RenaissanceRe (RNR) Options Chain
NYSE: RNRFinanceProperty-Casualty InsurersUSD
At close: Oct 9, 4:00 PM ET · Delayed 15 min
Expiration date
- Expiration
- Jan 15, 2027
- Days to expiration
- 96
- Share price
- $331.38
- Put/call ratio (OI)
- 20.19
- Put/call ratio (volume)
- 1.07
- Expected move
- ±$44.12
- Open interest (C / P)
- 21 / 424
RNR options summary
The RNR options chain for the January 15, 2027 expiration lists 17 call and 14 put contracts, with 96 days until expiration. Open interest stands at 21 calls and 424 puts, a put/call ratio of 20.19, which is more bearish, with puts outnumbering calls. At-the-money implied volatility near the $330.00 strike is 26.0%, which implies the market expects a move of about ±$44.12 (13.3%) in RenaissanceRe stock by expiration.
The most open interest sits at the $330.00 call (5 contracts) and the $300.00 put (401 contracts).
Summary generated from market data by MetaCap's automated system. Methodology
RNR options chain · January 15, 2027
| Calls | Puts | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| Last | Bid | Ask | Strike | Bid | Ask | Last | |||||
| 144.30 | 146.20 | 150.00 | 185.00 | 0.00 | 0.00 | 1.95 | |||||
| — | — | — | 190.00 | 0.00 | 0.00 | 2.25 | |||||
| — | — | — | 195.00 | 0.00 | 3.30 | 0.70 | |||||
| 92.70 | 0.00 | 0.00 | 200.00 | 0.00 | 0.00 | 2.50 | |||||
| — | — | — | 210.00 | 0.00 | 2.65 | 1.05 | |||||
| — | — | — | 220.00 | 0.00 | 2.90 | 1.35 | |||||
| — | — | — | 230.00 | 0.00 | 2.90 | 1.80 | |||||
| 89.17 | 92.50 | 95.50 | 240.00 | 0.00 | 0.00 | 2.10 | |||||
| — | — | — | 260.00 | 0.15 | 3.60 | 1.95 | |||||
| — | — | — | 270.00 | 0.05 | 4.10 | 2.60 | |||||
| 50.10 | 56.30 | 59.00 | 280.00 | 1.00 | 4.30 | 2.65 | |||||
| 45.50 | 0.00 | 0.00 | 290.00 | — | — | — | |||||
| 40.66 | 39.00 | 42.20 | 300.00 | 3.30 | 7.00 | 6.25 | |||||
| 33.00 | 32.10 | 34.90 | 310.00 | — | — | — | |||||
| 23.76 | 0.00 | 0.00 | 320.00 | 8.20 | 11.90 | 12.31 | |||||
| 15.60 | 16.10 | 19.50 | 330.00 | 12.20 | 15.80 | 16.38 | |||||
| 12.55 | 9.90 | 11.90 | 350.00 | — | — | — | |||||
| 8.73 | 6.90 | 8.70 | 360.00 | — | — | — | |||||
| 6.50 | 3.60 | 7.30 | 370.00 | — | — | — | |||||
| 1.39 | 0.00 | 0.00 | 400.00 | — | — | — | |||||
| 2.55 | 0.00 | 3.20 | 410.00 | — | — | — | |||||
| 1.90 | 0.00 | 2.90 | 420.00 | — | — | — | |||||
| 0.50 | 0.00 | 3.20 | 430.00 | — | — | — | |||||
| 0.35 | 0.00 | 0.00 | 440.00 | — | — | — | |||||
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 January 15, 2027 expiration, the RNR put/call ratio based on open interest is 20.19 (424 puts vs 21 calls), and 1.07 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 January 15, 2027 is about 26.0%, 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.