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Greenlight Captial RE GLRE 16.08 -0.3 -1.83%

Previous-day view · Fri Nov 6 close. You are previewing the previous trading day. Subscribe to see today live and every other date — Trader is $59/mo. Sign up Sign in
Group
Window
Scale
Plotted 3/8
Metric library

Volatility

Interactive timeline

GLRE / Comparative study

3 signals / 496 sessions
Window statistics

Signal snapshot

Current value vs. selected history
IV Rank z 0.56
19.82
Mean
12.99
Window
+80.8%
ATM IV z 0.55
1.07
Mean
0.77
Window
+48.8%
IV Percentile z 1.47
90.6
Mean
46.87
Window
+49.2%
Relationship matrix

Correlation

Pearson r
Signal IV Rank ATM IV IV Percent...
IV Rank 1.00 0.98 0.75
ATM IV 0.98 1.00 0.78
IV Percent... 0.75 0.78 1.00
Source observations

Data inspector

1-50 of 496
  • 1 / 10
Date Close IV Rank ATM IV IV Percentile
2026-11-06 16.08 19.82 1.07 90.6
2026-11-05 16.38 14.91 0.84 84.19
2026-11-04 16.37 20.07 1.08 90.53
2026-11-03 15.29 14.39 0.81 82.3
2026-11-02 15.09 3.39 0.29 10.33
2026-10-30 14.66 5.33 0.39 28.28
2026-10-29 14.63 5.31 0.38 27.87
2026-10-28 14.55 6.36 0.43 34.43
2026-10-27 14.84 5.04 0.37 27.05
2026-10-26 15.02 3.96 0.32 13.58
2026-10-23 15.1 3.87 0.32 12.3
2026-10-22 15.3 1.48 0.2 0.82
2026-10-21 14.94 2.77 0.26 5.74
2026-10-20 15.07 2.89 0.27 6.15
2026-10-19 14.9 3.16 0.28 6.97
2026-10-15 14.74 4.75 0.36 21.86
2026-10-14 14.91 3.22 0.29 7.29
2026-10-13 14.85 3.93 0.32 10.53
2026-10-12 15.01 3.55 0.3 8.54
2026-10-09 14.76 3.1 0.28 6.48
2026-10-08 14.97 5.74 0.41 24.29
2026-10-07 14.77 3.29 0.29 7.29
2026-10-06 14.65 4.74 0.36 19.43
2026-10-05 14.74 2.38 0.25 3.25
2026-10-02 14.75 3.01 0.28 5.67
2026-10-01 14.69 8.26 0.52 40.08
2026-09-30 14.5 -- -- --
2026-09-29 14.75 4.15 0.33 9.68
2026-09-28 14.81 4.1 0.33 9.31
2026-09-25 14.89 4.27 0.34 10.08
2026-09-24 14.93 4.44 0.34 12.55
2026-09-23 15.01 4.89 0.36 18.22
2026-09-22 15.11 5.3 0.38 19.03
2026-09-21 15.09 3.68 0.31 6.91
2026-09-18 15.03 4.32 0.34 10.93
2026-09-17 15.05 4.29 0.34 9.72
2026-09-16 15.12 4.53 0.35 12.55
2026-09-15 15.11 4.37 0.34 10.53
2026-09-14 15.02 2.63 0.26 4.07
2026-09-11 14.97 8.19 0.52 34.01
2026-09-10 15.02 6.88 0.46 25.91
2026-09-09 14.98 6.78 0.45 24.29
2026-09-08 15.08 15.21 0.85 81.78
2026-09-04 15.42 10.96 0.65 47.37
2026-09-03 15.48 0 0.13 0
2026-09-02 15.23 9.83 0.66 48.99
2026-09-01 15.26 2.45 0.32 6.91
2026-08-31 15.16 3.22 0.35 11.84
2026-08-28 15.37 11.94 0.76 74.8
2026-08-27 15.41 4.65 0.42 19.11