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RNR

RenaissanceRe Holdings Ltd.Close $326.29EOD only

Max Pain

$260.00

Next expiry Jul 17, 2026

Expected Move

±$4.45

1.4% from close

Price Gap

-66.29

Distance to max pain

IV Rank

Low premium

P/C OI

0.72

Slightly call-heavy

Consensus

—

No reports available

Published snapshot: Jul 2, 2026 close

End-of-day snapshot

This page reflects RNR options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.

Published Snapshot

Jul 2, 2026 close

RNR Options Chain

Data as of market close Jul 2, 2026

Expiration

Compare calls and puts side by side with OI, volume, IV, and positioning context.

Control Row

Next expiry (DTE 15)

Blank greek cells usually mean usable implied volatility was unavailable for that contract in the market-close snapshot.

Open Interest by Strike

IV Skew

Volume by Strike

Calls

Strike	Last	Bid	Ask	Vol	OI	IV	Delta	Gamma	Theta	Vega	Rho
155.00	114.60	127.50	131.60	0	1	0.0%	1.000	0.0000	-0.018	0.000	0.059
165.00	144.50	129.10	133.40	0	1	0.0%	1.000	0.0000	-0.019	0.000	0.063
195.00	115.50	100.70	103.90	0	1	0.0%	1.000	0.0000	-0.023	0.000	0.075
230.00	82.55	0.00	0.00	1	0	0.0%	1.000	0.0000	-0.027	0.000	0.088
240.00	66.95	85.50	88.90	1	5	88.9%	0.969	0.0012	-0.170	0.045	0.088
260.00	42.20	65.50	69.10	15	6	70.8%	0.957	0.0020	-0.176	0.058	0.094
280.00	39.57	45.90	49.20	1	2	54.4%	0.934	0.0037	-0.190	0.082	0.099
290.00	15.25	35.90	39.50	3	47	59.4%	0.861	0.0058	-0.328	0.141	0.093
300.00	7.97	26.30	29.90	2	7	49.9%	0.822	0.0082	-0.325	0.166	0.091
310.00	9.00	17.70	21.00	1	16	42.7%	0.750	0.0116	-0.336	0.203	0.086
320.00	2.14	9.20	12.30	1	4	33.7%	0.638	0.0174	-0.311	0.240	0.075
330.00	0.90	3.10	5.80	5	11	28.3%	0.442	0.0218	-0.271	0.252	0.053
340.00	0.48	0.00	2.10	2	53	25.6%	0.223	0.0182	-0.182	0.190	0.027
350.00	1.40	0.00	2.30	1	2	36.5%	0.178	0.0112	-0.224	0.167	0.021
370.00	2.35	0.00	2.95	1	1	57.8%	0.149	0.0063	-0.312	0.149	0.018
380.00	1.90	0.00	2.60	1	5	52.7%	0.079	0.0044	-0.181	0.094	0.009
390.00	1.30	0.00	2.40	1	0	58.2%	0.068	0.0035	-0.176	0.084	0.008

Puts

Strike	Last	Bid	Ask	Vol	OI	IV	Delta	Gamma	Theta	Vega	Rho
155.00	1.15	0.00	3.10	1	2	210.6%	-0.022	0.0004	-0.251	0.033	-0.003
160.00	1.40	0.10	3.20	1	2	205.0%	-0.024	0.0004	-0.262	0.036	-0.004
165.00	2.02	0.35	3.30	0	2	201.2%	-0.027	0.0005	-0.282	0.039	-0.004
170.00	1.90	0.00	3.50	0	1	191.9%	-0.027	0.0005	-0.271	0.040	-0.004
175.00	1.15	0.00	2.75	3	5	176.0%	-0.024	0.0005	-0.222	0.036	-0.003
180.00	0.50	0.00	2.55	1	2	166.7%	-0.023	0.0005	-0.208	0.035	-0.003
220.00	4.00	1.20	4.60	5	5	140.8%	-0.058	0.0013	-0.369	0.074	-0.008
230.00	0.90	0.00	2.85	0	1	108.4%	-0.039	0.0012	-0.208	0.054	-0.005
240.00	1.10	0.00	3.20	1	5	100.0%	-0.047	0.0015	-0.222	0.063	-0.006
250.00	1.51	0.00	2.20	1	2	82.1%	-0.040	0.0017	-0.161	0.055	-0.005
260.00	3.10	0.00	2.25	63	63	72.5%	-0.046	0.0021	-0.158	0.062	-0.006
270.00	4.70	0.00	1.30	4	4	55.8%	-0.036	0.0022	-0.098	0.050	-0.005
280.00	7.51	0.00	2.50	1	2	54.3%	-0.066	0.0037	-0.156	0.082	-0.009
290.00	10.80	8.10	11.50	1	1	95.1%	-0.231	0.0050	-0.651	0.195	-0.032
300.00	1.07	0.00	2.90	1	1	45.9%	-0.159	0.0083	-0.247	0.155	-0.021
310.00	2.28	0.25	3.60	1	1	37.5%	-0.224	0.0125	-0.247	0.191	-0.029
350.00	49.50	65.70	69.80	0	0	202.9%	-0.489	0.0031	-1.821	0.255	-0.086

How to Read the Chain

Use this market-close chain snapshot to compare liquidity, pricing, IV, and per-contract greeks across the active expiration.

How to scan it

Start with strike, bid/ask spread, open interest, and volume. Then use IV and greeks to decide whether a contract fits your directional, income, or volatility idea.

What matters first

Clean fills matter before a contract looks mathematically attractive. A thin market can erase the edge you think you found.

What can mislead you

Low premium, high IV, or one convenient delta do not make a trade by themselves. Check how far the strike sits from spot, expected move, and the event calendar.

Greeks are close-of-day estimates, and blank greek cells usually mean usable implied volatility was unavailable for that contract.