Financials
RenaissanceRe Holdings Ltd. (RNR) options and signal
Figures as of 28 Sep 2026
RNR is RenaissanceRe Holdings Ltd., a Financials name the model ranks every trading day. The options figures are from the close on 28 Sep 2026. The model's figures are from 25 Sep 2026, one trading day behind the latest, as the Free plan shows them. Every model figure is paper trading.
Membership gets tonight's signals the night they publish. Free gets every options screen, never delayed, and the signals one trading day behind.
At a glance
| Figure | Value | Date |
|---|---|---|
| Priced move to 16 Oct | 8.4% down, 6.8% up | 28 Sep |
| Call wall and put wall | 360 and 300 | 28 Sep |
| Signal and the desk's view | No signal, view bearish | 25 Sep |
| Last close | 324.90 | 28 Sep |
| Next report | 3 Nov 2026 | 28 Sep |
Options Snapshot
RNR's at the money implied volatility is 32.1 percent on 28 Sep 2026.
| Figure | Value |
|---|---|
| IV rank | Not stated, 0 weeks of record |
| At the money IV | 32.1%, near month, 18 days |
| Put/call ratio, open interest | 1.06 |
| Call open interest, strikes captured near the price | 416 contracts |
| Put open interest, strikes captured near the price | 442 contracts |
| Cost to trade at the money | Fair, 38.6% of the option's mid price |
From the option chain at the close on 28 Sep 2026. Current on every plan.
Open Options Snapshot in RingMasterThe Options Snapshot guide
Priced Range
On 28 Sep 2026, RNR options priced a move of 8.4 percent down and 6.8 percent up by 16 Oct 2026.
| Expiry | Days | Down | Up | Range |
|---|---|---|---|---|
| 16 Oct 2026 | 18 | 8.4% | 6.8% | 297.50 to 347.00 |
| 15 Jan 2027 | 109 | 13.8% | 16.5% | 280.00 to 378.40 |
| 16 Apr 2027 | 200 | 20.8% | 20.3% | 257.40 to 390.90 |
The range is one standard deviation either side of the close of 324.90, as the option prices imply it.
A priced move restates option prices at the close and says nothing certain about where the price goes.
From the option chain at the close on 28 Sep 2026. Current on every plan.
Gamma Map
On 28 Sep 2026, RNR's call wall is the 360 strike and its put wall is the 300 strike.
| Figure | Value |
|---|---|
| Call wall, most open call gamma | 360 |
| Put wall, most open put gamma | 300 |
| Flip strike, where net gamma changes sign | 309.67 |
| Net dollar gamma, calls minus puts | minus $26,672 |
| Total dollar gamma, both sides | $654,641 |
| Close | 324.90 |
Dollar gamma is stated for a one percent move in the price.
Net is calls minus puts under the standard convention, not a record of who holds the contracts.
From the option chain at the close on 28 Sep 2026. Current on every plan.
Volatility History
On 28 Sep 2026, RNR's at the money IV is 32.1 percent against 20 day realized volatility of 17.9 percent.
| Figure | Value |
|---|---|
| At the money IV | 32.1% |
| Realized volatility, 20 trading days | 17.9% |
| Realized volatility, 60 trading days | 22.7% |
Realized volatility is worked out from the daily closes the desk holds, not from the option chain.
From the option chain at the close on 28 Sep 2026. Current on every plan.
Open Volatility History in RingMasterThe Volatility History guide
Volatility Weather
On 28 Sep 2026, RNR's at the money IV runs from 32.1 percent at 18 days to 28.1 percent at 200 days.
| Days to expiry | At the money IV |
|---|---|
| 18 | 32.1% |
| 109 | 24.2% |
| 200 | 28.1% |
Near expiries price more volatility than far ones, an inverted term structure.
From the option chain at the close on 28 Sep 2026. Current on every plan.
