ROARABLE // PRO
GLOBAL DESKS // NYC --:--:-- NYSE
US TAPE
ROAR ▸

RNR // RenaissanceRe Holdings Ltd.

OPT <GO> NYSE RQD COCKPIT → CIK 0000913144 ↗
Financials • Property-Casualty Insurers
$350.94 ▲ +11.62 (+3.42%)
MKT CAP: $13.71B • VOL: 749.1K
IMPLIED EVENT / 30D MOVE
±4.80%
PUT / CALL RATIO
0.82 CALL SKEW
MAX PAIN PIN STRIKE
$351 (+0.0% vs Spot)
CALL $0 PUT $0
RNR // CBOE UNUSUAL OPTIONS SWEEPS & VOL/OI ANOMALIES (OMON / OPT <GO>) SPOT REF: $350.94
OCC CONTRACT EXP STRIKE SIDE MONEYNESS VOLUME OPEN INT VOL/OI $ PREMIUM IV % DELTA (Δ) GAMMA (Γ) SCORE
DEALER GAMMA EXPOSURE (GEX) WALLS & OFF-EXCHANGE DARK POOL TRF LEVELS LIVE DEALER POSITIONING
CALL GAMMA RESISTANCE WALL (+GEX)
$377 STRIKE
DEALER SHORT-GAMMA HEDGE MAGNET ABOVE SPOT
ZERO-GAMMA VOLATILITY FLIP LEVEL
$345.68
REGIME BOUNDARY: POSITIVE PINNING VS ACCELERATED SELLING
PUT GAMMA DOWNSIDE FLOOR (-GEX)
$321 STRIKE
INSTITUTIONAL PUT WALL & TRF BLOCK PRINT CLUSTER