RenaissanceRe (RNR) Options Chain
NYSE: RNRFinanceProperty-Casualty InsurersUSD
At close: Oct 9, 4:00 PM ET · Delayed 15 min
Expiration date
- Expiration
- May 21, 2027
- Days to expiration
- 223
- Share price
- $331.38
- Put/call ratio (OI)
- 10.63
- Put/call ratio (volume)
- 0.50
- Expected move
- ±$70.84
- Open interest (C / P)
- 38 / 404
RNR options summary
The RNR options chain for the May 21, 2027 expiration lists 4 call and 3 put contracts, with 223 days until expiration. Open interest stands at 38 calls and 404 puts, a put/call ratio of 10.63, which is more bearish, with puts outnumbering calls. At-the-money implied volatility near the $350.00 strike is 27.4%, which implies the market expects a move of about ±$70.84 (21.4%) in RenaissanceRe stock by expiration.
The most open interest sits at the $360.00 call (34 contracts) and the $300.00 put (402 contracts).
Summary generated from market data by MetaCap's automated system. Methodology
RNR options chain · May 21, 2027
| Calls | Puts | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| Last | Bid | Ask | Strike | Bid | Ask | Last | |||||
| — | — | — | 230.00 | 0.05 | 3.50 | 2.05 | |||||
| — | — | — | 240.00 | 0.60 | 3.90 | 2.65 | |||||
| — | — | — | 300.00 | 8.00 | 11.50 | 11.40 | |||||
| 16.90 | 16.60 | 20.70 | 350.00 | — | — | — | |||||
| 13.50 | 12.70 | 16.40 | 360.00 | — | — | — | |||||
| 2.25 | 0.85 | 4.70 | 420.00 | — | — | — | |||||
| 1.65 | 0.20 | 4.00 | 430.00 | — | — | — | |||||
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 May 21, 2027 expiration, the RNR put/call ratio based on open interest is 10.63 (404 puts vs 38 calls), and 0.50 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 May 21, 2027 is about 27.4%, 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.