Open Volatility Weather in RingMasterThe Volatility Weather guide
Volatility Surface
On 28 Sep 2026, RNR's surface spans 3 expiries out to 200 days, with IV from 23.6 to 47.1 percent near the price.
| Figure | Value |
|---|---|
| Expiries captured | 3 |
| Nearest expiry | 16 Oct 2026, 18 days |
| Farthest expiry | 16 Apr 2027, 200 days |
| Points within 10% of the price, 7 days out or more | 12 |
| Lowest IV among them | 23.6% |
| Highest IV among them | 47.1% |
From the option chain at the close on 28 Sep 2026. Current on every plan.
Open Volatility Surface in RingMasterThe Volatility Surface guide
Expiry Ladder
On 28 Sep 2026, RNR has 3 captured expiries, from 16 Oct 2026 to 16 Apr 2027.
| Expiry | Days | At the money IV | Call open interest | Put open interest |
|---|---|---|---|---|
| 16 Oct 2026 | 18 | 32.1% | 394 | 24 |
| 15 Jan 2027 | 109 | 24.2% | 20 | 411 |
| 16 Apr 2027 | 200 | 28.1% | 2 | 7 |
Open interest is summed over the strikes captured near the price on each expiry.
From the option chain at the close on 28 Sep 2026. Current on every plan.
Strike Table
On 28 Sep 2026, RNR's largest open interest sits at the 300 strike, with 416 contracts across the captured expiries.
| Strike | Call open interest | Put open interest | Total |
|---|---|---|---|
| 300 | 1 | 415 | 416 |
| 360 | 306 | 0 | 306 |
| 350 | 45 | 0 | 45 |
| 330 | 18 | 3 | 21 |
| 310 | 15 | 2 | 17 |
| 320 | 11 | 3 | 14 |
From the option chain at the close on 28 Sep 2026. Current on every plan.
Changed Hands
On 28 Sep 2026, 90 RNR option contracts traded.
| Figure | Value |
|---|---|
| Calls traded | 53 |
| Puts traded | 37 |
| Open interest, whole chain | 1,349 contracts |
| Volume to open interest | 0.07 |
| Unusual volume flag | No |
Traded volume and open interest are shown side by side and never combined. Open interest changes cannot identify buyers or sellers.
From the option chain at the close on 28 Sep 2026. Current on every plan.
Read-out
On 25 Sep 2026 the desk's view of RNR was bearish, paper trading.
| Figure | Value |
|---|---|
| Side | Bearish at 45 trading days, no signal |
| Level above the close | 333.67, the swing high of 24 Sep 2026, a close past it runs against the view |
| Level below the close | 321.80, the swing low of 22 Sep 2026 |
| The chart | Sits against the view |
| Strategy family | Bear put spread (buy a put spread) |
| Price target | None. The desk has no price model. |
The levels are prices the shares turned at on the chart, with the date of each.
Paper trading. The model's figures from 25 Sep 2026, one trading day behind, as the Free plan shows them.
Rank by Timeframe
On 25 Sep 2026 RNR sat at the 20th percentile of the model's 45 trading day ranking, paper trading.
| Timeframe | Percentile | Side |
|---|---|---|
| 10 trading days | 4 of 100 | Bearish |
| 20 trading days | 14 of 100 | Bearish |
| 45 trading days | 20 of 100 | Neutral |
100 is the top of the ranking. A name in the middle three fifths is neutral.
Paper trading. The model's figures from 25 Sep 2026, one trading day behind, as the Free plan shows them.
Open Rank by Timeframe in RingMasterThe Rank by Timeframe guide
Timeframe Agreement
On 25 Sep 2026, 2 of 3 timeframes put RNR on the bearish side, paper trading.
| Group | Timeframes | Side | On that side |
|---|---|---|---|
| Near | 10 day, 20 day | Bearish | 2 of 2 |
| Long | 45 day | Neutral | 0 of 1 |
Paper trading. The model's figures from 25 Sep 2026, one trading day behind, as the Free plan shows them.
