RenaissanceRe (RNR) Options Chain
NYSE: RNRFinanceProperty-Casualty InsurersUSD
At close: Oct 9, 4:00 PM ET · Delayed 15 min
Expiration date
- Expiration
- Nov 20, 2026
- Days to expiration
- 40
- Share price
- $331.38
- Put/call ratio (OI)
- 0.90
- Put/call ratio (volume)
- 3.00
- Expected move
- ±$34.39
- Open interest (C / P)
- 10 / 9
RNR options summary
The RNR options chain for the November 20, 2026 expiration lists 3 call and 2 put contracts, with 40 days until expiration. Open interest stands at 10 calls and 9 puts, a put/call ratio of 0.90, which is fairly balanced between calls and puts. At-the-money implied volatility near the $320.00 strike is 31.4%, which implies the market expects a move of about ±$34.39 (10.4%) in RenaissanceRe stock by expiration.
The most open interest sits at the $360.00 call (6 contracts) and the $320.00 put (6 contracts).
Summary generated from market data by MetaCap's automated system. Methodology
RNR options chain · November 20, 2026
| Calls | Puts | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| Last | Bid | Ask | Strike | Bid | Ask | Last | |||||
| — | — | — | 310.00 | 2.90 | 6.40 | 6.20 | |||||
| — | — | — | 320.00 | 5.70 | 8.70 | 9.10 | |||||
| 4.90 | 3.90 | 6.20 | 350.00 | — | — | — | |||||
| 3.40 | 1.15 | 4.50 | 360.00 | — | — | — | |||||
| 0.55 | 0.00 | 2.95 | 380.00 | — | — | — | |||||
In-the-money callsIn-the-money puts. IV = implied volatility, OI = open interest (contracts). Each contract covers 100 shares. Quotes delayed at least 15 minutes.
Frequently asked questions
What is the RNR put/call ratio?
For the November 20, 2026 expiration, the RNR put/call ratio based on open interest is 0.90 (9 puts vs 10 calls), and 3.00 based on today's volume. A ratio above 1 means more puts than calls.
What is RNR's implied volatility?
At-the-money implied volatility for RNR options expiring November 20, 2026 is about 31.4%, an annualized estimate of how much the market expects RenaissanceRe stock to move.
How many RNR option expiration dates are there?
RNR has 5 listed expiration dates, from Oct 16, 2026 to May 21, 2027.
What does "in the money" mean?
A call is in the money when the strike price is below the current share price; a put is in the money when the strike is above it. In-the-money contracts have intrinsic value and are shaded in the table.