RenaissanceRe Holdings Ltd.
(RNR)
New York Stock Exchange - Financial Services - Insurance - Reinsurance
Total Open Interest
Report Date: 2025-07-18
Total Volume
Report Date: 2025-07-18
Earnings
Next Earnings:
2025-07-23
Dividends
Next Dividend:
-
Key Fundamentals
Volume
308
Vol 5D
435
Vol 20D
474
Vol 60D
432
52 High
$300.00
52 Low
$210.51
$ Target
$277.00
Mkt Cap
11.7B
Beta
0.32
Profit %
13.54%
Divd %
0.82%
P/E
7.31
Fwd P/E
-
PEG
-0.71
RoA
3.11%
RoE
15.74%
RoOM
17.83%
Rev/S
241.55%
P/S
0.94
P/B
1.18
Bk Value
$334.36
EPS
$3.27
EPS Est.
$10.86
EPS Next
$3.50
EV/R
0.81
EV/EB
4.14
F/SO
95.17%
IVol Rank
13
1D
-0.23%
5D
0.09%
10D
1.20%
1M
-3.63%
3M
0.27%
6M
-4.65%
1Y
-
Open Interest by Expiration
Report Date: 2025-07-18
30D RVOL & IVOL
Report Date: 2025-07-18
Balance Sheet
Report Date:
2025-03-31
Income
Report Date:
2025-03-31
Options Market
Report Date: 2025-07-18
Upcoming OpEx: 2025-07-18
Open Interest by Expiration and Strike
Delta
Gamma
Implied Volatility Distribution
Max Pain
OpEx Largest OI
| Expiration Date | Type | Strike | Open Interest |
|---|---|---|---|
| 2025-07-18 | PUT | 240.0 | 127.0 |
| 2025-07-18 | CALL | 280.0 | 58.0 |
| 2025-07-18 | CALL | 250.0 | 55.0 |
| 2025-07-18 | CALL | 240.0 | 20.0 |
| 2025-07-18 | CALL | 290.0 | 20.0 |
| 2025-07-18 | PUT | 230.0 | 17.0 |
| 2025-07-18 | PUT | 210.0 | 14.0 |
| 2025-07-18 | PUT | 195.0 | 13.0 |
| 2025-07-18 | PUT | 220.0 | 12.0 |
| 2025-07-18 | PUT | 155.0 | 12.0 |
| 2025-07-18 | CALL | 260.0 | 11.0 |
| 2025-07-18 | PUT | 200.0 | 10.0 |
| 2025-07-18 | CALL | 390.0 | 10.0 |
| 2025-07-18 | CALL | 270.0 | 7.0 |
| 2025-07-18 | PUT | 185.0 | 7.0 |
| 2025-07-18 | CALL | 300.0 | 6.0 |
| 2025-07-18 | PUT | 250.0 | 5.0 |
| 2025-07-18 | PUT | 165.0 | 5.0 |
| 2025-07-18 | CALL | 380.0 | 4.0 |
| 2025-07-18 | PUT | 175.0 | 4.0 |
Largest OI
| Expiration Date | Type | Strike | Open Interest |
|---|---|---|---|
| 2025-10-17 | CALL | 250.0 | 743.0 |
| 2025-07-18 | PUT | 240.0 | 127.0 |
| 2025-07-18 | CALL | 280.0 | 58.0 |
| 2025-07-18 | CALL | 250.0 | 55.0 |
| 2025-07-18 | CALL | 290.0 | 20.0 |
| 2025-07-18 | CALL | 240.0 | 20.0 |
| 2025-07-18 | PUT | 230.0 | 17.0 |
| 2025-07-18 | PUT | 210.0 | 14.0 |
| 2025-07-18 | PUT | 195.0 | 13.0 |
