Greenlight Capital Re, Ltd. company logo
Greenlight Capital Re, Ltd. logo

Greenlight Capital Re, Ltd. (GLRE) stock Historical Volatility

10-Day

28.11%

Summary

Current Value
As of today, GLRE 10-day volatility is 28.11%, up +11.19% on
Value Category
Based on its current 10-day historical volatility, GLRE falls into the moderate volatility category
1-Year High
GLRE 10-day volatility reached a 1-year high of 44.24% on
1-Year Low
GLRE 10-day volatility reached a 1-year low of 11.86% on

10-Day Volatility Chart

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Series
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Performance

GLRE Performance
MetricDateValue1D1M3MYTD1Y3Y5Y
10-Day Volatility28.11%+11.2%+43.1%+84.3%+68.8%+24.1%-13.6%-29.2%
1-Month Volatility24.16%+14.8%-8.1%+32.9%+31.0%+1.7%-18.2%-36.4%
3-Month Volatility24.48%+3.2%+6.7%+20.3%+11.6%-11.7%-24.5%-40.3%
1-Year Volatility23.59%+0.2%-0.7%-3.8%+0.7%-10.2%-21.8%-55.9%
14-Day RSI46.19-15.1%-29.0%+6.0%-29.2%+1.3%-31.0%-23.0%
Beta0.440.0%-4.3%-15.4%+2.3%-48.2%-21.4%-43.6%
ATR$0.37+2.5%+21.4%+59.2%+23.6%+12.5%+48.3%+38.6%
Price$13.88-2.7%+0.4%+10.6%-4.8%-0.6%+62.3%+74.4%
200-Day SMA$13.34+0.0%+0.6%-0.8%+0.2%-0.5%+75.5%+92.2%
50-Day SMA$13.55+0.3%+6.2%+5.8%+1.8%-5.7%+70.3%+77.3%

10-Day Volatility History

DateValueChange
28.11%+68.8%
16.65%-37.8%
26.78%+32.8%
20.16%-25.8%
27.18%+15.3%
23.57%-10.6%
26.37%+46.3%
18.03%-3.3%
18.65%-35.2%
28.76%+97.5%
DateValueChange
14.56%-50.3%
29.30%+55.3%
18.87%+7.3%
17.58%+9.9%
15.99%-38.7%
26.07%+226.3%
7.99%-77.1%
34.88%-34.4%
53.14%+37.8%
38.55%-

FAQ

  • What is the current 10-day volatility of GLRE?

    As of today, GLRE 10-day volatility is 28.11%

  • What 10-day volatility category does GLRE fall into?

    Based on its current 10-day historical volatility, GLRE falls into the moderate volatility category

  • What is GLRE 10-day volatility 1-year high?

    GLRE 10-day volatility reached a 1-year high of 44.24% on April 14, 2025

  • What is GLRE 10-day volatility 1-year low?

    GLRE 10-day volatility reached a 1-year low of 11.86% on May 9, 2025

Data Sources & References

  1. GLRE Official Website greenlightre.com
  2. Most Recent Quarterly Report (10-Q) www.sec.gov/Archives/edgar/data/1385613/000138561325000113/0001385613-25-000113-index.htm
  3. Most Recent Annual Report (10-K) www.sec.gov/Archives/edgar/data/1385613/000138561325000007/0001385613-25-000007-index.htm
  4. GLRE Profile on Yahoo Finance finance.yahoo.com/quote/GLRE
  5. GLRE Profile on NASDAQ.com www.nasdaq.com/market-activity/stocks/glre