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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

Expected move

November 06, 2026 close · $347.24
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.2% ±$4.31 $342.93 – $351.55 $342.07 – $352.41 $337.97 – $356.51
2 sessions ±1.7% ±$6.01 $341.23 – $353.25 $339.95 – $354.53 $334.29 – $360.19
3 sessions ±2.2% ±$7.57 $339.67 – $354.81 $338.21 – $356.27 $331.13 – $363.35
1 week ±2.8% ±$9.62 $337.62 – $356.86 $335.50 – $358.98 $326.75 – $367.73
2 weeks ±3.9% ±$13.47 $333.77 – $360.71 $330.57 – $363.91 $318.45 – $376.03
3 weeks ±4.6% ±$15.83 $331.41 – $363.07 $327.59 – $366.89 $313.80 – $380.68
1 month ±5.3% ±$18.23 $329.01 – $365.47 $324.50 – $369.98 $308.63 – $385.85
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. Draw the cone on the chart →

Volatility premium

Beta
The forecast is for the current session, which this plan does not open.

Earnings: priced against what happened

No completed report with a comparable pre-report straddle.