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
RenaissanceRe Greeks
Delta, Gamma, Theta, and Vega Greek Charts for RNR options.
Delta Table
| Strike Price | Delta | Gamma | Theta | Vega |
|---|---|---|---|---|
| 115.00 | 0.8713 | 0.0014 | -1.6868 | 0.1123 |
| 120.00 | 0.8639 | 0.0015 | -1.6856 | 0.1172 |
| 125.00 | 0.8564 | 0.0016 | -1.6729 | 0.1218 |
| 130.00 | 0.8487 | 0.0018 | -1.6585 | 0.1267 |
| 135.00 | 0.8405 | 0.0019 | -1.6449 | 0.1316 |
| 140.00 | 0.8322 | 0.0021 | -1.6273 | 0.1367 |
| 145.00 | 0.8233 | 0.0023 | -1.6082 | 0.1418 |
| 150.00 | 0.8140 | 0.0025 | -1.5875 | 0.1471 |
| 155.00 | 0.8041 | 0.0028 | -1.5589 | 0.1529 |
| 160.00 | 0.7925 | 0.0031 | -1.5412 | 0.1595 |
| 165.00 | 0.7821 | 0.0034 | -1.5211 | 0.1647 |
| 170.00 | 0.7703 | 0.0037 | -1.4935 | 0.1709 |
| 175.00 | 0.7576 | 0.0041 | -1.4643 | 0.1773 |
| 180.00 | 0.7434 | 0.0046 | -1.4313 | 0.1846 |
| 185.00 | 0.7274 | 0.0052 | -1.4051 | 0.1925 |
| 190.00 | 0.7128 | 0.0058 | -1.3636 | 0.1988 |
| 195.00 | 0.6851 | 0.0068 | -1.3536 | 0.2138 |
| 200.00 | 0.6739 | 0.0076 | -1.2884 | 0.2165 |
| 210.00 | 0.6279 | 0.0102 | -1.1923 | 0.2350 |
| 220.00 | 0.5286 | 0.0153 | -1.1321 | 0.2783 |
| 230.00 | 0.4469 | 0.0265 | -0.9557 | 0.3015 |
| 240.00 | 0.1598 | 0.0889 | -0.7719 | 0.3679 |
| 250.00 | -0.5525 | 0.0099 | -0.5477 | 0.1866 |
| 260.00 | -0.7283 | 0.0122 | -0.3007 | 0.1565 |
| 270.00 | -0.8433 | 0.0094 | -0.1944 | 0.1133 |
| 280.00 | -0.902 | 0.0065 | -0.1372 | 0.0816 |
| 290.00 | -0.9159 | 0.0050 | -0.1411 | 0.0728 |
| 300.00 | -0.9252 | 0.0041 | -0.1454 | 0.0667 |
| 310.00 | -0.9323 | 0.0034 | -0.1484 | 0.0617 |
| 320.00 | -0.9371 | 0.0029 | -0.1534 | 0.0583 |
| 330.00 | -0.941 | 0.0026 | -0.1577 | 0.0555 |
| 340.00 | -0.9442 | 0.0023 | -0.1617 | 0.0531 |
| 350.00 | -0.9478 | 0.0021 | -0.1615 | 0.0503 |
| 360.00 | -0.9493 | 0.0019 | -0.1682 | 0.0492 |