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
$1.88
7-Day Straddle
$1.40
Avg IV
1.3%
IV Rank
18%
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 |
|---|---|---|---|---|
| 20260904 | $1.88 | $1.40 | 1.3% | 18% |
| 20260903 | $2.40 | $0.85 | 1.2% | 17% |
| 20260902 | $1.40 | $1.40 | 2.0% | 37% |
| 20260901 | $0.95 | $0.95 | 2.1% | 39% |
| 20260831 | $3.73 | $3.73 | 2.1% | 41% |
| 20260828 | $3.83 | $3.83 | 1.8% | 31% |
| 20260827 | $1.62 | $1.62 | 1.9% | 35% |
| 20260826 | $1.68 | $1.68 | 1.8% | 31% |
| 20260825 | $3.90 | $3.90 | 1.9% | 34% |
| 20260824 | $1.48 | $1.48 | 1.6% | 27% |
| 20260821 | $1.85 | $0.50 | 1.9% | 33% |
| 20260820 | $1.25 | $0.78 | 1.2% | 15% |
| 20260819 | $3.45 | $0.75 | 2.0% | 37% |
| 20260818 | $3.92 | $0.88 | 1.5% | 23% |
| 20260817 | $1.70 | $0.90 | 2.1% | 40% |
| 20260814 | $4.20 | $1.12 | 1.2% | 15% |
| 20260813 | $1.98 | $0.90 | 1.3% | 19% |
| 20260812 | $4.10 | $0.95 | 1.4% | 20% |
| 20260811 | $1.53 | $0.82 | 1.1% | 12% |
| 20260810 | $1.30 | $0.80 | 1.6% | 26% |
| 20260806 | $2.88 | $1.35 | 1.4% | 20% |
| 20260805 | $1.12 | $1.12 | 1.8% | 32% |
| 20260804 | $2.62 | $2.62 | 2.4% | 47% |
| 20260803 | $1.38 | $1.38 | 2.5% | 51% |
| 20260731 | $2.38 | $2.38 | 1.7% | 29% |
| 20260730 | $2.65 | $2.65 | 2.1% | 40% |
| 20260729 | $1.52 | $1.52 | 1.8% | 31% |
| 20260728 | $2.25 | $2.25 | 1.6% | 27% |
| 20260727 | $2.30 | $2.30 | 1.7% | 28% |
| 20260724 | $1.68 | $1.68 | 1.0% | 10% |
| 20260723 | $2.67 | $2.67 | 1.6% | 27% |
| 20260722 | $1.77 | $1.77 | 1.7% | 30% |
| 20260721 | $1.95 | $1.95 | 1.2% | 16% |
| 20260720 | $1.77 | $1.77 | 1.2% | 16% |
| 20260716 | $2.17 | $2.05 | 1.5% | 25% |
| 20260715 | $2.02 | $2.38 | 1.5% | 26% |
| 20260714 | $1.92 | $2.17 | 1.2% | 17% |
| 20260713 | $1.83 | $2.27 | 0.8% | 6% |
| 20260710 | $2.25 | $2.48 | 0.6% | 3% |
| 20260709 | $2.12 | $2.48 | 0.6% | 3% |
| 20260708 | $4.30 | $1.88 | 1.6% | 28% |
| 20260707 | $2.02 | $2.38 | 1.8% | 34% |
| 20260706 | $2.38 | $2.12 | 1.5% | 26% |
| 20260702 | $2.77 | $2.77 | 2.0% | 39% |
| 20260701 | $3.02 | $3.02 | 1.1% | 15% |
| 20260630 | $2.67 | $2.67 | 1.7% | 32% |
| 20260629 | $2.38 | $2.38 | 1.6% | 28% |
| 20260626 | $1.83 | $1.83 | 1.1% | 15% |
| 20260625 | $2.35 | $2.35 | 2.0% | 39% |
| 20260624 | $2.12 | $2.12 | 1.8% | 33% |
| 20260623 | $2.95 | $2.95 | 1.1% | 16% |
| 20260622 | $2.25 | $2.25 | 0.9% | 11% |
| 20260618 | $1.77 | $1.88 | 1.5% | 27% |
| 20260617 | $2.33 | $2.62 | 1.6% | 29% |
| 20260616 | $2.45 | $2.02 | 1.4% | 22% |
| 20260615 | $3.00 | $3.48 | 1.7% | 31% |
| 20260613 | $2.35 | $2.53 | 0.8% | 6% |
| 20260612 | $2.35 | $2.53 | 0.7% | 6% |
| 20260611 | $2.35 | $2.62 | 1.3% | 20% |
| 20260610 | $2.35 | $2.55 | 0.8% | 8% |