RenaissanceRe Ltd. (RNR)
NYSE: RNR
· Real-Time Price · USD
240.55
-4.08 (-1.67%)
At close: Sep 05, 2025, 3:59 PM
RNR Delta Exposure By Expiry
The total Delta Exposure (DEX) for RNR across all expirations shows 16,394.92 net shares that market makers must hedge, with 40,523.16 from calls and 24,128.24 from puts. The put-call delta ratio of 0.60 suggests neutral market maker positioning.
RNR DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Sep 19, 25 | 2,772.7 | -3,197.03 | -424.33 | 1.15 |
| Oct 17, 25 | 35,138.63 | -18,768.33 | 16,370.3 | 0.53 |
| Jan 16, 26 | 1,656.31 | -1,881.39 | -225.08 | 1.14 |
| Apr 17, 26 | 955.52 | -281.49 | 674.03 | 0.29 |