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Greenlight Capital Re, Ltd. Class A Ordinary Shares GLRE

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Market datapartial · fetched 2026-10-22T20:47:26.883Z

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 · 2026-10-22T20:00:09.858854685Z

FundamentalsAlpha Vantage · unavailable

Share price$15.30
1D+1.5%
AH$14.98$15.09$15.21$15.32$15.445:30 AM6:30 AM9:00 AM1:00 PM2:00 PMGLRE
Sold putSold callAH

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$0.18$2.17$4.17$6.16$8.16$10.10$13.29$16.49$19.69$22.8920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GLRE spot · $15.30GLRE PRICE$0.61$1.08$1.40$1.45$1.50$1.55$1.61$1.66$1.81$2.24$2.67$3.10$3.62$0.40$0.43$0.46$0.49$0.57$1.74$2.91$4.08$5.25$6.41$7.58$7.15$5.45
PutsExpensive3.24×
CallsExpensive4.99×
SkewBullish-55.38 pp
Implied moveBearish±$4.52
TiltBearish27.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ23.61145.3%58.3%12.8580.2%18.6%
25Δ27.57212.2%87.3%13.3970.1%15.3%
30Δ29.05243.0%99.0%13.9460.0%11.9%
35Δ26.60216.2%83.3%14.4849.9%8.6%
40Δ24.15189.4%67.7%15.0541.1%5.4%
45Δ21.70162.6%52.0%16.2160.3%5.5%
50Δ19.25135.8%36.3%17.3679.5%5.5%
55Δ16.79109.0%20.6%18.5298.7%5.6%
60Δ14.8490.7%8.8%19.67118.0%5.7%
65Δ14.2495.4%7.7%20.83137.2%5.8%
70Δ13.63100.1%6.6%21.99156.4%5.8%
75Δ13.03104.9%5.4%21.73142.6%4.7%
80Δ12.34112.0%4.3%20.36102.6%2.5%

20Δ

Calls
Pseudo strike
23.61
IV
145.3%
B/E move
58.3%
Puts
Pseudo strike
12.85
IV
80.2%
B/E move
18.6%

25Δ

Calls
Pseudo strike
27.57
IV
212.2%
B/E move
87.3%
Puts
Pseudo strike
13.39
IV
70.1%
B/E move
15.3%

30Δ

Calls
Pseudo strike
29.05
IV
243.0%
B/E move
99.0%
Puts
Pseudo strike
13.94
IV
60.0%
B/E move
11.9%

35Δ

Calls
Pseudo strike
26.60
IV
216.2%
B/E move
83.3%
Puts
Pseudo strike
14.48
IV
49.9%
B/E move
8.6%

40Δ

Calls
Pseudo strike
24.15
IV
189.4%
B/E move
67.7%
Puts
Pseudo strike
15.05
IV
41.1%
B/E move
5.4%

45Δ

Calls
Pseudo strike
21.70
IV
162.6%
B/E move
52.0%
Puts
Pseudo strike
16.21
IV
60.3%
B/E move
5.5%

50Δ

Calls
Pseudo strike
19.25
IV
135.8%
B/E move
36.3%
Puts
Pseudo strike
17.36
IV
79.5%
B/E move
5.5%

55Δ

Calls
Pseudo strike
16.79
IV
109.0%
B/E move
20.6%
Puts
Pseudo strike
18.52
IV
98.7%
B/E move
5.6%

60Δ

Calls
Pseudo strike
14.84
IV
90.7%
B/E move
8.8%
Puts
Pseudo strike
19.67
IV
118.0%
B/E move
5.7%

65Δ

Calls
Pseudo strike
14.24
IV
95.4%
B/E move
7.7%
Puts
Pseudo strike
20.83
IV
137.2%
B/E move
5.8%

70Δ

Calls
Pseudo strike
13.63
IV
100.1%
B/E move
6.6%
Puts
Pseudo strike
21.99
IV
156.4%
B/E move
5.8%

75Δ

Calls
Pseudo strike
13.03
IV
104.9%
B/E move
5.4%
Puts
Pseudo strike
21.73
IV
142.6%
B/E move
4.7%

80Δ

Calls
Pseudo strike
12.34
IV
112.0%
B/E move
4.3%
Puts
Pseudo strike
20.36
IV
102.6%
B/E move
2.5%

Options history

No recorded observations