.72 – $46.04 $38.93 – $46.83 $36.17 – $49.59
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. Draw the cone on the chart →

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 →