GLRE
Greenlight Reinsurance, Ltd.Financial Services$17.85
▲ Bullish
Mkt Cap: $606.6M|Float: 25.6M|SI: 2.0%|DTC: 4.3
Data as of market close Apr 2, 2026
IV Rank
100
IV Pctl
89%
HV 20d
3792.0%
52W Range
$12-$18
ATR(14)
$0.59
Exp. Move
±4.6%
P/C Ratio
0.08
Earnings
May 6
GEX Positive
DEX Long
Net Call Premium
IV High
Max Pain Below
Exp. Move Wide
Low Put/Call
GLRE Key Options Data
- IV Rank
- 100%
- Total GEX
- $0.00B
- Total DEX
- $0.1M
- Max Pain
- $15.00
- Expected Move
- ±4.6%
- Put/Call OI
- 0.08
- Net Premium
- $0.0M
- Spot Price
- $17.85
Gamma Exposure (GEX)
Delta Exposure (DEX)
Expected Move by Expiration
| Expiration | DTE | Expected Move | Move % | Lower | Upper |
|---|---|---|---|---|---|
| 2026-05-15 | 43 | ±$0.82 | ±4.6% | $17.03 | $18.68 |
| 2026-08-21 | 141 | ±$1.70 | ±9.5% | $16.15 | $19.55 |
Explore GLRE options data including implied volatility rankings, gamma and delta exposure, max pain levels, and expected price moves. AI-generated reports provide directional, income, and earnings analysis.