Greenlight Capital Re Ltd... (GLRE)
NASDAQ: GLRE
· Real-Time Price · USD
12.74
-0.06 (-0.47%)
At close: Sep 05, 2025, 3:59 PM
12.74
0.00%
After-hours: Sep 05, 2025, 04:24 PM EDT
GLRE Delta Exposure By Expiry
The total Delta Exposure (DEX) for GLRE across all expirations shows 399.24 net shares that market makers must hedge, with 871.36 from calls and 472.12 from puts. The put-call delta ratio of 0.54 suggests neutral market maker positioning.
GLRE DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Sep 19, 25 | 35.78 | -8.14 | 27.64 | 0.23 |
| Oct 17, 25 | 0 | 0 | 0 | n/a |
| Nov 21, 25 | 511.82 | -463.98 | 47.84 | 0.91 |
| Feb 20, 26 | 323.76 | 0 | 323.76 | 0.00 |