"I've heard said rumors," Gurira, who plays Wakandan warrior Okoye, told press at today's Infinity War junket in Los Angeles.
"Me too, Danai, I've heard them too," said Olsen, who plays magical Avenger Scarlet Witch. But of an actual movie coming together, she said, "No one's told me about it, though."
"I know no details on that," Gurira added. "I was just thinking how excited I am about Brie Larson shooting Captain Marvel right now."
She continued: "The awesome thing that we see happening across many dimensions in our entertainment industry is we're seeing more women take the helm in various realms, and that is not only about time, but it'll make the world a better place, I think. So I'm looking forward to the future."
Guardians of the Galaxy star Karen Gillan, reprising her role as Nebula in the crossover, said the idea arose out of Marvel Studios' 10-year anniversary photoshoot, which brought Marvel's biggest stars together for a sprawling "class photo."
Gillan shared a photo to social media in November, posed alongside Tessa Thompson (Valkryie, Thor: Ragnarok), Zoe Saldana (Gamora, Guardians of the Galaxy), Pom Klementieff (Mantis, Guardians of the Galaxy Vol. 2), Scarlett Johansson (Black Widow, Avengers), Evangeline Lilly (Wasp, Ant-Man and the Wasp), Larson (Carol Danvers, Captain Marvel) and Gurira (Okoye, Black Panther).
"I had no idea when we were taking that picture that it would sort of break the internet a little bit," Gillan told IndieWire of the snap, which ignited cries on the internet calling for a movie teaming Marvel's superheroines.
At Larson's suggestion, the group floated the idea to Marvel Studios chief Kevin Feige, who embraced the idea. As Gillan told it:
"Brie Larson was like, 'We should go up to Kevin Feige and tell him to make an all-female Marvel movie,' so we marched up there in a group, a whole herd of us, and said that to him," Gillan said. "He was like, 'Yeah, that would be amazing!' but he didn't really commit to it, but he thought it would be a great idea."
"It is an embarrassment of riches," Feige said of Black Panther's well-received crop of women characters.
"Even watching the audience at the Black Panther premiere respond to Lupita, Letitia, and certainly Danai in their action sequences … you watch Danai spinning around in that casino, taking out dozens of people, and you go, 'Of course you can make a whole movie about that!'"
Bringing those ladies together in one movie is "all about figuring out when and how," Feige said. "But by the way, many of them have already filmed additional scenes in upcoming movies, so some of that is gonna come sooner rather than later. All of them will be seen again."
Gurira, Olsen, Gillan, Wright, Saldana, Klementieff, and Johansson next star in Avengers: Infinity War, out April 27. Brie Larson's Captain Marvel, Marvel Studios' first female-led film, opens March 6, 2019.