RenaissanceRe Ltd.

NYSE: RNR · Real-Time Price · USD
241.77
-0.51 (-0.21%)
At close: Aug 15, 2025, 9:59 AM

RNR Option Overview

Overview for all option chains of RNR. As of August 15, 2025, RNR options have an IV of 220.44% and an IV rank of 333.93%. The volume is 8 contracts, which is 12.12% of average daily volume of 66 contracts. The volume put-call ratio is 0.6, indicating a bullish sentiment in the market.

Implied Volatility

Implied Volatility (30d)
220.44%
IV Rank
333.93%
Historical Volatility
18.71%
IV Low
31.27% on Feb 20, 2025
IV High
87.92% on Aug 14, 2025

Open Interest (OI)

Today's Open Interest
1,040
Put-Call Ratio
1.04
Put Open Interest
530
Call Open Interest
510
Open Interest Avg (30-day)
875
Today vs Open Interest Avg (30-day)
118.86%

Option Volume

Today's Volume
8
Put-Call Ratio
0.6
Put Volume
3
Call Volume
5
Volume Avg (30-day)
66
Today vs Volume Avg (30-day)
12.12%

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
Aug 15, 2025 0 1 0 70 103 1.47 220.44% 240
Sep 19, 2025 1 0 0 10 37 3.7 37.44% 240
Oct 17, 2025 0 1 0 417 314 0.75 32.73% 230
Jan 16, 2026 4 1 0.25 13 76 5.85 28.39% 220
Apr 17, 2026 0 0 0 0 0 0 26.96% 150