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
Greenlight Capital Re Greeks
Delta, Gamma, Theta, and Vega Greek Charts for GLRE options.
Delta Table
| Strike Price | Delta | Gamma | Theta | Vega |
|---|---|---|---|---|
| 2.50 | 0.9682 | 0.0064 | -0.0355 | 0.0020 |
| 5.00 | 0.8870 | 0.0231 | -0.0802 | 0.0056 |
| 7.50 | 0.8144 | 0.0541 | -0.0735 | 0.0082 |
| 10.00 | 0.6963 | 0.1400 | -0.0572 | 0.0116 |
| 12.50 | 0.1444 | 0.5724 | -0.0414 | 0.0194 |
| 15.00 | -0.9206 | 0.1014 | -0.0062 | 0.0037 |
| 17.50 | -0.7056 | 0.1287 | -0.0562 | 0.0111 |
| 20.00 | -0.693 | 0.0990 | -0.079 | 0.0117 |
| 22.50 | -0.8487 | 0.0406 | -0.0461 | 0.0058 |
| 25.00 | -0.7567 | 0.0657 | -0.0859 | 0.0099 |