RenaissanceRe Ltd. (RNR) Delta Exposure Analysis | DEX Options Flow & Market Impact - Stocknear

RenaissanceRe Ltd.

NYSE: RNR · Real-Time Price · USD
240.55
-4.08 (-1.67%)
At close: Sep 05, 2025, 3:59 PM
239.94
-0.25%
After-hours: Sep 05, 2025, 06:10 PM EDT

RNR Daily Delta Exposure

RNR's current Delta Exposure (DEX) is 26.04K shares, which is 49% smaller than the 3M average of 50.66K shares. During this period, DEX ranged from 3.36K on Jun 9, 2025 to 101.81K on Jun 16, 2025, with dealers maintaining net short exposure requiring continuous hedging.

DEX History

Date Call Delta Put Delta Net Delta P/C Delta
Sep 2, 2025 41,261.64 -15,222.16 26,039.48 0.37
Aug 27, 2025 45,450.48 -14,190.18 31,260.3 0.31
Aug 21, 2025 55,014.71 -13,998.81 41,015.9 0.25

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