RNR (RenaissanceRe Holdings Ltd.)
Expected Move & Straddle Price History
The expected move for RNR is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).
Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.
Current RNR Expected Move
30-Day Straddle
$20.00
7-Day Straddle
$12.25
Avg IV
0.4%
IV Rank
19%
Implied one-standard-deviation move through the next 30 days. Compare to RNR's realized
move over the same window to gauge whether options are pricing in too much (premium-selling regime)
or too little (premium-buying regime). The
Expected Move Tracker ranks every symbol by
this measure.
RNR Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | Avg IV | IV Rank |
|---|---|---|---|---|
| 20260605 | $20.00 | $12.25 | 0.4% | 19% |
| 20260604 | $20.00 | $12.45 | 0.4% | 26% |
| 20260603 | $20.20 | $12.30 | 0.4% | 13% |
| 20260602 | $13.80 | $13.80 | 0.5% | 43% |
| 20260601 | $14.15 | $14.15 | 0.5% | 39% |
| 20260529 | $14.05 | $14.05 | 0.4% | 28% |
| 20260528 | $14.40 | $14.40 | 0.4% | 28% |
| 20260527 | $15.20 | $15.20 | 0.4% | 16% |
| 20260526 | $15.80 | $15.80 | 0.4% | 26% |
| 20260522 | $15.85 | $15.85 | 0.4% | 26% |
| 20260521 | $15.30 | $15.30 | 0.3% | 7% |
| 20260520 | $16.75 | $16.75 | 0.4% | 23% |
| 20260519 | $16.65 | $16.65 | 0.4% | 15% |
| 20260518 | $16.85 | $16.85 | 0.4% | 18% |
| 20260515 | $17.70 | $4.22 | 0.4% | 21% |
| 20260514 | $17.75 | $5.33 | 0.4% | 20% |
| 20260513 | $18.25 | $6.05 | 0.4% | 21% |
| 20260512 | $16.90 | $6.88 | 0.4% | 16% |
| 20260511 | $19.10 | $8.93 | 0.4% | 15% |
| 20260510 | $20.05 | $9.25 | 0.4% | 16% |
| 20260508 | $20.05 | $9.25 | 0.4% | 12% |
| 20260507 | $20.40 | $10.10 | 0.4% | 10% |
| 20260506 | $21.50 | $10.85 | 0.4% | 11% |
| 20260505 | $21.50 | $11.00 | 0.4% | 11% |
| 20260504 | $21.25 | $11.45 | 0.4% | 11% |
| 20260502 | $12.20 | $12.20 | 0.5% | 25% |
| 20260501 | $12.60 | $12.60 | 0.6% | 40% |
| 20260430 | $11.70 | $11.70 | 0.5% | 23% |
| 20260429 | $14.70 | $14.70 | 0.5% | 25% |
| 20260428 | $17.40 | $17.40 | 0.6% | 37% |
| 20260427 | $17.35 | $17.35 | 0.6% | 33% |
| 20260424 | $18.00 | $18.00 | 0.5% | 29% |
| 20260423 | $19.05 | $19.05 | 0.5% | 28% |
| 20260422 | $18.55 | $18.55 | 0.4% | 11% |
| 20260421 | $19.25 | $19.25 | 0.4% | 10% |
| 20260420 | $19.40 | $19.40 | 0.4% | 16% |
| 20260417 | $18.95 | $4.95 | 0.5% | 21% |
| 20260416 | $20.35 | $6.22 | 0.4% | 13% |
| 20260415 | $20.35 | $5.72 | 0.5% | 22% |
| 20260414 | $20.70 | $5.88 | 0.3% | 9% |
| 20260413 | $21.10 | $7.15 | 0.3% | 8% |
| 20260410 | $21.80 | $9.70 | 0.4% | 15% |
| 20260409 | $22.10 | $9.45 | 0.4% | 19% |
| 20260408 | $21.35 | $9.70 | 0.4% | 19% |
| 20260407 | $23.35 | $12.20 | 0.3% | 9% |
| 20260406 | $22.85 | $11.75 | 0.4% | 10% |
| 20260402 | $24.30 | $11.95 | 0.4% | 16% |
| 20260401 | $13.05 | $13.05 | 0.9% | 70% |
| 20260331 | $13.85 | $13.85 | 0.8% | 54% |
| 20260330 | $15.35 | $15.35 | 0.6% | 39% |
| 20260327 | $15.25 | $15.25 | 0.7% | 50% |
| 20260326 | $14.55 | $14.55 | 0.6% | 38% |
| 20260325 | $15.70 | $15.70 | 0.8% | 56% |
| 20260324 | $16.20 | $16.20 | 0.8% | 58% |
| 20260323 | $15.90 | $15.90 | 0.8% | 60% |
| 20260320 | $17.05 | $2.60 | 0.7% | 51% |
| 20260319 | $17.65 | $5.03 | 0.6% | 36% |
| 20260318 | $17.95 | $6.70 | 0.7% | 42% |
| 20260317 | $18.20 | $7.80 | 0.7% | 43% |
| 20260316 | $19.80 | $8.90 | 0.6% | 41% |