GLRE (Greenlight Captial RE, LTD. Class A)
Expected Move & Straddle Price History
The expected move for GLRE is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).
Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.
Current GLRE Expected Move
30-Day Straddle
$2.20
7-Day Straddle
$2.15
Avg IV
1.3%
IV Rank
20%
Implied one-standard-deviation move through the next 30 days. Compare to GLRE's realized
move over the same window to gauge whether options are pricing in too much (premium-selling regime)
or too little (premium-buying regime). The
Expected Move Tracker ranks every symbol by
this measure.
GLRE Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | Avg IV | IV Rank |
|---|---|---|---|---|
| 20260605 | $2.20 | $2.15 | 1.3% | 20% |
| 20260604 | $2.10 | $2.50 | 0.8% | 8% |
| 20260603 | $2.20 | $2.30 | 1.7% | 30% |
| 20260602 | $2.50 | $2.50 | 2.4% | 50% |
| 20260601 | $0.93 | $0.93 | 2.0% | 39% |
| 20260529 | $2.02 | $2.02 | 2.1% | 41% |
| 20260528 | $1.77 | $1.77 | 2.0% | 39% |
| 20260527 | $1.52 | $1.52 | 1.9% | 37% |
| 20260526 | $2.15 | $2.15 | 2.0% | 39% |
| 20260522 | $1.57 | $1.57 | 1.4% | 23% |
| 20260521 | $1.90 | $1.90 | 1.3% | 19% |
| 20260520 | $2.42 | $2.42 | 1.7% | 31% |
| 20260519 | $2.45 | $2.45 | 1.5% | 25% |
| 20260518 | $2.10 | $2.10 | 1.4% | 23% |
| 20260515 | $2.83 | $1.17 | 1.5% | 26% |
| 20260514 | $2.45 | $0.55 | 1.0% | 14% |
| 20260513 | $2.10 | $1.45 | 1.3% | 21% |
| 20260512 | $2.88 | $0.70 | 0.9% | 10% |
| 20260511 | $2.98 | $1.32 | 1.1% | 16% |
| 20260510 | $2.42 | $0.90 | 1.3% | 21% |
| 20260508 | $2.42 | $0.90 | 1.3% | 20% |
| 20260507 | $2.42 | $1.38 | 1.2% | 19% |
| 20260506 | $2.80 | $2.40 | 0.9% | 10% |
| 20260505 | $2.53 | $2.77 | 0.7% | 5% |
| 20260504 | $3.05 | $2.75 | 1.1% | 16% |
| 20260502 | $2.60 | $2.60 | 4.0% | 91% |
| 20260501 | $2.60 | $2.60 | 3.6% | 80% |
| 20260430 | $2.75 | $2.75 | 3.3% | 74% |
| 20260429 | $2.23 | $2.23 | 4.3% | 100% |
| 20260428 | $2.40 | $2.40 | 4.3% | 100% |
| 20260427 | $2.73 | $2.73 | 4.1% | 100% |
| 20260424 | $3.62 | $3.62 | 3.7% | 93% |
| 20260423 | $1.52 | $1.52 | 3.7% | 93% |
| 20260422 | $2.17 | $2.17 | 3.4% | 84% |
| 20260421 | $2.12 | $2.12 | 3.4% | 85% |
| 20260420 | $2.42 | $2.42 | 3.9% | 100% |
| 20260417 | $2.48 | $2.35 | 3.7% | 100% |
| 20260416 | $2.77 | $1.43 | 3.1% | 100% |
| 20260415 | $1.70 | $1.38 | 3.1% | 100% |
| 20260414 | $2.20 | $1.25 | 3.0% | 98% |
| 20260413 | $1.70 | $1.27 | 3.0% | 100% |
| 20260410 | $2.02 | $1.65 | 1.6% | 52% |
| 20260409 | $2.02 | $1.77 | 1.2% | 35% |
| 20260408 | $1.57 | $1.60 | 0.8% | 12% |
| 20260407 | $1.57 | $0.73 | 1.2% | 32% |
| 20260406 | $2.02 | $0.70 | 1.1% | 31% |
| 20260402 | $2.08 | $1.00 | 1.0% | 25% |
| 20260401 | $0.72 | $0.72 | 1.8% | 64% |
| 20260331 | $0.90 | $0.90 | 2.0% | 71% |
| 20260330 | $1.55 | $1.55 | 1.3% | 38% |
| 20260327 | $2.30 | $2.30 | 2.0% | 72% |
| 20260326 | $1.95 | $1.95 | 0.9% | 20% |
| 20260325 | $2.02 | $2.02 | 1.9% | 70% |
| 20260324 | $1.85 | $1.85 | 1.2% | 33% |
| 20260323 | $1.95 | $1.95 | 1.3% | 41% |
| 20260320 | $1.98 | $1.77 | 1.5% | 46% |
| 20260319 | $2.62 | $1.88 | 1.5% | 46% |
| 20260318 | $1.62 | $1.95 | 1.6% | 52% |
| 20260317 | $2.35 | $1.28 | 1.3% | 40% |
| 20260316 | $2.72 | $1.95 | 1.1% | 27% |