| 2025-10-17 | PUT | 210.0 | 12.0 |
| 2025-07-18 | PUT | 155.0 | 12.0 |
| 2025-07-18 | PUT | 220.0 | 12.0 |
| 2025-08-15 | PUT | 230.0 | 11.0 |
| 2025-10-17 | CALL | 320.0 | 11.0 |
| 2025-07-18 | CALL | 260.0 | 11.0 |
| 2025-07-18 | PUT | 200.0 | 10.0 |
| 2025-07-18 | CALL | 390.0 | 10.0 |
| 2025-10-17 | CALL | 340.0 | 8.0 |
| 2025-07-18 | CALL | 270.0 | 7.0 |
| 2025-10-17 | CALL | 330.0 | 7.0 |
Options Table
Probability and Expected Value by Expiration Date
| Expiration | Strike | Type | Open Interest | Gamma | P/L | P/L % | Probability | EV |
|---|---|---|---|---|---|---|---|---|
| 2025-07-18 | 230.00 | PUT | 17 | 0.63 | $195.00 | 95.0% | 4.0% | $7.87 |
| 2025-07-18 | 240.00 | CALL | 20 | 2.84 | $920.00 | 460.0% | 73.0% | $668.23 |
| 2025-07-18 | 250.00 | CALL | 55 | 1.69 | $1,045.00 | 1393.0% | 1.0% | $6.23 |
| 2025-08-15 | 180.00 | PUT | 0 | 0.00 | $720.00 | 343.0% | 0.0% | $0.09 |
| 2025-08-15 | 185.00 | PUT | 1 | 0.00 | $735.00 | 377.0% | 0.0% | $0.29 |
| 2025-08-15 | 190.00 | PUT | 0 | 0.00 | $740.00 | 389.0% | 0.0% | $0.85 |
| 2025-08-15 | 195.00 | PUT | 0 | 0.00 | $690.00 | 288.0% | 0.0% | $3.02 |
| 2025-08-15 | 200.00 | PUT | 1 | 0.01 | $805.00 | 644.0% | 1.0% | $8.67 |
| 2025-08-15 | 210.00 | PUT | 3 | 0.03 | $680.00 | 272.0% | 5.0% | $34.80 |
| 2025-08-15 | 220.00 | PUT | 7 | 0.13 | $510.00 | 121.0% | 21.0% | $107.76 |
| 2025-08-15 | 230.00 | PUT | 11 | 0.30 | $300.00 | 48.0% | 52.0% | $154.71 |
| 2025-08-15 | 240.00 | CALL | 2 | 0.06 | $610.00 | 59.0% | 88.0% | $537.26 |
| 2025-08-15 | 250.00 | CALL | 5 | 0.15 | $1,040.00 | 173.0% | 45.0% | $471.38 |
| 2025-08-15 | 260.00 | CALL | 0 | 0.00 | $1,330.00 | 429.0% | 15.0% | $195.59 |
| 2025-08-15 | 270.00 | CALL | 0 | 0.00 | $1,495.00 | 1031.0% | 4.0% | $60.34 |
| 2025-08-15 | 280.00 | CALL | 0 | 0.00 | $1,465.00 | 837.0% | 1.0% | $8.73 |
| 2025-08-15 | 290.00 | CALL | 0 | 0.00 | $1,465.00 | 837.0% | 0.0% | $1.19 |
| 2025-09-19 | 150.00 | PUT | 0 | 0.00 | $1,150.00 | 767.0% | 0.0% | $0.64 |
| 2025-09-19 | 155.00 | PUT | 0 | 0.00 | $1,145.00 | 739.0% | 0.0% | $1.32 |
| 2025-09-19 | 160.00 | PUT | 0 | 0.00 | $1,140.00 | 713.0% | 0.0% | $2.61 |
| 2025-09-19 | 165.00 | PUT | 0 | 0.00 | $1,135.00 | 688.0% | 0.0% | $4.96 |
