RNR · Renaissancere Holdings Ltd

Track RNR — free

$323.36 +3.50 (+1.09%) At close · Aug 14

Market Cap

$13.19B

41.55M

Options Chain

Underlying $323.36 · at close Aug 14, 2026 Options Calculator

Positioning

Aug 21, 2026 · 6 days to expiry · 58 contracts · mixed snapshot sessions · Jun 18, 2026–Aug 11, 2026; 41 unknown

Put / call OI

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dated and unknown snapshot sessions

Open interest

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dated and unknown snapshot sessions

Volume

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dated and unknown snapshot sessions

Chain

Click any strike for greeks, breakeven and the calculator

Expiry

Aug 21 6d Sep 18 34d Oct 16 62d Jan 15 153d

Calls						Puts
OI	Vol	IV	Δ	Last	Strike	Last	Δ	IV	Vol	OI
0	—	197.5%	0.993	—		—	-0.014	221.8%	—	0
Call · $180 In the money Snapshot session Unknown Last — Breakeven — Implied vol 197.5% Delta 0.993 ≈99% ITM Gamma 0 Theta -0.145 Vega 0.007 Open interest 0 Model this call Put · $180 Snapshot session Unknown Last — Breakeven — Implied vol 221.8% Delta -0.014 ≈1% ITM Gamma 0 Theta -0.27 Vega 0.016 Open interest 0 Model this put
0	—	188.8%	0.993	—		$0.01	-0.015	212.5%	1	2
Call · $185 In the money Snapshot session Unknown Last — Breakeven — Implied vol 188.8% Delta 0.993 ≈99% ITM Gamma 0 Theta -0.143 Vega 0.007 Open interest 0 Model this call Put · $185 Snapshot session Jul 22, 2026 Last $0.01 Breakeven $184.99 Implied vol 212.5% Delta -0.015 ≈1% ITM Gamma 0 Theta -0.268 Vega 0.016 Open interest 2 Model this put
0	—	157%	0.997	—		—	-0.013	197.3%	—	0
Call · $190 In the money Snapshot session Unknown Last — Breakeven — Implied vol 157% Delta 0.997 ≈100% ITM Gamma 0 Theta -0.058 Vega 0.003 Open interest 0 Model this call Put · $190 Snapshot session Unknown Last — Breakeven — Implied vol 197.3% Delta -0.013 ≈1% ITM Gamma 0 Theta -0.225 Vega 0.016 Open interest 0 Model this put
0	—	172.2%	0.992	—		—	-0.014	188.6%	—	0
Call · $195 In the money Snapshot session Unknown Last — Breakeven — Implied vol 172.2% Delta 0.992 ≈99% ITM Gamma 0 Theta -0.14 Vega 0.007 Open interest 0 Model this call Put · $195 Snapshot session Unknown Last — Breakeven — Implied vol 188.6% Delta -0.014 ≈1% ITM Gamma 0 Theta -0.223 Vega 0.016 Open interest 0 Model this put
0	—	141.1%	0.997	—		—	-0.014	180.1%	—	0
Call · $200 In the money Snapshot session Unknown Last — Breakeven — Implied vol 141.1% Delta 0.997 ≈100% ITM Gamma 0 Theta -0.054 Vega 0.003 Open interest 0 Model this call Put · $200 Snapshot session Unknown Last — Breakeven — Implied vol 180.1% Delta -0.014 ≈1% ITM Gamma 0 Theta -0.222 Vega 0.017 Open interest 0 Model this put
0	—	126.1%	0.997	—		—	-0.016	163.8%	—	0
Call · $210 In the money Snapshot session Unknown Last — Breakeven — Implied vol 126.1% Delta 0.997 ≈100% ITM Gamma 0 Theta -0.051 Vega 0.003 Open interest 0 Model this call Put · $210 Snapshot session Unknown Last — Breakeven — Implied vol 163.8% Delta -0.016 ≈2% ITM Gamma 0.001 Theta -0.218 Vega 0.017 Open interest 0 Model this put
0	—	121%	0.995	—		—	-0.017	148.2%	—	0
Call · $220 In the money Snapshot session Unknown Last — Breakeven — Implied vol 121% Delta 0.995 ≈99% ITM Gamma 0 Theta -0.076 Vega 0.008 Open interest 0 Model this call Put · $220 Snapshot session Unknown Last — Breakeven — Implied vol 148.2% Delta -0.017 ≈2% ITM Gamma 0.001 Theta -0.215 Vega 0.018 Open interest 0 Model this put
0	—	107.4%	0.995	—		$0.05	-0.019	133.4%	1	6
Call · $230 In the money Snapshot session Unknown Last — Breakeven — Implied vol 107.4% Delta 0.995 ≈99% ITM Gamma 0 Theta -0.073 Vega 0.008 Open interest 0 Model this call Put · $230 Snapshot session Jul 22, 2026 Last $0.05 Breakeven $229.95 Implied vol 133.4% Delta -0.019 ≈2% ITM Gamma 0.001 Theta -0.211 Vega 0.018 Open interest 6 Model this put
3	3	108.4%	0.987	$84.30		—	-0.021	119.2%	—	0
