Historical Volatility (Close-to-Close) (10-Day)

Historical Volatility (Close-to-Close): The past volatility of the security over the selected time frame, calculated using the closing price on each trading day.

RenaissanceRe Holdings Ltd. (RNR) had 10-Day Historical Volatility (Close-to-Close) of 0.1655 for 2024-04-15.

10-Day 20-Day 30-Day 60-Day
90-Day 120-Day 150-Day 180-Day

Figures for 2024-04-15

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1655
Historical Volatility (Parkinson)	0.1796
Implied Volatility (Calls)	0.4149
Implied Volatility (Puts)	0.3643
Implied Volatility (Mean)	0.3896
Put-Call Implied Volatility Ratio	0.8781
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	1.8831
Forward Price	214.19
Call Breakeven Price	249.85
Put Breakeven Price	182.11
Option Breakeven Price	205.75