RNR · Expected Move
RenaissanceRe Holdings Ltd.
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).
RNR straddle price & implied vol
60 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).
Current RNR Expected Move
30-Day Straddle
$23.00
7-Day Straddle
$1.82
30-Day ATM IV
26.3%
IV Rank
62%
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 | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261016 | $23.00 | $1.82 | 26.3% | 62% |
| 20261015 | $23.00 | $5.67 | 25.8% | 57% |
| 20261014 | $22.50 | $6.20 | 26.1% | 61% |
| 20261013 | $22.85 | $6.85 | 26.0% | 59% |
| 20261012 | $22.95 | $7.65 | 26.0% | 59% |
| 20261009 | $24.05 | $9.45 | 26.5% | 65% |
| 20261008 | $23.80 | $9.70 | 25.9% | 59% |
| 20261007 | $23.95 | $10.48 | 25.8% | 58% |
| 20261006 | $23.75 | $10.38 | 25.0% | 50% |
| 20261005 | $24.15 | $11.53 | 25.5% | 55% |
| 20261002 | $11.75 | $11.75 | 24.6% | 46% |
| 20261001 | $12.78 | $12.78 | 24.9% | 49% |
| 20260930 | $12.15 | $12.15 | 24.6% | 46% |
| 20260929 | $13.05 | $13.05 | 23.9% | 40% |
| 20260928 | $14.00 | $14.00 | 24.5% | 45% |
| 20260925 | $14.00 | $14.00 | 23.5% | 35% |
| 20260924 | $14.00 | $14.00 | 22.7% | 28% |
| 20260923 | $13.40 | $13.40 | 22.0% | 21% |
| 20260922 | $13.70 | $13.70 | 22.0% | 21% |
| 20260921 | $13.95 | $13.95 | 21.4% | 15% |
| 20260918 | $15.00 | $3.98 | 20.8% | 9% |
| 20260917 | $15.55 | $4.30 | 21.1% | 12% |
| 20260916 | $16.35 | $5.75 | 21.7% | 18% |
| 20260915 | $15.75 | $6.53 | 20.5% | 7% |
| 20260914 | $15.95 | $7.03 | 20.4% | 5% |
| 20260911 | $17.75 | $8.68 | 20.9% | 10% |
| 20260910 | $16.95 | $8.03 | 20.8% | 9% |
| 20260909 | $18.50 | $10.05 | 22.2% | 23% |
| 20260908 | $19.05 | $10.72 | 22.1% | 22% |
| 20260904 | $18.50 | $10.05 | 20.4% | 5% |
| 20260903 | $18.90 | $10.25 | 20.2% | 3% |
| 20260902 | $10.75 | $10.75 | 20.3% | 4% |
| 20260901 | $11.05 | $11.05 | 20.6% | 7% |
| 20260831 | $11.80 | $11.80 | 20.4% | 6% |
| 20260828 | $12.20 | $12.20 | 19.9% | 0% |
| 20260827 | $12.85 | $12.85 | 20.2% | 0% |
| 20260826 | $13.75 | $13.75 | 20.4% | 0% |
| 20260825 | $13.50 | $13.50 | 20.4% | 0% |
| 20260824 | $14.10 | $14.10 | 20.7% | 0% |
| 20260821 | $15.85 | $4.70 | 21.1% | 2% |
| 20260820 | $15.65 | $5.42 | 21.0% | 1% |
| 20260819 | $15.30 | $5.15 | 20.9% | 0% |
| 20260818 | $16.15 | $4.95 | 21.5% | 0% |
| 20260817 | $16.50 | $5.53 | 21.8% | 1% |
| 20260814 | $18.25 | $8.82 | 21.7% | 0% |
| 20260813 | $18.30 | $8.53 | 22.9% | 5% |
| 20260812 | $18.15 | $9.68 | 22.5% | 0% |
| 20260811 | $18.70 | $9.72 | 22.6% | 2% |
| 20260810 | $19.20 | $11.40 | 23.4% | 12% |
| 20260807 | — | — | 23.6% | 14% |
| 20260806 | $21.45 | $13.85 | 24.2% | 22% |
| 20260805 | $14.15 | $14.15 | 24.2% | 22% |
| 20260804 | $14.95 | $14.95 | 24.9% | 31% |
| 20260803 | $14.70 | $14.70 | 24.7% | 28% |
| 20260731 | $15.55 | $15.55 | 25.1% | 34% |
| 20260730 | $16.50 | $16.50 | 25.7% | 42% |
| 20260729 | $17.35 | $17.35 | 25.2% | 35% |
| 20260728 | $18.10 | $18.10 | 24.6% | 28% |
| 20260727 | $17.20 | $17.20 | 25.0% | 32% |
| 20260724 | $18.10 | $18.10 | 25.0% | 32% |
More on RNR
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.