RenaissanceRe Ltd. (RNR)
NYSE: RNR
· Real-Time Price · USD
238.50
-2.15 (-0.89%)
At close: Sep 08, 2025, 3:13 PM
RNR Gamma Exposure By Expiry
The total Gamma Exposure (GEX) for RNR across all expirations is 950.39 shares per 1% move, with 2,354.53 from calls and 1,404.14 from puts. The put-call GEX ratio of 0.60 reflects balanced positioning between puts and calls.
RNR GEX Table
| Expiry Date | Call GEX | Put GEX | Net GEX | P/C GEX |
|---|---|---|---|---|
| Sep 19, 25 | 212.83 | -262.11 | -49.28 | 1.23 |
| Oct 17, 25 | 2,088.97 | -1,078.23 | 1,010.74 | 0.52 |
| Jan 16, 26 | 39.99 | -55.99 | -16 | 1.40 |
| Apr 17, 26 | 12.74 | -7.81 | 4.93 | 0.61 |