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
RenaissanceRe Greeks
Delta, Gamma, Theta, and Vega Greek Charts for RNR options.
Delta Table
| Strike Price | Delta | Gamma | Theta | Vega |
|---|---|---|---|---|
| 115.00 | 0.9425 | 0.0012 | -0.254 | 0.0886 |
| 120.00 | 0.9403 | 0.0014 | -0.2487 | 0.0915 |
| 125.00 | 0.9372 | 0.0014 | -0.2462 | 0.0954 |
| 130.00 | 0.9333 | 0.0016 | -0.2463 | 0.1002 |
| 135.00 | 0.9285 | 0.0018 | -0.249 | 0.1060 |
| 140.00 | 0.9258 | 0.0019 | -0.2424 | 0.1091 |
| 145.00 | 0.9254 | 0.0021 | -0.2277 | 0.1096 |
| 150.00 | 0.9173 | 0.0024 | -0.2368 | 0.1194 |
| 155.00 | 0.9114 | 0.0026 | -0.2378 | 0.1259 |
| 160.00 | 0.9086 | 0.0029 | -0.2273 | 0.1295 |
| 165.00 | 0.9009 | 0.0033 | -0.2303 | 0.1378 |
| 170.00 | 0.8971 | 0.0037 | -0.2205 | 0.1422 |
| 175.00 | 0.8845 | 0.0043 | -0.2297 | 0.1556 |
| 180.00 | 0.8728 | 0.0049 | -0.2325 | 0.1677 |
| 185.00 | 0.8609 | 0.0056 | -0.233 | 0.1798 |
| 190.00 | 0.8581 | 0.0063 | -0.2152 | 0.1824 |
| 195.00 | 0.8302 | 0.0077 | -0.2325 | 0.2101 |
| 200.00 | 0.8186 | 0.0088 | -0.2234 | 0.2192 |
| 210.00 | 0.7776 | 0.0127 | -0.2104 | 0.2545 |
| 220.00 | 0.6347 | 0.0198 | -0.257 | 0.3591 |
| 230.00 | 0.4816 | 0.0327 | -0.2355 | 0.4380 |
| 240.00 | 0.0999 | 0.0437 | -0.2526 | 0.5377 |
| 250.00 | -0.3898 | 0.0457 | -0.1767 | 0.4740 |
| 260.00 | -0.8254 | 0.0142 | -0.0573 | 0.1748 |
| 270.00 | -0.8798 | 0.0091 | -0.05 | 0.1360 |
| 280.00 | -0.914 | 0.0063 | -0.0402 | 0.1066 |
| 290.00 | -0.9271 | 0.0048 | -0.0403 | 0.0941 |
| 300.00 | -0.9382 | 0.0037 | -0.0378 | 0.0828 |
| 310.00 | -0.9321 | 0.0034 | -0.0551 | 0.0891 |
| 320.00 | -0.9369 | 0.0030 | -0.0569 | 0.0841 |
| 330.00 | -0.9408 | 0.0026 | -0.0584 | 0.0800 |
| 340.00 | -0.9441 | 0.0023 | -0.0598 | 0.0766 |
| 350.00 | -0.9495 | 0.0020 | -0.0556 | 0.0706 |
| 360.00 | -0.9492 | 0.0019 | -0.0616 | 0.0709 |