Greenlight Capital Re Ltd (GLRE) Historical Volatility

Tracking GLRE historical volatility helps you see how much Greenlight Capital Re Ltd's stock price has actually moved over past periods, giving you a baseline to judge whether current option premiums are fair, cheap, or expensive. While implied volatility tells you what the market expects, Greenlight Capital Re Ltd's HV tells you what really happened. Use our scanner to monitor GLRE 30 day historical volatility alongside longer lookback windows and spot the moments when realized and implied diverge.

Historical volatility is the annualized standard deviation of an underlying's past returns, typically measured over rolling windows like 10, 20, 30, or 60 days. The GLRE 30 day historical volatility is one of the most widely watched readings because it balances responsiveness with stability. Comparing Greenlight Capital Re Ltd's HV to its implied volatility reveals the volatility risk premium — when IV sits well above HV, option sellers tend to have an edge; when HV runs hot relative to IV, buyers may be underpaying for movement.

Greenlight Capital Re, Ltd., through its subsidiaries, operates as a property and casualty reinsurance company worldwide. The company offers various property reinsurance products and services, including automobile physical damage, personal lines, and commercial lines. It also provides casualty reinsurance products and services comprising general liability, motor liability, professional liability, and worker's compensation; and accident and health, transactional liability, mortgage insurance, surety, trade credit, marine, energy, aviation, crop, cyber, political, and terrorism products. The company markets its products through reinsurance brokers.

Greenlight Capital Re, Ltd. was incorporated in 2004 and is headquartered in Grand Cayman, the Cayman Islands.

Sizing a long premium trade, modeling a covered call, or hunting volatility arbitrage all come back to one question: how much has the stock actually moved? Our scanner puts Greenlight Capital Re Ltd's historical volatility side-by-side with implied readings across every lookback window, so you can see exactly where GLRE HV is running hot, cold, or in line. Make the GLRE 30 day historical volatility — and every other window — work for your edge instead of against it.