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GLRE as of Oct 31 · 17:49 ET
GLRENasdaqFire, Marine & Casualty Insurance

Greenlight Capital RE, Ltd. · Brief

Next report

2 days

Nov 2 · after closeest.Q3 FY26
Earnings

Expected move

Inputs

Implied vs realized

8 reportsHistory
0 of 8≥ implied
avg implied
±10.4%
avg realized
±2.3%
May 8 '24±5.7%▲+2.12%×0.37
Mar 10 '25±7.6%▼−3.07%×0.41
May 7 '25±9.7%▲+0.15%×0.02
Aug 4 '25±12.4%▲+1.48%×0.12
Nov 3 '25±10.7%▼−1.97%×0.18
Q1 FY26±14.9%▲+5.35%×0.36
May 5 '26±13.6%▼−0.34%×0.02
Q2 FY26±8.8%▼−3.73%×0.43
quarterimplied−15%0+15%realized×
Q2 FY26±8.8%▼−3.73%×0.43
May '26±13.6%▼−0.34%×0.02
Q1 FY26±14.9%▲+5.35%×0.36
Nov '25±10.7%▼−1.97%×0.18
Aug '25±12.4%▲+1.48%×0.12
May '25±9.7%▲+0.15%×0.02
2 older reports
Mar '25±7.6%▼−3.07%×0.41
May '24±5.7%▲+2.12%×0.37
Shaded = implied · tick ▲▼ = realized · × = |realized| ÷ impliedSource: options EOD · implied at prior close · realized close to close

Bull & bear

Nov 2 report · est.

Bull2

4disclosed supplier and customer ties in SEC filingsSEC filings
142managers reporting a position in the latest quarterly filings13F · Jun 30 '26

Bear2

8 of 24of the largest reporting managers cut their stake in the latest quarter13F · Jun 30 '26
−2.76%change in shares held by the ten largest reporting managers over the latest quarter13F · Jun 30 '26
AI captions · Sep 28 '26once per report · top 2 per case

Linked exposure

GLRE report session

Suppliers 2

AJGArthur J. Gallagher×0.35AONAon×0.31
× = co-movement · max 500dSource: SEC filings · market data

Latest changes

30 daysAll changes
Oct 19impliedImplied move: ±11.1% into Nov 2 earnings (Oct 19 close).Source

Your note

privateThesis 0 · Decisions 0 · Observations 0

No thesis.