Call · $240 In the money Snapshot session Jul 30, 2026 Last $84.30 Breakeven $324.30 Implied vol 108.4% Delta 0.987 ≈99% ITM Gamma 0.001 Theta -0.143 Vega 0.018 Open interest 3 Model this call Put · $240 Snapshot session Unknown Last — Breakeven — Implied vol 119.2% Delta -0.021 ≈2% ITM Gamma 0.001 Theta -0.208 Vega 0.018 Open interest 0 Model this put
0	—	97.4%	0.983	—		$2.00	-0.024	105.6%	1	1
Call · $250 In the money Snapshot session Unknown Last — Breakeven — Implied vol 97.4% Delta 0.983 ≈98% ITM Gamma 0.001 Theta -0.159 Vega 0.019 Open interest 0 Model this call Put · $250 Snapshot session Jun 18, 2026 Last $2.00 Breakeven $248.00 Implied vol 105.6% Delta -0.024 ≈2% ITM Gamma 0.001 Theta -0.204 Vega 0.019 Open interest 1 Model this put
0	—	89.4%	0.975	—		$2.70	-0.029	93.5%	1	1
Call · $260 In the money Snapshot session Unknown Last — Breakeven — Implied vol 89.4% Delta 0.975 ≈98% ITM Gamma 0.002 Theta -0.196 Vega 0.019 Open interest 0 Model this call Put · $260 Snapshot session Jun 18, 2026 Last $2.70 Breakeven $257.30 Implied vol 93.5% Delta -0.029 ≈3% ITM Gamma 0.002 Theta -0.214 Vega 0.038 Open interest 1 Model this put
0	—	63.7%	0.989	—		$1.48	-0.057	92.8%	4	4
Call · $270 In the money Snapshot session Unknown Last — Breakeven — Implied vol 63.7% Delta 0.989 ≈99% ITM Gamma 0.001 Theta -0.086 Vega 0.019 Open interest 0 Model this call Put · $270 Snapshot session Jul 1, 2026 Last $1.48 Breakeven $268.52 Implied vol 92.8% Delta -0.057 ≈6% ITM Gamma 0.003 Theta -0.365 Vega 0.039 Open interest 4 Model this put
0	—	62.5%	0.967	—		$0.29	-0.025	59.1%	1	2
Call · $280 In the money Snapshot session Unknown Last — Breakeven — Implied vol 62.5% Delta 0.967 ≈97% ITM Gamma 0.003 Theta -0.177 Vega 0.039 Open interest 0 Model this call Put · $280 Snapshot session Aug 7, 2026 Last $0.29 Breakeven $279.71 Implied vol 59.1% Delta -0.025 ≈3% ITM Gamma 0.002 Theta -0.12 Vega 0.02 Open interest 2 Model this put
0	—	36.4%	0.991	—		$3.88	-0.046	51.1%	1	1
Call · $290 In the money Snapshot session Unknown Last — Breakeven — Implied vol 36.4% Delta 0.991 ≈99% ITM Gamma 0.002 Theta -0.052 Vega 0.009 Open interest 0 Model this call Put · $290 Snapshot session Jul 10, 2026 Last $3.88 Breakeven $286.12 Implied vol 51.1% Delta -0.046 ≈5% ITM Gamma 0.004 Theta -0.166 Vega 0.04 Open interest 1 Model this put
0	—	31.2%	0.973	—		$3.72	-0.064	39.5%	3	3
Call · $300 In the money Snapshot session Unknown Last — Breakeven — Implied vol 31.2% Delta 0.973 ≈97% ITM Gamma 0.005 Theta -0.091 Vega 0.02 Open interest 0 Model this call Put · $300 Snapshot session Jul 22, 2026 Last $3.72 Breakeven $296.28 Implied vol 39.5% Delta -0.064 ≈6% ITM Gamma 0.008 Theta -0.17 Vega 0.07 Open interest 3 Model this put
0	—	28.8%	0.879	—		$3.05	-0.12	28.7%	1	2
Call · $310 In the money Snapshot session Unknown Last — Breakeven — Implied vol 28.8% Delta 0.879 ≈88% ITM Gamma 0.017 Theta -0.222 Vega 0.072 Open interest 0 Model this call Put · $310 Snapshot session Aug 3, 2026 Last $3.05 Breakeven $306.95 Implied vol 28.7% Delta -0.12 ≈12% ITM Gamma 0.017 Theta -0.195 Vega 0.072 Open interest 2 Model this put
4	1	24%	0.644	$4.35		$8.30	-0.367	26.1%	1	1
Call · $320 In the money Snapshot session Aug 11, 2026 Last $4.35 Breakeven $324.35 Implied vol 24% Delta 0.644 ≈64% ITM Gamma 0.038 Theta -0.327 Vega 0.165 Open interest 4 Model this call Put · $320 Snapshot session Jul 20, 2026 Last $8.30 Breakeven $311.70 Implied vol 26.1% Delta -0.367 ≈37% ITM Gamma 0.035 Theta -0.331 Vega 0.165 Open interest 1 Model this put
Underlying $323.36
2	2	23.6%	0.263	$4.09		—	-0.765	21.4%	—	0
Call · $330 Snapshot session Aug 6, 2026 Last $4.09 Breakeven $334.09 Implied vol 23.6% Delta 0.263 ≈26% ITM Gamma 0.033 Theta -0.273 Vega 0.149 Open interest 2 Model this call Put · $330 In the money Snapshot session Unknown Last — Breakeven — Implied vol 21.4% Delta -0.765 ≈77% ITM Gamma 0.036 Theta -0.213 Vega 0.128 Open interest 0 Model this put
