RGA · Reinsurance Group Of America Inc

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$239.00 +0.09 (+0.04%)

Market Cap

$15.65B

65.51M

Options Chain

15-min delayed Underlying $239.00 · today Options Calculator

Positioning

Aug 21, 2026 · 25 days to expiry · 52 contracts

Put / call OI

0.43

Call-heavy positioning

Open interest

contracts outstanding

Volume

traded today

Max pain

$230.00

$9.00 below spot

ATM implied vol

31.1%

market's expected move

Open interest by strike

Calls Puts

135

140

145

150

155

160

165

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185

190

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320

Chain

Click any strike for greeks, breakeven and the calculator

Expiry

Aug 21 25d Sep 18 53d Oct 16 81d Nov 20 116d Jan 15 172d

Calls						Puts
OI	Vol	IV	Δ	Last	Strike	Last	Δ	IV	Vol	OI
0	—	102.6%	0.988	—		—	-0.015	109.5%	—	0
Call · $135 In the money Last — Breakeven — Implied vol 102.6% Delta 0.988 ≈99% ITM Gamma 0 Theta -0.039 Vega 0.024 Open interest 0 Model this call Put · $135 Last — Breakeven — Implied vol 109.5% Delta -0.015 ≈2% ITM Gamma 0.001 Theta -0.053 Vega 0.024 Open interest 0 Model this put
0	—	80.3%	0.996	—		—	-0.038	128.6%	—	0
Call · $140 In the money Last — Breakeven — Implied vol 80.3% Delta 0.996 ≈100% ITM Gamma 0 Theta -0.013 Vega 0.01 Open interest 0 Model this call Put · $140 Last — Breakeven — Implied vol 128.6% Delta -0.038 ≈4% ITM Gamma 0.001 Theta -0.133 Vega 0.048 Open interest 0 Model this put
0	—	72.8%	0.996	—		—	-0.017	97.5%	—	0
Call · $145 In the money Last — Breakeven — Implied vol 72.8% Delta 0.996 ≈100% ITM Gamma 0 Theta -0.011 Vega 0.004 Open interest 0 Model this call Put · $145 Last — Breakeven — Implied vol 97.5% Delta -0.017 ≈2% ITM Gamma 0.001 Theta -0.052 Vega 0.024 Open interest 0 Model this put
0	—	83.8%	0.988	—		—	-0.018	91.8%	—	0
Call · $150 In the money Last — Breakeven — Implied vol 83.8% Delta 0.988 ≈99% ITM Gamma 0.001 Theta -0.036 Vega 0.025 Open interest 0 Model this call Put · $150 Last — Breakeven — Implied vol 91.8% Delta -0.018 ≈2% ITM Gamma 0.001 Theta -0.051 Vega 0.025 Open interest 0 Model this put
0	—	75.9%	0.99	—		—	-0.019	86.3%	—	0
Call · $155 In the money Last — Breakeven — Implied vol 75.9% Delta 0.99 ≈99% ITM Gamma 0.001 Theta -0.029 Vega 0.025 Open interest 0 Model this call Put · $155 Last — Breakeven — Implied vol 86.3% Delta -0.019 ≈2% ITM Gamma 0.001 Theta -0.051 Vega 0.025 Open interest 0 Model this put
0	—	86%	0.973	—		—	-0.068	115.8%	—	0
Call · $160 In the money Last — Breakeven — Implied vol 86% Delta 0.973 ≈97% ITM Gamma 0.001 Theta -0.072 Vega 0.052 Open interest 0 Model this call Put · $160 Last — Breakeven — Implied vol 115.8% Delta -0.068 ≈7% ITM Gamma 0.002 Theta -0.19 Vega 0.089 Open interest 0 Model this put
0	—	79%	0.973	—		$0.30	-0.022	75.8%	5	5
Call · $165 In the money Last — Breakeven — Implied vol 79% Delta 0.973 ≈97% ITM Gamma 0.001 Theta -0.066 Vega 0.052 Open interest 0 Model this call Put · $165 Last $0.30 Breakeven $164.70 Implied vol 75.8% Delta -0.022 ≈2% ITM Gamma 0.001 Theta -0.05 Vega 0.026 Open interest 5 Model this put
0	—	61.4%	0.987	—		—	-0.024	70.8%	—	0
