RenaissanceRe Ltd. (RNR) Options Analysis - Options Chain, Volume & Implied Volatility - Stocknear

RenaissanceRe Ltd.

NYSE: RNR · Real-Time Price · USD
259.32
3.57 (1.40%)
At close: Oct 03, 2025, 3:59 PM
259.51
0.07%
After-hours: Oct 03, 2025, 06:15 PM EDT

RNR Option Overview

Overview for all option chains of RNR. As of October 05, 2025, RNR options have an IV of 111.56% and an IV rank of 122.44%. The volume is 63 contracts, which is 630% of average daily volume of 10 contracts. The volume put-call ratio is 0, indicating a bullish sentiment in the market.

Implied Volatility

Implied Volatility (30d)
111.56%
IV Rank
100%
Historical Volatility
19.21%
IV Low
31.27% on Feb 20, 2025
IV High
96.84% on Oct 03, 2025

Open Interest (OI)

Today's Open Interest
1,111
Put-Call Ratio
0.96
Put Open Interest
544
Call Open Interest
567
Open Interest Avg (30-day)
1,064
Today vs Open Interest Avg (30-day)
104.42%

Option Volume

Today's Volume
63
Put-Call Ratio
0
Put Volume
0
Call Volume
63
Volume Avg (30-day)
10
Today vs Volume Avg (30-day)
630%

Option Chain Statistics

This table provides a comprehensive overview of all RNR options grouped by their expiration dates.

Expiration Call Vol Put Vol P/C Vol Call OI Put OI P/C OI Implied Volatility Max Pain
Oct 17, 2025 4 0 0 507 409 0.81 111.56% 240
Nov 21, 2025 33 0 0 16 12 0.75 52.1% 260
Jan 16, 2026 16 0 0 27 88 3.26 42.92% 220
Apr 17, 2026 10 0 0 17 35 2.06 36.03% 185