RenaissanceRe Holdings Ltd. (RNR) Open Interest History
Open interest tracks the total number of outstanding options contracts. Rising OI alongside price moves can indicate growing commitment to the trend; declining OI suggests positions are being closed.
RenaissanceRe Holdings Ltd. (RNR) operates in the Financial Services sector, specifically the Insurance - Reinsurance industry, with a market capitalization near $13.22B, listed on NYSE, employing roughly 1,040 people, carrying a beta of 0.17 to the broader market. RenaissanceRe Holdings Ltd. Led by Kevin J. O'Donnell, public since 1995-07-27.
Snapshot as of Sep 30, 2026.
- Spot Price
- $319.12
- Call OI
- 490
- Put OI
- 905
- Total OI
- 1.4K
- Put/Call Ratio
- 0.02
As of Sep 30, 2026, RenaissanceRe Holdings Ltd. (RNR) has 1.4K total contracts outstanding across all expirations. Put/call OI ratio is 1.85 (put-heavy positioning, often indicating hedging or bearish bias). Open interest reflects accumulated positions from prior sessions; persistent growth indicates sustained directional or hedging interest, while sharp drops typically mean post-expiration clean-up.
How RNR open interest history Data Feeds Strategy Selection
Strategy selection on RenaissanceRe Holdings Ltd. options does not derive from any single metric in isolation. The open interest history view above sits inside a broader read: ATM IV currently sits at 22.6% and dealer gamma exposure is negative, so dealer hedging amplifies directional moves. Combine the open interest history data here with the volatility-skew surface, dealer-gamma exposure, max-pain level, and upcoming-events calendar to build a positioning thesis. Risk-defined structures (credit spreads, debit spreads, iron condors) are usually safer than naked positions while the regime is uncertain; the data on this page anchors the inputs but does not by itself constitute a trade thesis.
How to read the RNR open-interest data
The open-interest time-series above tracks the total RenaissanceRe Holdings Ltd. options inventory outstanding day by day. OI is a stock measure - the cumulative position count - so trends flag accumulating or distributing positioning. Current put/call ratio is 0.02, call-heavy - speculative or bullish positioning dominates. Total call OI of 490 versus put OI of 905 gives a put/call OI ratio of 1.85 - structurally a slower-moving signal than the volume-based ratio.
RNR flow vs positioning
Volume tells you what flows happened today; OI tells you what positions accumulated. Both can move in opposite directions: rising volume with falling OI means contracts are being closed (covering); rising volume with rising OI means new positions are being opened. The combination matters more than either alone for reading sentiment. Combined with the current negative dealer-gamma regime, large OI clusters tend to act as price repellents that accelerate moves through key strikes.
Using RNR OI/volume data alongside other surfaces
Per-strike OI is the input to dealer-gamma calculations: strikes with elevated call OI generate gamma walls that dealers must hedge into as spot approaches them. The gamma-exposure page combines this distribution with the dealers' assumed-long-gamma assumption to project hedge flow. Volume cross-checks recent positioning shifts in the chain that haven't yet shown up in cumulative OI. Pair both with the term-structure view on the volatility page to determine whether the activity is concentrated in near-dated event hedging or longer-dated structural positioning. Front-month expiration for RNR sits at 16 days, so near-dated volume currently dominates the flow reading.
Learn how open interest is reported and how to read the data →
Daily open-interest history for RNR options over the last ~42 trading days. Each row reflects the end-of-day total OI summed across all listed strikes and expirations.
Most recent 15 trading days (descending). Older history appears in the chart above.
| Date | Call OI | Put OI | Total OI | P/C OI |
|---|---|---|---|---|
| Sep 30, 2026 | 490 | 905 | 1.4K | 1.85 |
| Sep 29, 2026 | 483 | 905 | 1.4K | 1.87 |
| Sep 28, 2026 | 481 | 905 | 1.4K | 1.88 |
| Sep 25, 2026 | 480 | 905 | 1.4K | 1.89 |
| Sep 24, 2026 | 179 | 891 | 1.1K | 4.98 |
| Sep 23, 2026 | 179 | 891 | 1.1K | 4.98 |
| Sep 22, 2026 | 182 | 891 | 1.1K | 4.90 |
| Sep 21, 2026 | 182 | 888 | 1.1K | 4.88 |
| Sep 18, 2026 | 425 | 990 | 1.4K | 2.33 |
| Sep 17, 2026 | 425 | 991 | 1.4K | 2.33 |
| Sep 16, 2026 | 409 | 995 | 1.4K | 2.43 |
| Sep 15, 2026 | 409 | 995 | 1.4K | 2.43 |
| Sep 14, 2026 | 404 | 992 | 1.4K | 2.46 |
| Sep 11, 2026 | 402 | 992 | 1.4K | 2.47 |
| Sep 10, 2026 | 383 | 591 | 974 | 1.54 |
Frequently asked RNR open interest history questions
- What is the current RNR options open interest?
- As of Sep 30, 2026, RenaissanceRe Holdings Ltd. (RNR) has 1.4K total contracts outstanding across all listed expirations, split as 490 calls and 905 puts. Open interest reflects accumulated positions from prior trading sessions; it does not include today's volume until end-of-day reconciliation.
- What is the RNR put/call open interest ratio?
- Put/call OI ratio of 1.85 is put-heavy, often indicating hedging demand or bearish positioning.
- What does RNR open interest tell traders?
- Persistent OI growth indicates sustained directional or hedging interest; sharp drops typically mean post-expiration position cleanup. Heavy OI concentrations at specific strikes act as support and resistance levels because dealer hedging amplifies near those strikes - the gamma profile of the dealer book is concentrated there. Comparing today's volume to standing OI separates opening flow from closing flow.