Open Timeframe Agreement in RingMasterThe Timeframe Agreement guide
Signal History
On 25 Sep 2026 RNR had carried no signal for 1 trading day, paper trading.
| Trading day | Signal | 45 day percentile |
|---|---|---|
| 25 Sep 2026 | None | 20 of 100 |
Paper trading. The model's figures from 25 Sep 2026, one trading day behind, as the Free plan shows them.
Sector Split
On 25 Sep 2026, 63 of 135 Financials names were bullish and 32 were bearish, paper trading.
| Sector | Names | Bullish | Bearish | Neutral |
|---|---|---|---|---|
| Financials | 135 | 63 | 32 | 40 |
Paper trading. The model's figures from 25 Sep 2026, one trading day behind, as the Free plan shows them.
Price Chart
RNR closed at 324.90 on 28 Sep 2026.
| Figure | Value |
|---|---|
| Last close | 324.90 |
| Change over 5 trading days | -0.4% |
| Change over 21 trading days | -1.7% |
| Change over 63 trading days | +0.6% |
| Change over 252 trading days | +31.3% |
| 52 week high | 340.24 |
| 52 week low | 231.17 |
| 20 day moving average | 327.98 |
| 50 day moving average | 325.28 |
| 200 day moving average | 302.85 |
| RSI, 14 days | 47 |
Worked out from the desk's own daily bars, adjusted for share splits.
From the daily bars through 28 Sep 2026. Current on every plan.
Earnings Radar
RNR reports next on 3 Nov 2026, a date confirmed by the company.
| Figure | Value |
|---|---|
| Next report | 3 Nov 2026, after the close |
| Date | Confirmed by the company |
| Move after the report of 22 Jul 2026 | -0.7% |
| Move after the report of 23 Apr 2026 | -1.3% |
| Move after the report of 21 Jan 2026 | -0.9% |
| Move after the report of 23 Apr 2025 | -5.0% |
Earnings calendar as of 28 Sep 2026. Current on every plan.
Seasonality
In the 23 Septembers on record, RNR's average change was plus 2.3 percent, and it rose in 69.6 percent of them.
| Month | Average change | Middle change | Share of years up | Years |
|---|---|---|---|---|
| September | +2.3% | +3.6% | 69.6% | 23 |
| October | -0.9% | +0.1% | 52.2% | 23 |
| November | +4.6% | +2.7% | 87.0% | 23 |
Each figure is a month end to month end change in past years. A past month says nothing certain about the next one.
Monthly history through 28 Sep 2026. Current on every plan.
Headlines
The desk's news feeds carried 2 headlines naming RNR in the 3 days to 28 Sep 2026.
| Figure | Value |
|---|---|
| Headlines in the window | 2 |
| Latest | 28 Sep 2026 |
The titles are in the Headlines window, with the time each was published.
Headlines as of 28 Sep 2026. Current on every plan.
Questions
- What is RNR's IV rank?
- RNR's at the money implied volatility is 32.1 percent on 28 Sep 2026.
- What move are RNR options pricing?
- On 28 Sep 2026, RNR options priced a move of 8.4 percent down and 6.8 percent up by 16 Oct 2026.
- Where are RNR's call wall and put wall?
- On 28 Sep 2026, RNR's call wall is the 360 strike and its put wall is the 300 strike.
- What was the desk's latest view of RNR on the Free plan?
- On 25 Sep 2026 the desk's view of RNR was bearish, paper trading.
- When does RNR report earnings next?
- RNR reports next on 3 Nov 2026, a date confirmed by the company.
More Financials names
- HLI, Houlihan Lokey, Inc.
- ONB, Old National Bancorp
- FCFS, FirstCash Holdings, Inc.
- EQH, Equitable Holdings, Inc.
- L, Loews Corp
Guides and the full list
- Every covered stock, fund and index, A to Z
- Reading the options suite
- Options for beginners
- How Trade Cards work
- Words the desk uses
Membership gets tonight's signals the night they publish. Free gets every options screen, never delayed, and the signals one trading day behind.