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Greenlight Capital Re, Ltd. Class A Ordinary Shares GLRE

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Market datapartial · fetched 2026-10-22T14:40:09.436Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T14:32:07.220864721Z

FundamentalsAlpha Vantage · unavailable

Share price$15.18
1D+0.7%
$15.00$15.05$15.09$15.14$15.195:30 AM6:30 AM9:00 AM1:00 PMGLRE
Sold putSold call

Greenlight Capital Re, Ltd. Class A Ordinary Shares options

Live interpolated GLRE call and put midpoint premiums by absolute delta.Greenlight Capital Re, Ltd. Class A Ordinary Shares$0.00$4.32$8.64$12.96$17.29$8.19$10.67$13.15$15.63$18.1020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GLRE spot · $15.18GLRE PRICE$0.18$0.22$0.25$0.29$0.32$0.36$0.39$0.43$0.46$1.22$2.36$3.51$4.65$1.47$3.18$4.89$6.60$8.31$10.02$12.60$16.02
PutsExpensive4.92×
CallsExpensive1.55×
SkewBearish+94.63 pp
Implied moveBearish±$3.57
TiltBearish62.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ17.2643.3%14.9%
25Δ16.9940.5%13.3%
30Δ16.7237.8%11.8%
35Δ16.4535.0%10.2%
40Δ16.1832.3%8.7%
45Δ15.9129.5%7.1%15.9152.1%4.8%
50Δ15.6426.8%5.6%17.5778.9%5.2%
55Δ15.3724.0%4.0%19.23105.8%5.5%
60Δ15.0921.3%2.5%20.88132.6%5.9%
65Δ14.2537.1%1.9%22.54159.4%6.3%
70Δ13.1063.1%1.9%24.19186.2%6.6%
75Δ11.9689.0%1.9%26.88201.6%6.0%
80Δ10.81114.9%1.9%30.53206.3%4.4%

20Δ

Calls
Pseudo strike
17.26
IV
43.3%
B/E move
14.9%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
16.99
IV
40.5%
B/E move
13.3%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
16.72
IV
37.8%
B/E move
11.8%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
16.45
IV
35.0%
B/E move
10.2%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
16.18
IV
32.3%
B/E move
8.7%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
15.91
IV
29.5%
B/E move
7.1%
Puts
Pseudo strike
15.91
IV
52.1%
B/E move
4.8%

50Δ

Calls
Pseudo strike
15.64
IV
26.8%
B/E move
5.6%
Puts
Pseudo strike
17.57
IV
78.9%
B/E move
5.2%

55Δ

Calls
Pseudo strike
15.37
IV
24.0%
B/E move
4.0%
Puts
Pseudo strike
19.23
IV
105.8%
B/E move
5.5%

60Δ

Calls
Pseudo strike
15.09
IV
21.3%
B/E move
2.5%
Puts
Pseudo strike
20.88
IV
132.6%
B/E move
5.9%

65Δ

Calls
Pseudo strike
14.25
IV
37.1%
B/E move
1.9%
Puts
Pseudo strike
22.54
IV
159.4%
B/E move
6.3%

70Δ

Calls
Pseudo strike
13.10
IV
63.1%
B/E move
1.9%
Puts
Pseudo strike
24.19
IV
186.2%
B/E move
6.6%

75Δ

Calls
Pseudo strike
11.96
IV
89.0%
B/E move
1.9%
Puts
Pseudo strike
26.88
IV
201.6%
B/E move
6.0%

80Δ

Calls
Pseudo strike
10.81
IV
114.9%
B/E move
1.9%
Puts
Pseudo strike
30.53
IV
206.3%
B/E move
4.4%

Options history

No recorded observations