GLRE (Greenlight Captial RE, LTD. Class A)
Historical IV Rank & Volatility Regime
IV Rank measures where GLRE's current 30-day implied volatility sits in its trailing 90-day distribution (0% = lowest in 90 days, 100% = highest). It's the most reliable signal for whether options on GLRE are priced rich or cheap relative to its own recent 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.
GLRE IV Rank Summary
Current
27%
Subdued — neutral to long-vol
30-Day Avg
21%
60-Day Avg
25%
90-Day Avg
39%
90-Day Low
3%
90-Day High
100%
IV Rank is bounded 0%–100% by construction. Sustained levels above 75% historically
precede mean reversion in GLRE's implied vol; sustained sub-25% readings
often coincide with low-realized regimes ahead of catalyst events. See the
Vol Arb Screener for symbols where current IV
rank diverges most from realized volatility.
GLRE IV Rank — Last 90 Trading Days
| Date | IV Rank | Avg IV |
|---|---|---|
| 20260723 | 27% | 1.6% |
| 20260722 | 30% | 1.7% |
| 20260721 | 16% | 1.2% |
| 20260720 | 16% | 1.2% |
| 20260716 | 25% | 1.5% |
| 20260715 | 26% | 1.5% |
| 20260714 | 17% | 1.2% |
| 20260713 | 6% | 0.8% |
| 20260710 | 3% | 0.6% |
| 20260709 | 3% | 0.6% |
| 20260708 | 28% | 1.6% |
| 20260707 | 34% | 1.8% |
| 20260706 | 26% | 1.5% |
| 20260702 | 39% | 2.0% |
| 20260701 | 15% | 1.1% |
| 20260630 | 32% | 1.7% |
| 20260629 | 28% | 1.6% |
| 20260626 | 15% | 1.1% |
| 20260625 | 39% | 2.0% |
| 20260624 | 33% | 1.8% |
| 20260623 | 16% | 1.1% |
| 20260622 | 11% | 0.9% |
| 20260618 | 27% | 1.5% |
| 20260617 | 29% | 1.6% |
| 20260616 | 22% | 1.4% |
| 20260615 | 31% | 1.7% |
| 20260613 | 6% | 0.8% |
| 20260612 | 6% | 0.7% |
| 20260611 | 20% | 1.3% |
| 20260610 | 8% | 0.8% |
| 20260609 | 9% | 0.9% |
| 20260608 | 19% | 1.2% |
| 20260605 | 14% | 1.1% |
| 20260604 | 8% | 0.8% |
| 20260603 | 30% | 1.7% |
| 20260602 | 50% | 2.4% |
| 20260601 | 39% | 2.0% |
| 20260529 | 41% | 2.1% |
| 20260528 | 39% | 2.0% |
| 20260527 | 37% | 1.9% |
| 20260526 | 39% | 2.0% |
| 20260522 | 23% | 1.4% |
| 20260521 | 19% | 1.3% |
| 20260520 | 31% | 1.7% |
| 20260519 | 25% | 1.5% |
| 20260518 | 23% | 1.4% |
| 20260515 | 26% | 1.5% |
| 20260514 | 14% | 1.0% |
| 20260513 | 21% | 1.3% |
| 20260512 | 10% | 0.9% |
| 20260511 | 16% | 1.1% |
| 20260510 | 21% | 1.3% |
| 20260508 | 20% | 1.3% |
| 20260507 | 19% | 1.2% |
| 20260506 | 10% | 0.9% |
| 20260505 | 5% | 0.7% |
| 20260504 | 16% | 1.1% |
| 20260502 | 91% | 4.0% |
| 20260501 | 80% | 3.6% |
| 20260430 | 74% | 3.3% |
| 20260429 | 100% | 4.3% |
| 20260428 | 100% | 4.3% |
| 20260427 | 100% | 4.1% |
| 20260424 | 93% | 3.7% |
| 20260423 | 93% | 3.7% |
| 20260422 | 84% | 3.4% |
| 20260421 | 85% | 3.4% |
| 20260420 | 100% | 3.9% |
| 20260417 | 100% | 3.7% |
| 20260416 | 100% | 3.1% |
| 20260415 | 100% | 3.1% |
| 20260414 | 98% | 3.0% |
| 20260413 | 100% | 3.0% |
| 20260410 | 52% | 1.6% |
| 20260409 | 35% | 1.2% |
| 20260408 | 12% | 0.8% |
| 20260407 | 32% | 1.2% |
| 20260406 | 31% | 1.1% |
| 20260402 | 25% | 1.0% |
| 20260401 | 64% | 1.8% |
| 20260331 | 71% | 2.0% |
| 20260330 | 38% | 1.3% |
| 20260327 | 72% | 2.0% |
| 20260326 | 20% | 0.9% |
| 20260325 | 70% | 1.9% |
| 20260324 | 33% | 1.2% |
| 20260323 | 41% | 1.3% |
| 20260320 | 46% | 1.5% |
| 20260319 | 46% | 1.5% |
| 20260318 | 52% | 1.6% |