Closed
⌘K
Sign in Sign up

RenaissanceRe Holdings Ltd RNR 347.35 -6.88 -1.94%

Previous-day view · Fri Nov 6 close. You are previewing the previous trading day. Subscribe to see today live and every other date — Trader is $59/mo. Sign up Sign in
ATM IV
0.247
Put Call Ratio (OI)
3.75
Put Call Ratio (Vol)
0.503
IV Rank
46.8
IV Percentile
42.5
Max pain
330

Delta exposure (2026-11-06)

Delta approximates how many cents the option moves for a $1 move in the underlying.

A 0.50 call gains ~$0.50 if the stock goes up $1. Delta also approximates the option's probability of finishing in the money.

DTE \text{DTE}
14.0
196.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-167.2
167.2
View values by strike
RNR · Delta exposure · 2026-11-06. Delta-weighted share equivalents.
StrikeCallsPuts
185.00 99.4 -1.06
190.00 0 -5.47
195.00 196 -6.84
200.00 197 -4.75
210.00 98.5 -2.58
220.00 97.6 -9.16
230.00 0 -24.9
240.00 587 -26.3
250.00 196 -4.28
260.00 194 -5.08
270.00 0 -3
280.00 93.8 -53.9
290.00 368 -44.8
300.00 89.4 -10.7 K
310.00 171 -74.2
320.00 821 -141
330.00 1.15 K -164
340.00 1.5 K -102
350.00 721 -164
360.00 2.1 K 0
370.00 939 -366
380.00 67.4 0
390.00 44.5 0
400.00 98.7 0
410.00 23.1 0
420.00 898 0
430.00 31.3 0
440.00 14.9 0