| 2025-09-19 | 170.00 | PUT | 0 | 0.00 | $1,130.00 | 665.0% | 1.0% | $9.10 |
| 2025-09-19 | 175.00 | PUT | 0 | 0.00 | $1,125.00 | 643.0% | 1.0% | $16.08 |
| 2025-09-19 | 180.00 | PUT | 0 | 0.00 | $1,115.00 | 603.0% | 2.0% | $27.26 |
| 2025-09-19 | 185.00 | PUT | 0 | 0.00 | $1,025.00 | 373.0% | 4.0% | $41.37 |
| 2025-09-19 | 190.00 | PUT | 0 | 0.00 | $1,010.00 | 348.0% | 5.0% | $51.69 |
| 2025-09-19 | 195.00 | PUT | 0 | 0.00 | $980.00 | 306.0% | 8.0% | $78.52 |
| 2025-09-19 | 200.00 | PUT | 0 | 0.00 | $1,005.00 | 341.0% | 12.0% | $121.75 |
| 2025-09-19 | 210.00 | PUT | 0 | 0.00 | $870.00 | 202.0% | 25.0% | $217.62 |
| 2025-09-19 | 220.00 | PUT | 0 | 0.00 | $670.00 | 106.0% | 45.0% | $303.68 |
| 2025-09-19 | 230.00 | PUT | 0 | 0.00 | $410.00 | 46.0% | 73.0% | $297.80 |
| 2025-09-19 | 240.00 | CALL | 0 | 0.00 | $650.00 | 49.0% | 88.0% | $572.49 |
| 2025-09-19 | 250.00 | CALL | 0 | 0.00 | $1,180.00 | 149.0% | 65.0% | $770.20 |
| 2025-09-19 | 260.00 | CALL | 0 | 0.00 | $1,490.00 | 310.0% | 40.0% | $589.04 |
| 2025-09-19 | 270.00 | CALL | 0 | 0.00 | $1,630.00 | 479.0% | 21.0% | $344.42 |
| 2025-09-19 | 280.00 | CALL | 0 | 0.00 | $1,700.00 | 630.0% | 10.0% | $168.20 |
| 2025-09-19 | 290.00 | CALL | 0 | 0.00 | $1,825.00 | 1259.0% | 4.0% | $73.66 |
| 2025-09-19 | 300.00 | CALL | 0 | 0.00 | $1,835.00 | 1359.0% | 2.0% | $34.44 |
| 2025-09-19 | 310.00 | CALL | 0 | 0.00 | $1,835.00 | 1359.0% | 1.0% | $10.94 |
| 2025-09-19 | 320.00 | CALL | 0 | 0.00 | $1,835.00 | 1359.0% | 0.0% | $2.99 |
| 2025-09-19 | 330.00 | CALL | 0 | 0.00 | $1,835.00 | 1359.0% | 0.0% | $0.72 |
| 2025-09-19 | 340.00 | CALL | 0 | 0.00 | $1,835.00 | 1359.0% | 0.0% | $0.15 |
| 2025-10-17 | 115.00 | PUT | 0 | 0.00 | $1,375.00 | 1833.0% | 0.0% | $0.11 |
| 2025-10-17 | 120.00 | PUT | 1 | 0.00 | $1,255.00 | 644.0% | 0.0% | $0.23 |
| 2025-10-17 | 125.00 | PUT | 1 | 0.00 | $1,255.00 | 644.0% | 0.0% | $0.49 |
| 2025-10-17 | 130.00 | PUT | 1 | 0.00 | $1,255.00 | 644.0% | 0.0% | $0.70 |
| 2025-10-17 | 135.00 | PUT | 0 | 0.00 | $1,255.00 | 644.0% | 0.0% | $1.44 |
| 2025-10-17 | 140.00 | PUT | 3 | 0.00 | $1,250.00 | 625.0% | 0.0% | $2.04 |
| 2025-10-17 | 145.00 | PUT | 1 | 0.00 | $1,355.00 | 1426.0% | 0.0% | $4.31 |
