RenaissanceRe Holdings Ltd.

(RNR)
New York Stock Exchange - Financial Services - Insurance - Reinsurance
$239.00
-0.21, -0.09%
Thursday, July 17, 2025 at 08:00 PM
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