RenaissanceRe Ltd. (RNR)
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, 2025IV High
96.84% on Oct 03, 2025Open Interest (OI)
Today's Open Interest
1,111Put-Call Ratio
0.96Put Open Interest
544Call Open Interest
567Open Interest Avg (30-day)
1,064Today vs Open Interest Avg (30-day)
104.42%Option Volume
Today's Volume
63Put-Call Ratio
0Put Volume
0Call Volume
63Volume Avg (30-day)
10Today 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 |