RenaissanceRe Ltd. (RNR)
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, 2025IV High
87.92% on Aug 14, 2025Open Interest (OI)
Today's Open Interest
1,040Put-Call Ratio
1.04Put Open Interest
530Call Open Interest
510Open Interest Avg (30-day)
875Today vs Open Interest Avg (30-day)
118.86%Option Volume
Today's Volume
8Put-Call Ratio
0.6Put Volume
3Call Volume
5Volume Avg (30-day)
66Today 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 |