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RenaissanceRe Holdings Ltd RNR 347.35 -6.88 -1.94%

Previous-day view · Fri Nov 6 close. You are previewing the previous trading day. Subscribe to see today live and every other date — Trader is $59/mo. Sign up Sign in
ATM IV
0.247
Put Call Ratio (OI)
3.75
Put Call Ratio (Vol)
0.503
IV Rank
46.8
IV Percentile
42.5
Max pain
330

Gamma exposure (2026-11-06)

GEX estimates dealer hedging flow at each strike.

Positive GEX = dealers are long gamma; they buy the dip and sell the rip, dampening volatility. Negative GEX = dealers are short gamma; they sell the dip and buy the rip, amplifying volatility.

DTE \text{DTE}
14.0
196.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-167.2
167.2
View values by strike
RNR · Gamma exposure · 2026-11-06. USD of exposure per 1% underlying move.
StrikeCallsPuts
185.00 20.4 -32.5
190.00 0 -173
195.00 104 -224
200.00 83.1 -161
210.00 52.2 -94.4
220.00 79.2 -351
230.00 0 -739
240.00 543 -836
250.00 180 -149
260.00 292 -259
270.00 0 -165
280.00 279 -3.48 K
290.00 1.47 K -3.54 K
300.00 495 -388 K
310.00 1.32 K -6.17 K
320.00 7.38 K -10.2 K
330.00 19.9 K -8.99 K
340.00 25.8 K -6.52 K
350.00 20.8 K -8.48 K
360.00 50.1 K 0
370.00 44.8 K -6.78 K
380.00 3.29 K 0
390.00 2.41 K 0
400.00 3.37 K 0
410.00 1.01 K 0
420.00 27.9 K 0
430.00 1.22 K 0
440.00 771 0