Greenlight Capital Re Ltd... (GLRE)
NASDAQ: GLRE
· Real-Time Price · USD
12.58
0.06 (0.48%)
At close: Oct 03, 2025, 3:59 PM
12.58
0.00%
After-hours: Oct 03, 2025, 04:10 PM EDT
GLRE Delta Exposure By Expiry
The total Delta Exposure (DEX) for GLRE across all expirations shows -11.43 net shares that market makers must hedge, with 831.07 from calls and 842.5 from puts. The put-call delta ratio of 1.01 indicates defensive positioning with heavy put protection, which could accelerate downward moves if breached.
GLRE DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Oct 17, 25 | 22.34 | 0 | 22.34 | 0.00 |
| Nov 21, 25 | 499.6 | -531.3 | -31.7 | 1.06 |
| Feb 20, 26 | 309.13 | -311.2 | -2.07 | 1.01 |
| May 15, 26 | 0 | 0 | 0 | n/a |