RenaissanceRe Ltd. (RNR) Gamma Exposure Analysis | GEX Options Flow & Volatility - Stocknear

RenaissanceRe Ltd.

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 Daily Gamma Exposure

Current Gamma Exposure (GEX) is 99.7199999999998, which is 92% below the 3M average of 1.22K. Over this period, GEX peaked at 2.84K on Jul 24, 2025 and bottomed at 99.7199999999998 on Sep 26, 2025, maintaining consistently positive gamma throughout.

GEX History

Date Call GEX Put GEX Net GEX P/C GEX
Sep 26, 2025 1,861.86 -1,762.14 99.72 0.95
Sep 25, 2025 2,075.83 -1,701.31 374.52 0.82
Sep 24, 2025 1,981.56 -1,834 147.56 0.93

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