The cylinder-to-gyroid transition in a concentrated solution of polystyrene-block-polyisoprene in dibutyl phthalate has been studied using rheology and small angle X-ray scattering. Following an appropriate temperature quench, the oriented cylinder phase transitions to the gyroid structure epitaxially. Remarkably, an intermediate state appears for a deep quench, whereas for a shallow quench the transition proceeds directly; the intermediate state exhibits scattering signatures consistent with a hexagonally perforated layer structure.