| 2025-10-17 | 150.00 | PUT | 2 | 0.00 | $1,355.00 | 1426.0% | 0.0% | $5.92 |
| 2025-10-17 | 155.00 | PUT | 3 | 0.00 | $1,285.00 | 779.0% | 1.0% | $10.34 |
| 2025-10-17 | 160.00 | PUT | 1 | 0.00 | $1,205.00 | 492.0% | 1.0% | $12.98 |
| 2025-10-17 | 165.00 | PUT | 3 | 0.01 | $1,325.00 | 1060.0% | 2.0% | $24.87 |
| 2025-10-17 | 170.00 | PUT | 5 | 0.01 | $1,310.00 | 936.0% | 3.0% | $41.34 |
| 2025-10-17 | 175.00 | PUT | 2 | 0.01 | $1,175.00 | 427.0% | 4.0% | $47.42 |
| 2025-10-17 | 180.00 | PUT | 1 | 0.00 | $1,285.00 | 779.0% | 6.0% | $82.64 |
| 2025-10-17 | 185.00 | PUT | 3 | 0.01 | $1,255.00 | 644.0% | 8.0% | $100.55 |
| 2025-10-17 | 190.00 | PUT | 2 | 0.01 | $1,175.00 | 427.0% | 12.0% | $142.34 |
| 2025-10-17 | 195.00 | PUT | 0 | 0.00 | $1,165.00 | 409.0% | 15.0% | $171.32 |
| 2025-10-17 | 200.00 | PUT | 3 | 0.02 | $1,110.00 | 326.0% | 21.0% | $234.54 |
| 2025-10-17 | 210.00 | PUT | 12 | 0.13 | $880.00 | 154.0% | 34.0% | $301.06 |
| 2025-10-17 | 220.00 | PUT | 1 | 0.01 | $680.00 | 88.0% | 52.0% | $350.67 |
| 2025-10-17 | 230.00 | PUT | 3 | 0.05 | $400.00 | 38.0% | 73.0% | $290.54 |
| 2025-10-17 | 240.00 | CALL | 1 | 0.02 | $650.00 | 41.0% | 96.0% | $624.08 |
| 2025-10-17 | 250.00 | CALL | 743 | 15.48 | $1,140.00 | 104.0% | 65.0% | $744.09 |
| 2025-10-17 | 260.00 | CALL | 6 | 0.12 | $1,500.00 | 203.0% | 45.0% | $679.88 |
| 2025-10-17 | 270.00 | CALL | 2 | 0.03 | $1,790.00 | 398.0% | 29.0% | $525.76 |
| 2025-10-17 | 280.00 | CALL | 1 | 0.01 | $1,940.00 | 647.0% | 18.0% | $343.42 |
| 2025-10-17 | 290.00 | CALL | 0 | 0.00 | $2,070.00 | 1218.0% | 10.0% | $204.81 |
| 2025-10-17 | 300.00 | CALL | 3 | 0.01 | $2,065.00 | 1180.0% | 5.0% | $105.69 |
| 2025-10-17 | 310.00 | CALL | 2 | 0.00 | $2,065.00 | 1180.0% | 2.0% | $50.49 |
| 2025-10-17 | 320.00 | CALL | 11 | 0.01 | $2,065.00 | 1180.0% | 1.0% | $22.24 |
| 2025-10-17 | 330.00 | CALL | 7 | 0.00 | $2,065.00 | 1180.0% | 0.0% | $9.02 |
| 2025-10-17 | 340.00 | CALL | 8 | 0.00 | $2,065.00 | 1180.0% | 0.0% | $2.37 |
| 2025-10-17 | 350.00 | CALL | 0 | 0.00 | $2,065.00 | 1180.0% | 0.0% | $0.81 |
| 2025-10-17 | 360.00 | CALL | 0 | 0.00 | $2,065.00 | 1180.0% | 0.0% | $0.25 |
Call/Put Open Interest and Volatility Skew
Vega