Greenlight Capital Re Ltd... (GLRE)
GLRE Daily Delta Exposure
GLRE's current Delta Exposure (DEX) is 350.04999999999995 shares, which is 26% smaller than the 3M average of 470.05642857142857 shares. During this period, DEX ranged from -13.04 on May 22, 2025 to 818.43 on Jun 10, 2025, swinging between net long and short dealer positioning. Delta exposure has been decreasing recently, shifting the directional hedging pressure. The current put-call delta ratio of 0.57 shows bullish call positioning but leaves the market vulnerable to pullbacks. Moderate DEX levels suggest normal market maker hedging activity.
DEX History
| Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Aug 15, 2025 | 807.18 | -457.13 | 350.05 | 0.57 |
| Aug 11, 2025 | 846.72 | -383.58 | 463.14 | 0.45 |
| Jul 31, 2025 | 849.76 | -385.47 | 464.29 | 0.45 |
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