How often does Greenlight Capital RE move more than the options market prices?

0 of the last 8 reports moved at least as far as the implied move.

GLRENasdaqFire, Marine & Casualty Insurance

Greenlight Capital RE, Ltd. (GLRE) earnings date, market-implied expected move, and options open interest by expiry

15.28

Pre-market16:00 ETdelayed

Open15.84Volume136,289Mkt cap$486.5MP/E8.83EPS1.73

Day15.27 – 15.911%52-wk11.57 – 19.3947%

GLRE

Greenlight Capital RE, Ltd.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

No implied move.

Expected move

Inputs

Next report

Mar 8

after close · in 124 days

est.Q4 FY26

Calendar

Next report

Last report

+1.33%

vs ±9.6% implied · ×0.14

shaded = implied · ▲▼ = realized

Nov 2 '26 · confirmed

Implied vs realized

Linked news

1hAON · supplierAon Client Treaty Expands to 35% Co-insurance for 2027
18hAJG · supplierArthur J. Gallagher & Co. Announces Leadership Transition in Gallagher's Benefits & HR Consulting Division

News

Largest filed tie

13F top-10 QoQ

−2.76%

shares held · 10 largest managers

13F · Jun 30 '26127d lag

142 managers

Top fund weight

0.01%

GLRE weight · IWM

N-PORTJun 30 '26

2 funds

Last reportshaded = implied▲▼ = realized× = |realized| ÷ implied

Greenlight Capital RE (GLRE) is expected to report on Mar 8 after close (estimated date).

Implied vs realized

8 reports

0 of 8≥ implied

avg implied: ±10.9%
avg realized: ±2.2%

Mar 10 '25Mar 10 '25confirmed±7.6%▼−3.07%×0.41

May 7 '25May 7 '25confirmed±9.7%▲+0.15%×0.02

Aug 4 '25Aug 4 '25confirmed±12.4%▲+1.48%×0.12

Nov 3 '25Nov 3 '25confirmed±10.7%▼−1.97%×0.18

Q1 FY26Mar 9 '26confirmed±14.9%▲+5.35%×0.36

May 5 '26May 5 '26confirmed±13.6%▼−0.34%×0.02

Q2 FY26Aug 4 '26confirmed±8.8%▼−3.73%×0.43

Q3 FY26Nov 2 '26confirmed±9.6%▲+1.33%×0.14

quarterimplied−15%0+15%realized×

Q3 FY26±9.6%▲+1.33%×0.14

Q2 FY26±8.8%

Shaded = implied · tick ▲▼ = realized · × = |realized| ÷ impliedSource: options EOD · implied at prior close · realized close to close

Implied vs realized

Positioning

OI · 2 expiries · Nov 3 close

0.01OI · 2 expiries · Nov 3 closeP/C open interest · Nov 20 · nearest expiry

PUTS · chgexpiry · days · P/CCALLS · chgP/C

30%Nov 2016d5520%

30%Feb 19107d0.031000%0.03

ExpiryPutsCallsP/C

Nov 2016d30%5520%0.01

Feb 19107d30%1000%0.03

Hatched = puts · solid = calls · bars scaled per expiry · chg = OI vs prior sessionSource: options EOD

Positioning

Linked exposure

No implied move.

Linked exposure

Revenue flow

as filedQ3 FY26

2.18%as filednet margin · revenue +7.91% QoQ · +2.48% YoY

Revenue$148M+7.91%

Pre-tax income$4M+112.31%

Net income$3M2.18%+110.93%

Tax$389,000+146.20%

Source: SEC filings · standardized · QE Sep 30 '26 · bars = % of revenue

Revenue flow

Intraday

15m bars

Hatch = extended hours · ▯ up · ▮ downSource: market data · 16:00 ET

Intraday

Event sensitivity

CPI ×1.30· ±1.6% vs ±1.2% · 10 releases

eventrelease day|move|up · n×base

CPIconsumer prices±1.6%4 of 10×1.30

PCEpersonal income & outlays±1.5%8 of 19×1.30

FOMCrate decision±1.5%13 of 24×1.27

GDPgross domestic product±1.5%7 of 19×1.26

CPROFcorporate profits±1.4%5 of 12×1.20

PPIproducer prices±1.0%4 of 10×0.87

NFPjobs report±1.0%5 of 10×0.85

Bar = avg |move| to ±2% · tick = ±1.2% avg day · ×base = |move| ÷ ±1.2% · min 6 releases

Earnings history

EPS 0.10 · consensus —

Quarter	Reported	EPS	Consensus
Q3 FY26	Nov 2 '26 · confirmed	0.10	—
Q2 FY26	Aug 4 '26 · confirmed	-0.89	—
Q1 FY26	Mar 9 '26 · confirmed	1.05	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod