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RenaissanceRe Holdings Ltd RNR 326.29 -0.83 -0.25%

RNR Options Support & Resistance

RNR (RenaissanceRe Holdings Ltd): Explore options-derived support and resistance levels, call walls and put walls. Free delayed preview.

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ATM IV
0.213
Put Call Ratio (OI)
4.88
Put Call Ratio (Vol)
0.722
IV Rank
31
IV Percentile
15.5
Max Pain
300

Option Walls

A gamma wall is a strike where dealer gamma is concentrated.

Price often pauses or reverses there because dealers must hedge aggressively when the underlying crosses it. Walls above spot tend to act as resistance; walls below spot tend to act as support.

See also: Gamma exposure (GEX)

$220 Key Put Strike 3 $230 Key Put Strike 2 $300 Put Wall $330 Key Call Strike 3 $350 Call Wall $360 Key Call Strike 2