Greenlight Capital Re (GLRE)'s 30-day implied volatility (IV30) was 26.6% at the close on October 22, 2026, up from 25.7% the day before, against a 52-week range of 18.8% to 45.1%. Its 20-day historical volatility was 28.9%.

Key numbers

30-day implied volatility (IV30): 26.6%
IV30 52-week range: 18.8% to 45.1% (median 30.0%)
Historical volatility: 20-day 28.9%, 1-year 32.0%
Implied move by the nearest expiration: ±1.6%

Data as of October 22, 2026.

GLRE Implied Volatility (IV) vs Historical Volatility (HV)

Name: GLRE Implied Volatility
Creator: Market Chameleon