GLRE · Expected Move
Greenlight Captial RE, LTD. Class A
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).
GLRE straddle price & implied vol
60 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).
Current GLRE Expected Move
30-Day Straddle
$1.00
7-Day Straddle
$1.00
30-Day ATM IV
32.8%
IV Rank
7%
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 | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $1.00 | $1.00 | 32.8% | 7% |
| 20261021 | $2.35 | $2.35 | 40.7% | 24% |
| 20261020 | $1.25 | $1.25 | 32.1% | 6% |
| 20261019 | $1.27 | $1.27 | 31.7% | 5% |
| 20261016 | $1.30 | $1.23 | 37.5% | 17% |
| 20261015 | $1.35 | $1.05 | 38.6% | 20% |
| 20261014 | $1.48 | $1.32 | 31.0% | 3% |
| 20261013 | $1.30 | $1.35 | 32.5% | 7% |
| 20261012 | $1.07 | $1.40 | 29.4% | 0% |
| 20261009 | $1.90 | $1.17 | 35.7% | 13% |
| 20261008 | $1.62 | $2.05 | 39.9% | 22% |
| 20261007 | $1.20 | $1.20 | 38.0% | 18% |
| 20261006 | $1.75 | $0.95 | 38.7% | 19% |
| 20261005 | $1.35 | $1.33 | 38.3% | 18% |
| 20261002 | $1.18 | $1.18 | 76.1% | 100% |
| 20261001 | $1.23 | $1.23 | 43.8% | 31% |
| 20260930 | $1.02 | $1.02 | 55.0% | 56% |
| 20260929 | $1.12 | $1.12 | 33.9% | 9% |
| 20260928 | $1.73 | $1.73 | 40.3% | 23% |
| 20260925 | $2.15 | $2.15 | 34.7% | 16% |
| 20260924 | $2.00 | $2.00 | 45.2% | 38% |
| 20260923 | $2.25 | $2.25 | 36.1% | 19% |
| 20260922 | $1.68 | $1.68 | 31.1% | 14% |
| 20260921 | $1.20 | $1.20 | 30.9% | 14% |
| 20260918 | $2.10 | $1.40 | 30.2% | 13% |
| 20260917 | $2.28 | $1.92 | 50.8% | 53% |
| 20260916 | $2.28 | $1.38 | 49.4% | 50% |
| 20260915 | $1.62 | $1.77 | 33.9% | 20% |
| 20260914 | $1.55 | $1.80 | 58.4% | 68% |
| 20260911 | $1.27 | $1.25 | 35.8% | 24% |
| 20260910 | $1.72 | $1.35 | 35.9% | 24% |
| 20260909 | $1.62 | $1.70 | 30.2% | 13% |
| 20260908 | $1.45 | $1.27 | 44.4% | 40% |
| 20260904 | $1.88 | $1.40 | 54.5% | 60% |
| 20260903 | $2.40 | $0.85 | 47.3% | 46% |
| 20260902 | $1.40 | $1.40 | 47.2% | 46% |
| 20260901 | $0.95 | $0.95 | 36.8% | 26% |
| 20260831 | $3.73 | $3.73 | 51.0% | 53% |
| 20260828 | $3.83 | $3.83 | 63.2% | 77% |
| 20260827 | $1.62 | $1.62 | 53.3% | 58% |
| 20260826 | $1.68 | $1.68 | 63.0% | 77% |
| 20260825 | $3.90 | $3.90 | 68.2% | 87% |
| 20260824 | $1.48 | $1.48 | 54.5% | 60% |
| 20260821 | $1.85 | $0.50 | 62.8% | 76% |
| 20260820 | $1.25 | $0.78 | 43.7% | 39% |
| 20260819 | $3.45 | $0.75 | — | — |
| 20260818 | $3.92 | $0.88 | 74.8% | 100% |
| 20260817 | $1.70 | $0.90 | 60.7% | 82% |
| 20260814 | $4.20 | $1.12 | 68.8% | 100% |
| 20260813 | $1.98 | $0.90 | 53.7% | 68% |
| 20260812 | $4.10 | $0.95 | 62.2% | 87% |
| 20260811 | $1.53 | $0.82 | 49.1% | 58% |
| 20260810 | $1.30 | $0.80 | 50.7% | 61% |
| 20260807 | — | — | 58.6% | 79% |
| 20260806 | $2.88 | $1.35 | 55.2% | 72% |
| 20260805 | $1.12 | $1.12 | 50.5% | 61% |
| 20260804 | $2.62 | $2.62 | 57.8% | 77% |
| 20260803 | $1.38 | $1.38 | 51.2% | 62% |
| 20260731 | $2.38 | $2.38 | 46.2% | 51% |
| 20260730 | $2.65 | $2.65 | 61.1% | 85% |
More on GLRE
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.