RNR Option Overview
RenaissanceRe Holdings Ltd (RNR) options traded 19 contracts on Nov 4, 2026, well below the 20-day average of 72, and calls outnumber puts. 30-day implied volatility was 25.1%, near the bottom of its one-year range. Near-term max pain was $330.00, 6.7% below the $353.64 close.
About RNR
RNR Options FAQ
How actively are RNR options traded?
18 calls and 1 puts traded on Nov 4, 2026, 19 contracts in total. Open interest was 1.15K contracts. Over the past 30 days, volume averaged 63 contracts per day. The RNR option volume chart shows volume by strike and expiration date.
Is RNR implied volatility high right now?
RenaissanceRe IV rank is 5, so its 30-day implied volatility of 25.1% is near the bottom of its one-year range. Over the past year it ranged from 18.8% on Dec 19, 2025 to 139.1% on Jul 17, 2026. See the RNR implied volatility history for a longer view.
What is the RNR put/call ratio?
The RenaissanceRe put/call volume ratio was 0.06 on Nov 4, 2026, so calls outnumber puts. The put/call open interest ratio was 4.02. The RNR open interest chart shows calls and puts at each strike.
What is RNR max pain this week?
As of the Nov 4, 2026 close, max pain for RenaissanceRe options about one week from expiration was $330.00, 6.7% below the $353.64 close. The RNR max pain chart shows it for every expiration date.
What is RNR's expected move over the next week?
Based on 7-day implied volatility of 27.1%, options price a move of about ±$13.25 (±3.7%) over the next week, a range of roughly $340.39 to $366.89 from the Nov 4, 2026 close. The RNR expected move chart shows it for every expiration date.