Greenlight Capital Re Ltd. (GLRE) Gamma Exposure by Expiry | GEX Expiration Analysis - Stocknear

Greenlight Capital Re Ltd...

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

GLRE Gamma Exposure By Expiry

The total Gamma Exposure (GEX) for GLRE across all expirations is -122.59 shares per 1% move, with 156.05 from calls and 278.64 from puts. The put-call GEX ratio of 1.79 indicates heavy put positioning, suggesting market makers may need to buy shares on declines (supportive) and sell on rallies (resistance).

GLRE GEX Table

Expiry Date Call GEX Put GEX Net GEX P/C GEX
Oct 17, 25 9.25 0 9.25 0.00
Nov 21, 25 123.75 -213.59 -89.84 1.73
Feb 20, 26 23.05 -65.05 -42 2.82
May 15, 26 0 0 0 n/a