GLRE · Greenlight Capital Re, Ltd.

Track GLRE — free Ask ALVIS about GLRE

$16.98 +0.63 (+3.82%) At close · Jul 24

Market Cap

$563.50M

33.17M

Options Chain

15-min delayed Underlying $16.98 · today Options Calculator

Positioning

Aug 21, 2026 · 25 days to expiry · 24 contracts

Put / call OI

0.00

Call-heavy positioning

Open interest

202

contracts outstanding

Volume

101

traded today

Max pain

$2.50

$14.48 below spot

ATM implied vol

62.5%

market's expected move

Open interest by strike

Calls Puts

2.5

7.5

12.5

17.5

22.5

Chain

Click any strike for greeks, breakeven and the calculator

Expiry

Aug 21 25d Sep 18 53d Nov 20 116d Feb 19 207d

Calls						Puts
OI	Vol	IV	Δ	Last	Strike	Last	Δ	IV	Vol	OI
6	12	—	—	$11.94		—	—	—	—	0
Call · $2.5 In the money Last $11.94 Breakeven $14.44 Implied vol — Delta — Gamma — Theta — Vega — Open interest 6 Model this call Put · $2.5 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	0.2%	1	—		—	—	—	—	0
Call · $5 In the money Last — Breakeven — Implied vol 0.2% Delta 1 ≈100% ITM Gamma 0 Theta 0 Vega 0 Open interest 0 Model this call Put · $5 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	—	—	—		—	—	—	—	0
Call · $7.5 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $7.5 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	170.1%	0.921	—		—	—	—	—	0
Call · $10 In the money Last — Breakeven — Implied vol 170.1% Delta 0.921 ≈92% ITM Gamma 0.019 Theta -0.023 Vega 0.006 Open interest 0 Model this call Put · $10 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
1	1	—	—	$2.55		—	—	—	—	0
Call · $12.5 In the money Last $2.55 Breakeven $15.05 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 Model this call Put · $12.5 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
24	1	—	—	$2.00		$1.40	-0.216	69.4%	1	1
Call · $15 In the money Last $2.00 Breakeven $17.00 Implied vol — Delta — Gamma — Theta — Vega — Open interest 24 Model this call Put · $15 Last $1.40 Breakeven $13.60 Implied vol 69.4% Delta -0.216 ≈22% ITM Gamma 0.095 Theta -0.018 Vega 0.014 Open interest 1 Model this put
Underlying $16.98
164	83	60.9%	0.466	$0.45		—	-0.531	64%	—	0
Call · $17.5 Last $0.45 Breakeven $17.95 Implied vol 60.9% Delta 0.466 ≈47% ITM Gamma 0.146 Theta -0.022 Vega 0.018 Open interest 164 Model this call Put · $17.5 In the money Last — Breakeven — Implied vol 64% Delta -0.531 ≈53% ITM Gamma 0.14 Theta -0.022 Vega 0.018 Open interest 0 Model this put
6	1	74.3%	0.236	$0.40		—	-0.663	108.2%	—	0
Call · $20 Last $0.40 Breakeven $20.40 Implied vol 74.3% Delta 0.236 ≈24% ITM Gamma 0.093 Theta -0.021 Vega 0.013 Open interest 6 Model this call Put · $20 In the money Last — Breakeven — Implied vol 108.2% Delta -0.663 ≈66% ITM Gamma 0.076 Theta -0.034 Vega 0.017 Open interest 0 Model this put
0	—	—	—	—		—	—	—	—	0
Call · $22.5 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $22.5 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	—	—	—		$10.58	-0.912	101.2%	2	0
Call · $25 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $25 In the money Last $10.58 Breakeven $14.42 Implied vol 101.2% Delta -0.912 ≈91% ITM Gamma 0.038 Theta -0.013 Vega 0.009 Open interest 0 Model this put
0	—	—	—	—		—	-0.844	173.7%	—	0
Call · $30 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $30 In the money Last — Breakeven — Implied vol 173.7% Delta -0.844 ≈84% ITM Gamma 0.031 Theta -0.035 Vega 0.01 Open interest 0 Model this put
0	—	—	—	—		—	-0.86	204%	—	0
Call · $35 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $35 In the money Last — Breakeven — Implied vol 204% Delta -0.86 ≈86% ITM Gamma 0.025 Theta -0.038 Vega 0.011 Open interest 0 Model this put

About this data

Greeks, implied volatility, open interest and the last price come from the latest daily snapshot and are 15-minute delayed. Bid and ask are not included on this plan.

In-the-money strikes are tinted, deepening toward the money, and the bar beside each open-interest figure scales to the heaviest strike shown. Max pain is the listed strike where the most open interest would expire worthless — a positioning reference, not a forecast.

Key facts CIK 1385613 CUSIP G4095J109 13F (30d) 21 filings 21 filers Visit website Investor relations