RNR Options Chain Analysis

As of previous close (2026-11-06) · OPRA historical data

Spot $347.35 at that close. Nothing on this page comes from the session in progress.

Put/Call (OI)

3.75

919 P / 245 C

Put/Call (Volume)

—

2 P / 0 C that session

30d ATM IV

24%

annualized implied move

Call wall

$420

53 contracts

Put wall

$300

804 contracts

Tail hedging

12.9×

deep-OTM puts vs calls

What the positioning says

●Defensive positioning: 3.75 puts outstanding per call — holders are hedging rather than selling.
●Call wall at $420 (53 contracts), 21% above spot — the upside strike the crowd is already parked on; often acts as near-term resistance.
●Put wall at $300 (804 contracts), 14% below spot — the hedge floor; often acts as support.
●Deep-OTM put open interest is 12.9× deep-OTM call OI — an institutional hedging ladder sits under this stock.
●30-day ATM implied volatility is 24% — calm pricing; option premium is cheap.

Open interest by strike

All expiries combined. Amber lines mark the call and put walls; the dashed line is spot.

IV term structure

At-the-money implied volatility per expiry.

Volatility smile

IV by strike — expiry 2026-12-18. A steep left side = expensive downside protection.

Open interest by expiry

Expiry	Call OI	Put OI	P/C	Volume that session
2026-11-20	44	56	1.27	0
2026-12-18	3	7	2.33	2
2027-01-15	66	435	6.59	0
2027-04-16	33	13	0.39	0
2027-05-21	99	408	4.12	0

Source: Cboe end-of-session option chains, summarized after each US market close and published from the following trading day — OPRA historical data. Under the OPRA plan options data becomes historical, and freely publishable, at the opening of the next trading session; data from the session in progress is never displayed or served here. Open interest is exchange-reported once a day. Research, not investment advice.