Call · $170 In the money Last — Breakeven — Implied vol 61.4% Delta 0.987 ≈99% ITM Gamma 0.001 Theta -0.031 Vega 0.026 Open interest 0 Model this call Put · $170 Last — Breakeven — Implied vol 70.8% Delta -0.024 ≈2% ITM Gamma 0.001 Theta -0.05 Vega 0.027 Open interest 0 Model this put
0	—	66.5%	0.972	—		—	-0.025	65.8%	—	0
Call · $175 In the money Last — Breakeven — Implied vol 66.5% Delta 0.972 ≈97% ITM Gamma 0.001 Theta -0.059 Vega 0.054 Open interest 0 Model this call Put · $175 Last — Breakeven — Implied vol 65.8% Delta -0.025 ≈3% ITM Gamma 0.001 Theta -0.049 Vega 0.054 Open interest 0 Model this put
0	—	61.9%	0.968	—		—	-0.027	60.5%	—	0
Call · $180 In the money Last — Breakeven — Implied vol 61.9% Delta 0.968 ≈97% ITM Gamma 0.002 Theta -0.061 Vega 0.055 Open interest 0 Model this call Put · $180 Last — Breakeven — Implied vol 60.5% Delta -0.027 ≈3% ITM Gamma 0.002 Theta -0.048 Vega 0.055 Open interest 0 Model this put
0	—	59.2%	0.96	—		—	-0.029	55.4%	—	0
Call · $185 In the money Last — Breakeven — Implied vol 59.2% Delta 0.96 ≈96% ITM Gamma 0.002 Theta -0.07 Vega 0.055 Open interest 0 Model this call Put · $185 Last — Breakeven — Implied vol 55.4% Delta -0.029 ≈3% ITM Gamma 0.002 Theta -0.046 Vega 0.055 Open interest 0 Model this put
0	—	51.3%	0.964	—		—	-0.035	51.3%	—	0
Call · $190 In the money Last — Breakeven — Implied vol 51.3% Delta 0.964 ≈96% ITM Gamma 0.002 Theta -0.057 Vega 0.056 Open interest 0 Model this call Put · $190 Last — Breakeven — Implied vol 51.3% Delta -0.035 ≈3% ITM Gamma 0.002 Theta -0.049 Vega 0.056 Open interest 0 Model this put
0	—	49.7%	0.951	—		—	-0.046	49%	—	0
Call · $195 In the money Last — Breakeven — Implied vol 49.7% Delta 0.951 ≈95% ITM Gamma 0.003 Theta -0.071 Vega 0.057 Open interest 0 Model this call Put · $195 Last — Breakeven — Implied vol 49% Delta -0.046 ≈5% ITM Gamma 0.003 Theta -0.059 Vega 0.057 Open interest 0 Model this put
0	—	46.4%	0.942	—		$3.50	-0.058	46.9%	5	5
Call · $200 In the money Last — Breakeven — Implied vol 46.4% Delta 0.942 ≈94% ITM Gamma 0.004 Theta -0.076 Vega 0.057 Open interest 0 Model this call Put · $200 Last $3.50 Breakeven $196.50 Implied vol 46.9% Delta -0.058 ≈6% ITM Gamma 0.004 Theta -0.069 Vega 0.058 Open interest 5 Model this put
4	2	39.7%	0.908	$28.45		$1.28	-0.127	47.7%	2	11
Call · $210 In the money Last $28.45 Breakeven $238.45 Implied vol 39.7% Delta 0.908 ≈91% ITM Gamma 0.007 Theta -0.091 Vega 0.102 Open interest 4 Model this call Put · $210 Last $1.28 Breakeven $208.72 Implied vol 47.7% Delta -0.127 ≈13% ITM Gamma 0.007 Theta -0.124 Vega 0.153 Open interest 11 Model this put
2	2	37.7%	0.822	$16.95		—	-0.182	38.7%	—	0
Call · $220 In the money Last $16.95 Breakeven $236.95 Implied vol 37.7% Delta 0.822 ≈82% ITM Gamma 0.011 Theta -0.132 Vega 0.157 Open interest 2 Model this call Put · $220 Last — Breakeven — Implied vol 38.7% Delta -0.182 ≈18% ITM Gamma 0.011 Theta -0.126 Vega 0.157 Open interest 0 Model this put
1	1	32.9%	0.703	$12.20		$3.95	-0.301	33.9%	1	3
Call · $230 In the money Last $12.20 Breakeven $242.20 Implied vol 32.9% Delta 0.703 ≈70% ITM Gamma 0.017 Theta -0.152 Vega 0.211 Open interest 1 Model this call Put · $230 Last $3.95 Breakeven $226.05 Implied vol 33.9% Delta -0.301 ≈30% ITM Gamma 0.017 Theta -0.145 Vega 0.211 Open interest 3 Model this put
