RNR
RenaissanceRe Holdings Ltd.Financial Services$300.37
▲ Bullish
Mkt Cap: $13.06B|Float: 42.4M|SI: 2.4%|DTC: 2.7
Data as of market close Apr 2, 2026
IV Rank
100
IV Pctl
89%
HV 20d
13.9%
52W Range
$218-$315
ATR(14)
$6.44
Exp. Move
±4.0%
P/C Ratio
0.34
Earnings
Apr 28
GEX Positive
DEX Long
Net Call Premium
IV High
Max Pain Below
Exp. Move Moderate
Low Put/Call
RNR Key Options Data
- IV Rank
- 100%
- Total GEX
- $0.00B
- Total DEX
- $0.0M
- Max Pain
- $260.00
- Expected Move
- ±4.0%
- Put/Call OI
- 0.34
- Net Premium
- $0.1M
- Spot Price
- $300.37
Gamma Exposure (GEX)
Delta Exposure (DEX)
Expected Move by Expiration
| Expiration | DTE | Expected Move | Move % | Lower | Upper |
|---|---|---|---|---|---|
| 2026-04-17 | 15 | ±$11.95 | ±4.0% | $288.42 | $312.32 |
| 2026-07-17 | 106 | ±$19.10 | ±6.4% | $281.27 | $319.47 |
| 2026-10-16 | 197 | ±$27.25 | ±9.1% | $273.12 | $327.62 |
Explore RNR options data including implied volatility rankings, gamma and delta exposure, max pain levels, and expected price moves. AI-generated reports provide directional, income, and earnings analysis.