RenaissanceRe Ltd. (RNR)
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 Delta Exposure By Expiry
The total Delta Exposure (DEX) for RNR across all expirations shows 24,598.41 net shares that market makers must hedge, with 48,226.96 from calls and 23,628.55 from puts. The put-call delta ratio of 0.49 shows bullish positioning with call dominance, potentially providing upward momentum but leaving the market vulnerable to sharp pullbacks.
RNR DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Oct 17, 25 | 43,486.08 | -21,192.54 | 22,293.54 | 0.49 |
| Nov 21, 25 | 953.49 | -79.99 | 873.5 | 0.08 |
| Jan 16, 26 | 2,721.59 | -1,802.25 | 919.34 | 0.66 |
| Apr 17, 26 | 1,065.8 | -553.77 | 512.03 | 0.52 |