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
$22.10
7-Day Straddle
$22.10
Avg IV
0.5%
IV Rank
32%
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 |
|---|---|---|---|---|
| 20260721 | $22.10 | $22.10 | 0.5% | 32% |
| 20260720 | $22.55 | $22.55 | 0.5% | 36% |
| 20260716 | $22.75 | $6.03 | 0.4% | 20% |
| 20260715 | $22.65 | $6.85 | 0.5% | 24% |
| 20260714 | $22.85 | $6.50 | 0.5% | 26% |
| 20260713 | $23.30 | $7.05 | 0.5% | 25% |
| 20260710 | $25.95 | $9.52 | 0.4% | 21% |
| 20260709 | $24.65 | $9.95 | 0.5% | 23% |
| 20260708 | $25.10 | $10.02 | 0.5% | 28% |
| 20260707 | $25.90 | $12.00 | 0.5% | 28% |
| 20260706 | $26.40 | $12.00 | 0.4% | 17% |
| 20260702 | $11.00 | $11.00 | 0.9% | 100% |
| 20260701 | $12.00 | $12.00 | 0.8% | 87% |
| 20260630 | $12.35 | $12.35 | 0.6% | 46% |
| 20260629 | $13.50 | $13.50 | 0.6% | 50% |
| 20260626 | $13.25 | $13.25 | 0.7% | 58% |
| 20260625 | $14.35 | $14.35 | 0.7% | 64% |
| 20260624 | $15.05 | $15.05 | 0.7% | 64% |
| 20260623 | $14.10 | $14.10 | 0.7% | 58% |
| 20260622 | $15.90 | $15.90 | 0.6% | 51% |
| 20260618 | $16.20 | $1.85 | 0.5% | 37% |
| 20260617 | $15.95 | $5.00 | 0.5% | 40% |
| 20260616 | $16.85 | $6.22 | 0.4% | 27% |
| 20260615 | $17.05 | $7.47 | 0.6% | 47% |
| 20260613 | $18.80 | $8.43 | 0.4% | 25% |
| 20260612 | $18.80 | $8.55 | 0.4% | 15% |
| 20260611 | $19.30 | $9.48 | 0.4% | 17% |
| 20260610 | $19.65 | $10.85 | 0.4% | 15% |
| 20260609 | $19.25 | $10.97 | 0.4% | 25% |
| 20260608 | $20.05 | $11.93 | 0.4% | 26% |
| 20260605 | $20.10 | $12.45 | 0.4% | 14% |
| 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% |