7	10	29.3%	0.099	$1.55		—	-0.958	23.1%	—	0
Call · $340 Snapshot session Aug 4, 2026 Last $1.55 Breakeven $341.55 Implied vol 29.3% Delta 0.099 ≈10% ITM Gamma 0.014 Theta -0.176 Vega 0.077 Open interest 7 Model this call Put · $340 In the money Snapshot session Unknown Last — Breakeven — Implied vol 23.1% Delta -0.958 ≈96% ITM Gamma 0.011 Theta -0.058 Vega 0.04 Open interest 0 Model this put
2	1	38.7%	0.061	$1.25		—	-0.979	31.5%	—	0
Call · $350 Snapshot session Aug 3, 2026 Last $1.25 Breakeven $351.25 Implied vol 38.7% Delta 0.061 ≈6% ITM Gamma 0.007 Theta -0.161 Vega 0.045 Open interest 2 Model this call Put · $350 In the money Snapshot session Unknown Last — Breakeven — Implied vol 31.5% Delta -0.979 ≈98% ITM Gamma 0.005 Theta -0.044 Vega 0.019 Open interest 0 Model this put
4	2	54.5%	0.068	$0.70		—	-0.964	46.6%	—	0
Call · $360 Snapshot session Jul 28, 2026 Last $0.70 Breakeven $360.70 Implied vol 54.5% Delta 0.068 ≈7% ITM Gamma 0.006 Theta -0.249 Vega 0.046 Open interest 4 Model this call Put · $360 In the money Snapshot session Unknown Last — Breakeven — Implied vol 46.6% Delta -0.964 ≈96% ITM Gamma 0.004 Theta -0.111 Vega 0.042 Open interest 0 Model this put
2	1	59.2%	0.042	$0.95		—	-0.995	44.7%	—	0
Call · $370 Snapshot session Jul 7, 2026 Last $0.95 Breakeven $370.95 Implied vol 59.2% Delta 0.042 ≈4% ITM Gamma 0.004 Theta -0.183 Vega 0.046 Open interest 2 Model this call Put · $370 In the money Snapshot session Unknown Last — Breakeven — Implied vol 44.7% Delta -0.995 ≈100% ITM Gamma 0.001 Theta -0.017 Vega 0.006 Open interest 0 Model this put
0	—	69%	0.037	—		—	-0.988	57.8%	—	0
Call · $380 Snapshot session Unknown Last — Breakeven — Implied vol 69% Delta 0.037 ≈4% ITM Gamma 0.003 Theta -0.194 Vega 0.047 Open interest 0 Model this call Put · $380 In the money Snapshot session Unknown Last — Breakeven — Implied vol 57.8% Delta -0.988 ≈99% ITM Gamma 0.002 Theta -0.052 Vega 0.018 Open interest 0 Model this put
0	—	—	—	—		—	—	—	—	0
Call · $390 Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $390 In the money Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	—	—	—		—	—	—	—	0
Call · $400 Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $400 In the money Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	—	—	—		—	-0.991	80.6%	—	0
Call · $410 Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $410 In the money Snapshot session Unknown Last — Breakeven — Implied vol 80.6% Delta -0.991 ≈99% ITM Gamma 0.001 Theta -0.057 Vega 0.009 Open interest 0 Model this put
0	—	—	—	—		—	-0.991	87.4%	—	0
Call · $420 Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $420 In the money Snapshot session Unknown Last — Breakeven — Implied vol 87.4% Delta -0.991 ≈99% ITM Gamma 0.001 Theta -0.058 Vega 0.009 Open interest 0 Model this put
0	—	—	—	—		—	-0.992	94%	—	0
Call · $430 Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $430 In the money Snapshot session Unknown Last — Breakeven — Implied vol 94% Delta -0.992 ≈99% ITM Gamma 0.001 Theta -0.059 Vega 0.009 Open interest 0 Model this put
0	—	—	—	—		—	—	—	—	0
Call · $440 Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $440 In the money Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put

About this data

Each contract's last price, volume, greeks, implied volatility and open interest belongs to the snapshot session shown in its details; unknown means the provider omitted the timestamp. This chain has mixed snapshot sessions · Jun 18, 2026–Aug 11, 2026; 41 unknown. Cross-contract positioning totals are shown only when every returned row has the same known session. 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. The 25 strikes around the money are shown by default — switch to "All 29" for the wings.

Key facts CIK 913144 CUSIP G7496G103 13F (30d) 539 filings 522 filers Visit website Investor relations