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Greenlight Captial RE GLRE 15.05 -0.07 -0.46%

Previous-day view · Thu Sep 17 close. You are previewing the previous trading day. Subscribe to see today live and every other date — plans start at Delta, $39/mo. Sign up Sign in
Group
Window
Scale
Plotted 3/8
Metric library

Volatility

Interactive timeline

GLRE / Comparative study

3 signals / 510 sessions
Window statistics

Signal snapshot

Current value vs. selected history
IV Rank z -0.72
4.29
Mean
13.79
Window
-43.8%
ATM IV z -0.83
0.34
Mean
0.8
Window
-43.5%
IV Percentile z -1.36
9.72
Mean
49.3
Window
-82.8%
Relationship matrix

Correlation

Pearson r
Signal IV Rank ATM IV IV Percent...
IV Rank 1.00 0.94 0.69
ATM IV 0.94 1.00 0.74
IV Percent... 0.69 0.74 1.00
Source observations

Data inspector

1-50 of 510
  • 1 / 11
Date Close IV Rank ATM IV IV Percentile
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
2026-09-07 15.42 12.75 0.74 74.8
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
2026-08-26 15.4 11.65 0.75 73.98
2026-08-25 15.48 10.97 0.71 69.92
2026-08-24 15.52 7.25 0.54 34.69
2026-08-21 15.29 13.26 0.82 76.42
2026-08-20 15.38 3.33 0.36 13.01
2026-08-19 15.24 5.51 0.46 23.98
2026-08-18 15.6 13.68 0.84 79.67
2026-08-17 15.4 12.78 0.8 74.69
2026-08-14 15.76 9.72 0.66 47.97
2026-08-13 15.7 9.65 0.65 47.56
2026-08-12 15.46 10.28 0.68 66.67
2026-08-11 15.42 6.19 0.49 28.46
2026-08-10 15.35 5.41 0.45 24.08
2026-08-07 15.51 6.11 0.49 26.83
2026-08-06 15.64 3.32 0.36 13.01
2026-08-05 15.75 13.89 0.85 79.67
2026-08-04 16.36 10.01 0.67 49.59
2026-08-03 16.64 8.13 0.58 39.18
2026-07-31 16.65 6.69 0.51 29.67
2026-07-30 16.65 6.93 0.53 32.93
2026-07-29 17.45 1.27 0.26 4.47
2026-07-28 17.68 0.17 0.21 0.41
2026-07-27 17.19 7.74 0.56 35.92
2026-07-24 16.99 8.1 0.58 36.59
2026-07-23 16.35 11.25 0.73 68.29
2026-07-22 16.18 11.06 0.72 66.67
2026-07-21 16.5 9.97 0.67 46.75
2026-07-20 16.95 1.03 0.25 2.86
2026-07-17 17.07 1.84 0.29 4.47
2026-07-16 16.8 3.2 0.35 10.16
2026-07-15 16.27 4.5 0.41 15.45
2026-07-14 16.63 3.07 0.35 8.94
2026-07-13 17.13 0.99 0.25 2.45
2026-07-10 16.56 3.42 0.36 10.57