Underlying $239.00
10	1	30.5%	0.515	$7.74		$10.68	-0.485	31.8%	3	3
Call · $240 Last $7.74 Breakeven $247.74 Implied vol 30.5% Delta 0.515 ≈52% ITM Gamma 0.021 Theta -0.161 Vega 0.249 Open interest 10 Model this call Put · $240 In the money Last $10.68 Breakeven $229.32 Implied vol 31.8% Delta -0.485 ≈49% ITM Gamma 0.02 Theta -0.155 Vega 0.249 Open interest 3 Model this put
3	1	26.7%	0.291	$4.51		—	-0.686	30.1%	—	0
Call · $250 Last $4.51 Breakeven $254.51 Implied vol 26.7% Delta 0.291 ≈29% ITM Gamma 0.021 Theta -0.119 Vega 0.225 Open interest 3 Model this call Put · $250 In the money Last — Breakeven — Implied vol 30.1% Delta -0.686 ≈69% ITM Gamma 0.019 Theta -0.126 Vega 0.224 Open interest 0 Model this put
0	—	24.9%	0.116	—		—	-0.839	30.4%	—	0
Call · $260 Last — Breakeven — Implied vol 24.9% Delta 0.116 ≈12% ITM Gamma 0.013 Theta -0.062 Vega 0.119 Open interest 0 Model this call Put · $260 In the money Last — Breakeven — Implied vol 30.4% Delta -0.839 ≈84% ITM Gamma 0.013 Theta -0.084 Vega 0.171 Open interest 0 Model this put
18	1	28.6%	0.062	$1.30		—	-0.932	31%	—	0
Call · $270 Last $1.30 Breakeven $271.30 Implied vol 28.6% Delta 0.062 ≈6% ITM Gamma 0.007 Theta -0.044 Vega 0.07 Open interest 18 Model this call Put · $270 In the money Last — Breakeven — Implied vol 31% Delta -0.932 ≈93% ITM Gamma 0.008 Theta -0.043 Vega 0.065 Open interest 0 Model this put
25	5	—	—	$0.30		—	-0.921	41.6%	—	0
Call · $280 Last $0.30 Breakeven $280.30 Implied vol — Delta — Gamma — Theta — Vega — Open interest 25 Model this call Put · $280 In the money Last — Breakeven — Implied vol 41.6% Delta -0.921 ≈92% ITM Gamma 0.006 Theta -0.068 Vega 0.113 Open interest 0 Model this put
0	—	—	—	—		—	-0.939	46.4%	—	0
Call · $290 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $290 In the money Last — Breakeven — Implied vol 46.4% Delta -0.939 ≈94% ITM Gamma 0.005 Theta -0.06 Vega 0.068 Open interest 0 Model this put
0	—	—	—	—		—	—	—	—	0
Call · $300 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $300 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	—	—	—		—	-0.958	56.4%	—	0
Call · $310 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $310 In the money Last — Breakeven — Implied vol 56.4% Delta -0.958 ≈96% ITM Gamma 0.003 Theta -0.053 Vega 0.065 Open interest 0 Model this put
0	—	—	—	—		—	—	—	—	0
Call · $320 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $320 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put

About this data

Greeks, implied volatility, open interest and the last price come from the latest daily snapshot and are 15-minute delayed. Bid and ask are not included on this plan.

In-the-money strikes are tinted, deepening toward the money, and the bar beside each open-interest figure scales to the heaviest strike shown. Max pain is the listed strike where the most open interest would expire worthless — a positioning reference, not a forecast.

Key facts CIK 898174 CUSIP 759351604 13F (30d) 134 filings 132 filers Visit website Investor relations