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

RenaissanceRe Ltd.

NYSE: RNR · Real-Time Price · USD
250.80
3.35 (1.35%)
At close: Sep 26, 2025, 3:59 PM
250.61
-0.08%
After-hours: Sep 26, 2025, 06:24 PM EDT

RNR Option Overview

Overview for all option chains of RNR. As of September 28, 2025, RNR options have an IV of 88.12% and an IV rank of 138.51%. The volume is 16 contracts, which is 133.33% of average daily volume of 12 contracts. The volume put-call ratio is 0, indicating a bullish sentiment in the market.

Implied Volatility

Implied Volatility (30d)
88.12%
IV Rank
100%
Historical Volatility
19.89%
IV Low
31.27% on Feb 20, 2025
IV High
72.31% on Sep 26, 2025

Open Interest (OI)

Today's Open Interest
1,095
Put-Call Ratio
0.94
Put Open Interest
532
Call Open Interest
563
Open Interest Avg (30-day)
1,023
Today vs Open Interest Avg (30-day)
107.04%

Option Volume

Today's Volume
16
Put-Call Ratio
0
Put Volume
0
Call Volume
16
Volume Avg (30-day)
12
Today vs Volume Avg (30-day)
133.33%

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 10 0 0 510 408 0.8 88.12% 240
Nov 21, 2025 5 0 0 10 2 0.2 46.22% 220
Jan 16, 2026 1 0 0 27 88 3.26 39.77% 220
Apr 17, 2026 0 0 0 16 34 2.12 32.1% 185